John Stachurski

Results 102 issues of 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...

enhancement
documentation

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...

discuss
breaking

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...

documentation

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...

discuss

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...

wishlist

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...

wishlist

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.

discuss

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https://pypi.python.org/pypi/copulalib/1.1.0 has some functionality but is tied to outdated dependencies.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...

enhancement

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.)

tests