John Stachurski
John Stachurski
;-)
The documentation would be better if functions and classes all had at least one example and possibly more. E.g., see the examples here: http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.expon.html There is a section devoted to...
Now that #397 is merged, I propose that we remove the `DiscreteRV` class https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/discrete_rv.py Not a good idea to have two sets of code for doing the same thing. The...
At the moment, with properties, we see no documentation: ``` python In [9]: import quantecon as qe In [10]: m = qe.MarkovChain([[1, 0], [0, 1]]) In [11]: m.stationary_distributions? Type: property...
There are a lot of repeated names in the list of attributes, filename and then class or function name: ![ss](https://user-images.githubusercontent.com/3887684/31584128-4c434b2e-b1e3-11e7-9d51-88ac95d3abb1.png) e.g., `compute_fixed_point` and `compute_pf`, `ECDF` and `ecdf`. We don't really...
Is it possible to modify the solvers within DiscreteDP so that they can exploit multiple cores? This is a question from a user (Jack Shin) and I'm sure it would...
Adding to wish list: I would like to have a 1D maximization routine in QuantEcon.py, something akin to this SciPy function: https://github.com/scipy/scipy/blob/v0.16.1/scipy/optimize/optimize.py#L1554 The signature would be ``` import quantecon as...
Could the simulation of paths from lqcontrol.py be done by calling the simulation methods from the linear state space module (lss.py)? That would be a nice way to integrate them.
There's limited code in Python for working with or simulating copulas. This library http://firsttimeprogrammer.blogspot.com.au/2015/02/copulalib-how-to-use-copulas-in-python.html https://pypi.python.org/pypi/copulalib/1.1.0 has some functionality but is tied to outdated dependencies. That code could be used as...
Added the method `stationary_coefficients` to the Kalman class. Tests needed. (TJS might have ideas on a suitable test, if necessary. Otherwise something straightforward will do.)