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EconForge / Dolo.jl

Economic modeling in Julia
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respect setting of N from yaml file when discretizing AR1 #68

Open sglyon opened 7 years ago

sglyon commented 7 years ago

Right now we extract N, but throw it away...

This isn't an obvious fix because we don't currently have room to store it anywhere (we'd have to put another field on VAR1)

albop commented 7 years ago

True: right now, we don't. But there is an easy way of changing it later.

dp = discretize(model.exogenous; N=2)
time_iteration(model, dp)
...
albop commented 7 years ago

Another thing is we aim to make the definition of the exogenous process independent from how it is discretized. So 

!VAR1
   rho: 0.43
   Sigma: [[0.002]]
   N: 5

doesn't make sense anymore. The information should be contained somewhere in options.