Pull the definition of tol out of the for loop

in modified_policy_iteration
QuantEcon · Mar 14, 2016 · fd3fd1a · fd3fd1a
1 parent 4a212cb
commit fd3fd1a
Showing 1 changed file with 5 additions and 4 deletions.
diff --git a/quantecon/markov/ddp.py b/quantecon/markov/ddp.py
@@ -775,14 +775,15 @@ def midrange(z):
  u = np.empty(self.num_states)
  sigma = np.empty(self.num_states, dtype=int)
 
+ try:
+ tol = epsilon * (1-self.beta) / self.beta
+ except ZeroDivisionError: # Raised if beta = 0
+ tol = np.inf
+
  for i in range(max_iter):
  # Policy improvement
  self.bellman_operator(v, Tv=u, sigma=sigma)
  diff = u - v
- try:
- tol = epsilon * (1-self.beta) / self.beta
- except ZeroDivisionError: # Raised if beta = 0
- tol = np.inf
  if span(diff) < tol:
  v[:] = u + midrange(diff) * self.beta / (1 - self.beta)
  break