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ENH: Adding Discrete Approximation of VAR Methods (#640)
* Add discrete_var Co-Authored-By: John Stachurski <[email protected]> Co-Authored-By: Carlos Rondón-Moreno <[email protected]> * Add suggestions by @crondonm Co-Authored-By: Carlos Rondón-Moreno <[email protected]> * Add discrete_var in approximation * Add tests Co-Authored-By: John Stachurski <[email protected]> Co-Authored-By: Carlos Rondón-Moreno <[email protected]> * add suggestions 1, 2, 5 by @jstac * Add docs of Pi and S in output. * Remove row_major argument and use cartesian from gridtools * Modify tests to drop row_major * Rename Pi to P * use mlinspace * Implement discrete_var using quantecon functions * Use `fit_discrete_mc` * Remove unused import * Remove unused import * adjust test and docstring * Edit docstring * Import _lss and _matrix_eqn * add new tests and bug fixing * add tests for non-square C * adjust docstring * Minor edits in docstring * adjust based on review * update docstring * set unit Cov for t-distribution * CI: Workaround for windows (#694) --------- Co-authored-by: Smit-create <[email protected]> Co-authored-by: John Stachurski <[email protected]> Co-authored-by: Shu <[email protected]> Co-authored-by: Daisuke Oyama <[email protected]> Co-authored-by: Humphrey Yang <[email protected]> Co-authored-by: Humphrey Yang <[email protected]>
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