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))
