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No documentation in Processes classes #183

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sbenthall opened this issue Feb 13, 2020 · 3 comments
Open

No documentation in Processes classes #183

sbenthall opened this issue Feb 13, 2020 · 3 comments

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@sbenthall
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There are no docstrings fro the Processes classes

https://github.com/EconForge/dolo/blob/master/dolo/numeric/processes.py

I would like to work with these classes but it is hard to know where to start.

@sbenthall
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This is also true for processes_idd

https://github.com/EconForge/dolo/blob/master/dolo/numeric/processes_iid.py

@sbenthall
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For the first step of HARK integration, the most important method is simulate:

I wonder what each of the arguments here means. Especially T and stochastic

def simulate(self, N, T, m0=None, stochastic=True):

@albop
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albop commented Apr 6, 2020

so N is the number of simulation draws, and T the length of the simulation. simulate takes an initial state (s0 or m0 depending on the context) and returns a n_v . N . (1+T) xarray (where ordering of dimensions can be safely ignored). The resulting array embeds coordinates so you can easily check the details by inspectic the object.
If stochastic=True then we draw stochastic simulations.
If stochastic=False we compute deterministic adjustement where there is no innovation (epsilon shocks are zero, or markov indices are constant).
For deterministic simulations, we also have the response function. That one returns a n_v . (T+1) vector.

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