Comparing c functions for different accuracy levels. #344
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…ds(instead of ploting only selected grid points for DCT. Also plot approximated consumption functions for different accuracy levels(number of basis functions). Created new notebook redoing everything for one-asset.
…in different accurancy levels(nb of basis functions). This is basically replicates page 31/32 in Lutticke's slides
…functions. other edits.
…ccuracy levels visually compariable
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@iworld1991 or @llorracc, can you summarize this PR in one sentence for the release notes? |
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Chris will have the final say on this. Here is my suggestion: Illustrated how the Bayer & Luetticke invoke the discrete cosine transformation(DCT) and fixed copula to reduce dimensions of the problem. |
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Actually, this content should be in the DemARK so does not need a release
note.
…On Thu, Jul 18, 2019 at 2:55 PM Tao ***@***.***> wrote:
Chris will have the final say on this. Here is my suggestion:
Illustrated how the Bayer & Luetticke invoke the discrete cosine
transformation(DCT) and fixed copula to reduce dimensions of the problem.
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Is someone going to submit a PR to move this to DemARK? If that's not happening soon, you should probably make an issue to move it so you don't forget. |
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@shaunagm should make it an issue
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Release notes: Effect of precision spec on c func errors |
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