Merge branch 'tests' of github.com:jstac/quant-econ into tests

Author: cc7768

examples/evans_sargent_plot1.py

@@ -12,7 +12,7 @@
 tt = np.arange(T)  # tt is used to make the plot time index correct.
 
 n_rows = 3
-fig, axes = plt.subplots(n_rows, 1, figsize=(10, 16))
+fig, axes = plt.subplots(n_rows, 1, figsize=(10, 12))
 
 plt.subplots_adjust(hspace=0.5)
 for ax in axes:

examples/evans_sargent_plot2.py

@@ -13,7 +13,7 @@
 tt2 = np.arange(T-1)
 
 n_rows = 4
-fig, axes = plt.subplots(n_rows, 1, figsize=(10, 10))
+fig, axes = plt.subplots(n_rows, 1, figsize=(10, 16))
 
 plt.subplots_adjust(hspace=0.5)
 for ax in axes:

examples/lucas_tree_price1.py

@@ -2,20 +2,19 @@
 from __future__ import division  # Omit for Python 3.x
 import numpy as np
 import matplotlib.pyplot as plt
-from quantecon.models import lucas_tree, compute_lt_price
+from quantecon.models import LucasTree
 
 fig, ax = plt.subplots()
-#grid = np.linspace(1e-10, 4, 100)
 
-tree = lucas_tree(gamma=2, beta=0.95, alpha=0.90, sigma=0.1)
-grid, price_vals = compute_lt_price(tree)
+tree = LucasTree(gamma=2, beta=0.95, alpha=0.90, sigma=0.1)
+grid, price_vals = tree.grid, tree.compute_lt_price()
 ax.plot(grid, price_vals, lw=2, alpha=0.7, label=r'$p^*(y)$')
 ax.set_xlim(min(grid), max(grid))
 
-#tree = lucas_tree(gamma=3, beta=0.95, alpha=0.90, sigma=0.1)
-#grid, price_vals = compute_price(tree)
-#ax.plot(grid, price_vals, lw=2, alpha=0.7, label='more patient')
-#ax.set_xlim(min(grid), max(grid))
+# tree = LucasTree(gamma=3, beta=0.95, alpha=0.90, sigma=0.1)
+# grid, price_vals = tree.grid, tree.compute_lt_price()
+# ax.plot(grid, price_vals, lw=2, alpha=0.7, label='more patient')
+# ax.set_xlim(min(grid), max(grid))
 
 ax.set_xlabel(r'$y$', fontsize=16)
 ax.set_ylabel(r'price', fontsize=16)

quantecon/compute_fp.py

@@ -10,7 +10,8 @@
 import numpy as np
 
 
-def compute_fixed_point(T, v, error_tol=1e-3, max_iter=50, verbose=1):
+def compute_fixed_point(T, v, error_tol=1e-3, max_iter=50, verbose=1, *args,
+                        **kwargs):
     """
     Computes and returns :math:`T^k v`, an approximate fixed point.
 
@@ -30,6 +31,9 @@ def compute_fixed_point(T, v, error_tol=1e-3, max_iter=50, verbose=1):
         Maximum number of iterations
     verbose : bool, optional(default=True)
         If True then print current error at each iterate.
+    args, kwargs :
+        Other arguments and keyword arguments that are passed directly
+        to  the function T each time it is called
 
     Returns
     -------
@@ -40,11 +44,11 @@ def compute_fixed_point(T, v, error_tol=1e-3, max_iter=50, verbose=1):
     iterate = 0
     error = error_tol + 1
     while iterate < max_iter and error > error_tol:
-        new_v = T(v)
+        new_v = T(v, *args, **kwargs)
         iterate += 1
         error = np.max(np.abs(new_v - v))
         if verbose:
             print("Computed iterate %d with error %f" % (iterate, error))
-        v = new_v
+        v[:] = new_v
 
     return v

quantecon/models/__init__.py

@@ -6,13 +6,12 @@
 """
 
 __all__ = ["AssetPrices", "CareerWorkerProblem", "ConsumerProblem",
-           "JvWorker", "lucas_tree", "compute_lt_price", "SearchProblem",
-           "GrowthModel"]
+           "JvWorker", "LucasTree", "SearchProblem", "GrowthModel"]
 
 from .asset_pricing import AssetPrices
 from .career import CareerWorkerProblem
 from .ifp import ConsumerProblem
 from .jv import JvWorker
-from .lucastree import lucas_tree, compute_lt_price
+from .lucastree import LucasTree
 from .odu import SearchProblem
 from .optgrowth import GrowthModel