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Add an alternative way of implementing Tauchen's method to make_tauchen_ar1() #1521

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merged 4 commits into from
Feb 9, 2025

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QingyuanFang
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@QingyuanFang QingyuanFang commented Jan 24, 2025

Qingyuan: I closed Pull requests #1409 and initiate this new one.

Please ensure your pull request adheres to the following guidelines:

  • Tests for new functionality/models or Tests to reproduce the bug-fix in code.
  • Updated documentation of features that add new functionality.
  • Update CHANGELOG.md with major/minor changes.

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QingyuanFang commented Jan 24, 2025

@llorracc @mnwhite

Because there have been many changes to HARK since pull request #1409 was made (for instance, restructuring of "distribution.py" into a folder), I closed the original pull request and initiate this new one.

Many thanks.

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mnwhite commented Feb 7, 2025

@QingyuanFang Can you add a test that demonstrates this new functionality? See /HARK/tests/test_distribution.py, and just add a new class (i.e. class TestTauchenAR1(unittest.TestCase):) that runs it and verifies valid output?

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@mnwhite
I tried to add the new class TestTauchenAR1(unittest.TestCase) following your instructions.
Many thanks.

Test wasn't running properly because new function wasn't named in distributions/__init__.py, now fixed.
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mnwhite commented Feb 9, 2025

Because of the new setup for /HARK/distributions/, I needed to add your function name to the init.py file. Tests running now, and I'll update the changelog after they finish. Thank you for writing that test so promptly!

@mnwhite mnwhite merged commit 45b405f into econ-ark:master Feb 9, 2025
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mnwhite commented Feb 9, 2025

I forgot to commit the changelog before merging, ugh.

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2 participants