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OpenSourceEcon / BootCamp2019

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019
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Intertemporal Asset Pricing using scipy.optimize.broyden1 #39

Closed danielkdimitrov closed 5 years ago

danielkdimitrov commented 5 years ago

scipy.optimize.broyden1 requires a parameter alpha representing the Jacobian of the function. What would be a good guess for it considering the asset pricing equations (5) and (7) from the script?

rebekahanne commented 5 years ago

@danielkdimitrov: I don't think alpha is actually a required parameter, and I was able to get a solution without using the Jacobian. I was able to use broyden1 just with an objective function and initial guess. Looking at the documentation, alpha is optional.

danielkdimitrov commented 5 years ago

@rebekahanne You're right. Thanks!