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QuantEcon / ContinuousDPs.jl

Continuous state dynamic programming
BSD 3-Clause "New" or "Revised" License
13 stars 10 forks source link

CI and registration #28

Open greimel opened 4 years ago

greimel commented 4 years ago

I just added the toml files in #27 to make the package usable in the most recent Julia versions.

Is this package still maintained? If so, would you mind registering the package? This would require adding CI and CompatHelper, TagBot.

oyamad commented 4 years ago

@greimel Thank you for your interest in this package. We could register the package if there are a positive number of users, although I am a bit hesitant because of the current poor test coverage... Anyway I will first try to set up CI.

greimel commented 4 years ago

Thank you, that would be great!

Do you think the test coverage is much worse than that of the DDP code in QuantEcon.jl?

oyamad commented 4 years ago

Currently we only have a test for a deterministic case. We need one for a stochastic case. There should be a stochastic instance for which an analytical solution is available. I don't exactly remember the reference now (a chapter in a handbook???); I will search for it.

greimel commented 4 years ago

In the QuantEcon lecture on stochastic optimal growth there is an example with an analytical solution: https://julia.quantecon.org/dynamic_programming/optgrowth.html#An-Example