edits in additive_functionals.rst

QuantEcon / lecture-source-py

Source files for "Lectures in Quantitative Economics" -- Python version

BSD 3-Clause "New" or "Revised" License

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edits in additive_functionals.rst #925

Closed mtiley closed 4 years ago

mtiley commented 4 years ago

move plotting functions out of AMF_LSS_VAR
replace deprecated numpy asscalar with item() to get rid of DeprecationWarning
avoids RuntimeWarning caused by taking ppf of norm dist with std dev of 0 by setting std dev in those cases to a small value.

Fixes #917, fixes #903

mtiley commented 4 years ago

@jstac @shlff @sayaikegawa @Harveyt47 This PR is looking sad and unreviewed -- is there a better way for me to structure it? Hopefully this comment will make things clearer.

the main lines of interest in my opinion are 507-520 (my proposed solution to the RuntimeWarning). I am keen to hear your thoughts on this.

Below are screenshots of the output (before my changes on left, after on right). I set the numpy seed so that random variation would be removed -- they should be identical (and are, as far as I can tell.)

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jstac commented 4 years ago

Thanks @mtiley . I'll wait until at least one of @sayaikegawa @shlff and @Harveyt47 review. Once someone has reviewed and feedback has been incorporated, please add the "ready" label and then I'll take a look.

jstac commented 4 years ago

Thanks @shlff , I agree.

@mtiley , would you mind to make those plots a better shape? Perhaps a bit shorter vertically?

Perhaps you could also talk me through your changes.

jstac commented 4 years ago

Thanks @mtiley and @shlff --- this was a lot of work. The PR was very nicely done.

I might make some small tweaks later but for now I'm going to merge.