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HighDimensionalEconLab
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DifferentiableStateSpaceModels.jl
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Optional calculation of the steady-state ergodic distribution
#135
Closed
jlperla
closed
2 years ago
jlperla
commented
2 years ago
[ ] Remove the
https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/types.jl#L364
option
[x] Create a new option
calculate_ergodic_distribution
defaulting to
true
[x] Only do
https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/generate_perturbation.jl#L265-L292
if toggle set to true
[ ] remove the regularization of the
V
in
https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/generate_perturbation.jl#L270
regardless
[x] Only calculate
https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/generate_perturbation_derivatives.jl#L159-L160
if toggle set to true
[x] Add in option in the convenience constructor of
https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/sequential.jl#L3-L9
to pass in the
u0_prior
instead
calculate_ergodic_distribution
defaulting totrue
V
in https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/generate_perturbation.jl#L270 regardlessu0_prior
instead