def setUp(self): self.rho, self.sigma_u = np.random.rand(2) self.n = np.random.random_integers(3, 25) self.m = np.random.random_integers(4) self.tol = 1e-12 self.x, self.P = tauchen(self.rho, self.sigma_u, self.m, self.n)
def setUp(self): self.rho, self.sigma_u = np.random.rand(2) self.n = np.random.random_integers(3, 25) self.m = np.random.random_integers(4) self.tol = 1e-12 mc = tauchen(self.rho, self.sigma_u, self.m, self.n) self.x, self.P = mc.state_values, mc.P
def setup(self): self.rho, self.sigma_u = np.random.rand(2) self.n = np.random.randint(3, 25) self.m = np.random.randint(5) self.tol = 1e-12 self.b = 0. mc = tauchen(self.rho, self.sigma_u, self.b, self.m, self.n) self.x, self.P = mc.state_values, mc.P
def testStateCenter(self): for b in [0., 1., -1.]: mu = b / (1 - self.rho) mc = tauchen(self.rho, self.sigma_u, b, self.m, self.n) self.assertTrue(np.allclose(mu, np.mean(mc.state_values), atol=self.tol))