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calculate calcEndOfPrdvP in IndShock solver with calcExpectation #896

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merged 13 commits into from
Jan 14, 2021

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@sbenthall sbenthall commented Dec 26, 2020

This tries to take a small step towards #625 by replacing the computation of calcEndOfPrdvP in the IndShock solver with a single call to calcExpectation.

This currently has two issues:

  • For the ConsIndShock test cases, the numerical values are slightly off.
  • For the KinkedR case, there is a problem because it looks like the aNrmNow array in that case has a different shape for some reason.

I'm not sure why the numerical values are off here.
One next step would be to write more thorough automated tests for calcExpectations.

But it's possible that @mnwhite might be able to eyeball it and see if I'm doing something wrong.

The goal of this work, concretely, is to replace much of the work done in setAndUpdateValues and prepareToCalcEndOfPrdvP throughout the library with succinct calls to calcExpectations. I think this would simplify things a great deal.

  • 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.

@sbenthall sbenthall added this to the 1.0.0 milestone Dec 26, 2020
@sbenthall sbenthall added the Ready-To-Merge Has been reviewed and when branch is updated and checks pass it should be merged label Jan 14, 2021
@sbenthall sbenthall merged commit 2d7b8ab into econ-ark:master Jan 14, 2021
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