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ENH: Adding Discrete Approximation of VAR Methods #640

Merged
merged 29 commits into from
Feb 24, 2023
Merged

ENH: Adding Discrete Approximation of VAR Methods #640

merged 29 commits into from
Feb 24, 2023

Commits on Nov 3, 2022

  1. Add discrete_var 

    Co-Authored-By: John Stachurski <[email protected]>
Co-Authored-By: Carlos Rondón-Moreno <[email protected]>
    @Smit-create @jstac @crondonm
    3 people committed Nov 3, 2022
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  2. Add suggestions by @crondonm 

    Co-Authored-By: Carlos Rondón-Moreno <[email protected]>
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    Smit-create and crondonm committed Nov 3, 2022
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  3. Add discrete_var in approximation

    @Smit-create
    Smit-create committed Nov 3, 2022
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  4. Add tests 

    Co-Authored-By: John Stachurski <[email protected]>
Co-Authored-By: Carlos Rondón-Moreno <[email protected]>
    @Smit-create @jstac @crondonm
    3 people committed Nov 3, 2022
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Commits on Nov 5, 2022

  1. add suggestions 1, 2, 5 by @jstac

    @shlff
    shlff committed Nov 5, 2022
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Commits on Nov 6, 2022

  1. Add docs of Pi and S in output.

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    Smit-create committed Nov 6, 2022
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  2. Remove row_major argument and use cartesian from gridtools

    @Smit-create
    Smit-create committed Nov 6, 2022
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  3. Modify tests to drop row_major

    @Smit-create
    Smit-create committed Nov 6, 2022
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  4. Rename Pi to P

    @Smit-create
    Smit-create committed Nov 6, 2022
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  5. use mlinspace

    @shlff
    shlff committed Nov 6, 2022
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Commits on Dec 17, 2022

  1. Merge branch 'VAR-approximation' of https://github.com/crondonm/Quant… 

    …Econ.py into VAR-approximation-2

# Conflicts:
#	quantecon/markov/tests/test_approximation.py
    @oyamad
    oyamad committed Dec 17, 2022
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Commits on Jan 1, 2023

  1. Implement discrete_var using quantecon functions

    @oyamad
    oyamad committed Jan 1, 2023
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Commits on Jan 6, 2023

  1. Merge branch 'main' into VAR-approximation-2 

    # Conflicts:
#	quantecon/markov/approximation.py
#	quantecon/markov/tests/test_approximation.py
    @oyamad
    oyamad committed Jan 6, 2023
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  2. Use fit_discrete_mc

    @oyamad
    oyamad committed Jan 6, 2023
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Commits on Jan 8, 2023

  1. Remove unused import

    @oyamad
    oyamad committed Jan 8, 2023
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Commits on Jan 9, 2023

  1. Remove unused import

    @oyamad
    oyamad committed Jan 9, 2023
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Commits on Jan 12, 2023

  1. adjust test and docstring

    @HumphreyYang
    HumphreyYang committed Jan 12, 2023
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Commits on Jan 22, 2023

  1. Edit docstring

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    oyamad committed Jan 22, 2023
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Commits on Jan 25, 2023

  1. Import _lss and _matrix_eqn

    @oyamad
    oyamad committed Jan 25, 2023
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Commits on Feb 15, 2023

  1. add new tests and bug fixing

    @HumphreyYang
    HumphreyYang committed Feb 15, 2023
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  2. Merge branch 'VAR-approximation-2' into VAR-approximation

    @HumphreyYang
    HumphreyYang committed Feb 15, 2023
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Commits on Feb 16, 2023

  1. add tests for non-square C

    @HumphreyYang
    HumphreyYang committed Feb 16, 2023
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  2. adjust docstring

    @HumphreyYang
    HumphreyYang committed Feb 16, 2023
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  3. Minor edits in docstring

    @oyamad
    oyamad committed Feb 16, 2023
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  4. adjust based on review

    @HumphreyYang
    HumphreyYang committed Feb 16, 2023
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  5. update docstring

    @HumphreyYang
    HumphreyYang committed Feb 16, 2023
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Commits on Feb 17, 2023

  1. set unit Cov for t-distribution

    @HumphreyYang
    HumphreyYang committed Feb 17, 2023
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  2. Merge branch 'VAR-approximation' of https://github.com/crondonm/Quant… 

    …Econ.py into VAR-approximation-2
    @oyamad
    oyamad committed Feb 17, 2023
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Commits on Feb 22, 2023

  1. CI: Workaround for windows (QuantEcon#694)

    @oyamad
    oyamad committed Feb 22, 2023
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