snowdrop.src.numeric package

Subpackages

• snowdrop.src.numeric.bayes package
  • Submodules
  • snowdrop.src.numeric.bayes.mcmc module
    • func_likelihood()
    • func_prior()
    • gelman_rubin()
    • likelihood_logp()
    • logp()
    • prior_logp()
    • sample()
  • Module contents
• snowdrop.src.numeric.dp package
  • Submodules
  • snowdrop.src.numeric.dp.bellman module
    • DynProg
      • DynProg.discrete()
      • DynProg.getBounds()
      • DynProg.parametric_value_iteration()
      • DynProg.policy_iteration()
      • DynProg.stochastic_policy_iteration()
      • DynProg.stochastic_value_iteration()
      • DynProg.transient_func()
      • DynProg.updateVariables()
      • DynProg.utility_function()
      • DynProg.value()
      • DynProg.value_iteration()
    • Plot()
    • simulate()
  • snowdrop.src.numeric.dp.collard module
    • Plot()
    • parametric_value_iteration()
    • policy_iteration()
    • stochastic_constarined_policy_iteration()
    • stochastic_policy_iteration()
    • stochastic_value_iteration()
    • value_iteration()
  • snowdrop.src.numeric.dp.discrete module
    • SimpleOG
      • SimpleOG.populate_Q()
      • SimpleOG.populate_R()
      • SimpleOG.u()
  • snowdrop.src.numeric.dp.grids module
    • CartesianGrid
      • CartesianGrid.type
    • EmptyGrid
      • EmptyGrid.n_nodes()
      • EmptyGrid.node()
      • EmptyGrid.nodes()
      • EmptyGrid.type
    • Grid
      • Grid.n_nodes()
      • Grid.node()
      • Grid.nodes()
    • NonUniformCartesianGrid
      • NonUniformCartesianGrid.type
    • Plot()
    • PointGrid
      • PointGrid.n_nodes()
      • PointGrid.node()
      • PointGrid.nodes()
      • PointGrid.type
    • SmolyakGrid
      • SmolyakGrid.type
    • UnstructuredGrid
      • UnstructuredGrid.type
    • cat_grids()
    • mlinspace()
    • n_nodes()
    • node()
    • nodes()
    • prod()
  • snowdrop.src.numeric.dp.hjb module
    • main()
  • snowdrop.src.numeric.dp.olg module
    • MSequilibrium()
    • MSnext()
    • Plot()
    • Qtot()
    • dQdL()
    • dQdM()
    • dQdS()
    • value_iteration()
  • snowdrop.src.numeric.dp.tauchen module
    • GaussHermite()
    • GaussNorm()
    • tauchen_hussey()
  • snowdrop.src.numeric.dp.test module
    • Plot()
    • parametric_value_iteration()
    • policy_iteration()
    • stochastic_constarined_policy_iteration()
    • stochastic_policy_iteration()
    • stochastic_value_iteration()
    • value_iteration()
  • snowdrop.src.numeric.dp.util module
    • Chebychev_Polinomial()
    • gauss_herm()
    • markov()
    • scalar_tv()
    • tausc_hussey()
    • tv()
  • Module contents
• snowdrop.src.numeric.estimation package
  • Submodules
  • snowdrop.src.numeric.estimation.estimate module
    • run()
  • snowdrop.src.numeric.estimation.test_grad module
    • a_dfdx()
    • a_dfdy()
    • datagen()
    • f()
    • neg_loglike()
    • neg_loglike_()
    • test()
  • snowdrop.src.numeric.estimation.test_mle module
    • test()
  • Module contents
• snowdrop.src.numeric.filters package
  • Submodules
  • snowdrop.src.numeric.filters.diffuse module
    • diffuse_filter()
    • missing_obs_diffuse_multivariate_filter()
    • missing_obs_diffuse_univariate_filter()
  • snowdrop.src.numeric.filters.filter module
    • linear_filter()
    • nonlinear_filter()
  • snowdrop.src.numeric.filters.filters module
    • BPASS()
    • Bryson_Frazier_Smoother()
    • DK_Filter()
    • DK_Smoother()
    • Durbin_Koopman_Diffuse_Filter()
    • Durbin_Koopman_Diffuse_Smoother()
    • Durbin_Koopman_Non_Diffuse_Filter()
    • Durbin_Koopman_Non_Diffuse_Smoother()
    • HPF()
    • HPfilter()
    • Kalman_Filter()
    • Kalman_Filter_SS()
    • LRXfilter()
    • Rauch_Tung_Striebel_Smoother()
    • Standard_Kalman_Filter()
    • bandpass_filter()
    • fast_kalman_filter()
  • snowdrop.src.numeric.filters.kalman module
    • Overview
    • MVLinearGauss class and subclasses
    • Kalman class
    • Kalman objects as iterators
    • Functions to perform a single step
    • Kalman
      • Kalman.filter()
      • Kalman.next()
      • Kalman.smoother()
      • Kalman.t
    • LinearGauss
      • LinearGauss.PX()
      • LinearGauss.PX0()
      • LinearGauss.PY()
      • LinearGauss.default_params
      • LinearGauss.logeta()
      • LinearGauss.proposal()
      • LinearGauss.proposal0()
    • MVLinearGauss
      • MVLinearGauss.PX()
      • MVLinearGauss.PX0()
      • MVLinearGauss.PY()
      • MVLinearGauss.check_shapes()
      • MVLinearGauss.logeta()
      • MVLinearGauss.proposal()
      • MVLinearGauss.proposal0()
    • MVLinearGauss_Guarniero_etal
    • MeanAndCov
      • MeanAndCov.cov
      • MeanAndCov.mean
    • dotdot()
    • dotdotinv()
    • filter_step()
    • filter_step_asarray()
    • predict_step()
    • smoother_step()
  • snowdrop.src.numeric.filters.particle module
    • NonlinearStateSpaceModel
      • NonlinearStateSpaceModel.PX()
      • NonlinearStateSpaceModel.PX0()
      • NonlinearStateSpaceModel.PY()
    • ParticleGibbs
      • ParticleGibbs.update_theta()
    • StateSpaceModel
      • StateSpaceModel.PX()
      • StateSpaceModel.PX0()
      • StateSpaceModel.PY()
    • getMatrices()
  • snowdrop.src.numeric.filters.py_kalman module
    • MyBiermanKalmanFilter
      • MyBiermanKalmanFilter.filter_update()
      • MyBiermanKalmanFilter.index
    • MyCholeskyKalmanFilter
      • MyCholeskyKalmanFilter.filter_update()
      • MyCholeskyKalmanFilter.index
    • MyKalmanFilter
      • MyKalmanFilter.filter_update()
      • MyKalmanFilter.index
    • MyUnscentedKalmanFilter
      • MyUnscentedKalmanFilter.filter_update()
      • MyUnscentedKalmanFilter.index
      • MyUnscentedKalmanFilter.unscented_filter_correct()
  • snowdrop.src.numeric.filters.pykalman module
    • MyBiermanKalmanFilter
      • MyBiermanKalmanFilter.filter_update()
      • MyBiermanKalmanFilter.index
    • MyCholeskyKalmanFilter
      • MyCholeskyKalmanFilter.filter_update()
      • MyCholeskyKalmanFilter.index
    • MyKalmanFilter
      • MyKalmanFilter.filter_update()
      • MyKalmanFilter.index
    • MyUnscentedKalmanFilter
      • MyUnscentedKalmanFilter.filter_update()
      • MyUnscentedKalmanFilter.index
      • MyUnscentedKalmanFilter.unscented_filter_correct()
  • snowdrop.src.numeric.filters.unscented module
    • Inference for Non-Linear Gaussian Systems
    • AdditiveUnscentedKalmanFilter
      • AdditiveUnscentedKalmanFilter.filter()
      • AdditiveUnscentedKalmanFilter.filter_update()
      • AdditiveUnscentedKalmanFilter.sample()
      • AdditiveUnscentedKalmanFilter.smooth()
    • Moments
      • Moments.covariance
      • Moments.mean
    • SigmaPoints
      • SigmaPoints.points
      • SigmaPoints.weights_covariance
      • SigmaPoints.weights_mean
    • UnscentedKalmanFilter
      • UnscentedKalmanFilter.filter()
      • UnscentedKalmanFilter.filter_update()
      • UnscentedKalmanFilter.sample()
      • UnscentedKalmanFilter.smooth()
    • UnscentedMixin
    • additive_unscented_filter()
    • additive_unscented_smoother()
    • augmented_points()
    • augmented_unscented_filter()
    • augmented_unscented_filter_points()
    • augmented_unscented_smoother()
    • moments2points()
    • points2moments()
    • unscented_correct()
    • unscented_filter_correct()
    • unscented_filter_predict()
    • unscented_transform()
  • snowdrop.src.numeric.filters.utils module
    • compute_Pinf_Pstar()
    • getCovarianceMatrix()
    • getEndogVarInMeasEqs()
    • getMissingInitialVariables()
    • getSteadyStateCovarianceMatrix()
    • getTimeShift()
    • sorter()
  • Module contents
• snowdrop.src.numeric.grids package
  • Submodules
  • snowdrop.src.numeric.grids.grid module
    • CartesianGrid
      • CartesianGrid.type
    • EmptyGrid
      • EmptyGrid.n_nodes()
      • EmptyGrid.node()
      • EmptyGrid.nodes()
      • EmptyGrid.type
    • Grid
      • Grid.n_nodes()
      • Grid.node()
      • Grid.nodes()
    • NonUniformCartesianGrid
      • NonUniformCartesianGrid.type
    • PointGrid
      • PointGrid.n_nodes()
      • PointGrid.node()
      • PointGrid.nodes()
      • PointGrid.type
    • SmolyakGrid
      • SmolyakGrid.type
    • UnstructuredGrid
      • UnstructuredGrid.type
    • cat_grids()
    • mlinspace()
    • n_nodes()
    • node()
    • nodes()
    • prod()
  • Module contents
• snowdrop.src.numeric.optimization package
  • Submodules
  • snowdrop.src.numeric.optimization.optimize module
    • Data
      • Data.fun
      • Data.message
      • Data.nfev
      • Data.success
      • Data.x
    • run()
    • solver()
  • snowdrop.src.numeric.optimization.test module
    • fun()
    • func()
    • jacob()
    • jacobian()
    • map_func()
    • map_func_der()
    • path_func()
    • path_jacob()
  • snowdrop.src.numeric.optimization.util module
    • Data
      • Data.fun
      • Data.nfev
      • Data.success
      • Data.x
    • expand()
    • expand_list()
    • expand_loop()
    • expand_map()
    • expand_minmax()
    • expand_obj_func()
    • expand_prod()
    • expand_sum()
    • expand_sum_or_prod()
    • fix()
    • getConstraints()
    • getIndex()
    • getLabels()
    • getLimits()
    • importModel()
    • loadLibrary()
    • plot()
    • print_path_solution_status()
    • replace_all()
  • Module contents
• snowdrop.src.numeric.sa package
  • Submodules
  • snowdrop.src.numeric.sa.test_x13 module
    • test1()
    • test2()
  • snowdrop.src.numeric.sa.x13 module
    • x13()
  • Module contents
• snowdrop.src.numeric.solver package
  • Subpackages
    • snowdrop.src.numeric.solver.AIM package
      • Submodules
      • snowdrop.src.numeric.solver.AIM.AIMsolver module
      • snowdrop.src.numeric.solver.AIM.Aimerr module
      • snowdrop.src.numeric.solver.AIM.Amalg module
      • snowdrop.src.numeric.solver.AIM.Eigensystem module
      • snowdrop.src.numeric.solver.AIM.Obstruct module
      • snowdrop.src.numeric.solver.AIM.Shifts module
      • snowdrop.src.numeric.solver.AIM.buildA module
      • snowdrop.src.numeric.solver.AIM.checkA module
      • snowdrop.src.numeric.solver.AIM.copyW module
      • snowdrop.src.numeric.solver.AIM.makeF module
      • snowdrop.src.numeric.solver.AIM.makePhi module
      • snowdrop.src.numeric.solver.AIM.makeVartheta module
      • snowdrop.src.numeric.solver.AIM.reducedForm module
      • Module contents
  • Submodules
  • snowdrop.src.numeric.solver.ABLR module
    • ABLRsolver()
    • dense_Fstack()
    • parallel_sparse_Fstack()
    • sparse_Fstack()
  • snowdrop.src.numeric.solver.AndersonMoore module
    • solve_am()
  • snowdrop.src.numeric.solver.Benes module
  • snowdrop.src.numeric.solver.BinderPesaran module
    • getMatrices()
    • printResults()
    • solve_quadratic_determinantal_equation()
    • solve_quadratic_equation()
    • solve_recursive()
  • snowdrop.src.numeric.solver.LBJ module
    • LBJsolver()
    • dense_system_solver()
    • solver_with_tunes()
    • sparse_system_solver()
  • snowdrop.src.numeric.solver.Villemot module
    • solution()
    • solve_villemot()
  • snowdrop.src.numeric.solver.linear_solver module
    • find_steady_state()
    • simulate()
    • solve()
  • snowdrop.src.numeric.solver.nonlinear_solver module
    • TOLERANCE
    • find_steady_state()
    • first_order_solution()
    • get_steady_state()
    • homotopy_solver()
    • predict()
    • second_order_derivatives()
    • second_order_solution()
    • simulate()
  • snowdrop.src.numeric.solver.solver module
    • SerialDifferentiableFunction()
    • my_solve()
    • newton()
    • serial_solve()
    • test_serial_solve()
  • snowdrop.src.numeric.solver.solvers module
    • SerialDifferentiableFunction()
    • Sylvester_iterative_solver()
    • Sylvester_solver_schur()
    • Sylvester_solver_vec()
    • disclyap_fast()
    • lyapunov_solver()
    • lyapunov_symm()
    • newton()
    • serial_solve()
    • solve()
    • sylvester_solver()
    • test1()
    • test2()
    • test_serial_solve()
  • snowdrop.src.numeric.solver.tunes module
    • anticipated()
    • calcPrhs()
    • computeMatrices()
    • forecast_with_tunes()
    • getData()
    • getIndices()
    • hasImaginaryShocks()
    • hasImaginaryValues()
    • mixed()
    • non_linear_anticipated()
    • non_linear_mixed()
    • non_linear_not_anticipated()
    • not_anticipated()
    • stdcorr2cov()
  • snowdrop.src.numeric.solver.util module
    • UnionFind
      • UnionFind.find_set()
      • UnionFind.union_set()
    • arnoldi_iteration()
    • cartesian()
    • check()
    • checkBK()
    • checkSolution()
    • checkSteadyState()
    • clustered_sorter()
    • decompose()
    • find_eigen_values()
    • find_residuals()
    • find_starting_lag_values()
    • gauss_hermite_nodes()
    • getAllShocks()
    • getCombinedShocks()
    • getCovarianceMatricies()
    • getCovarianceMatrix()
    • getExogenousData()
    • getForwardLookingVariables()
    • getIndicesAndData()
    • getMatlabMatrices()
    • getMatrices()
    • getMatrix()
    • getOneVarEqsSolution()
    • getParameters()
    • getShocks()
    • getStableUnstableRowsColumns()
    • getStableUnstableVariables()
    • getStationaryVariables()
    • getTrend()
    • getTrendCofficients()
    • get_adjusted_shocks()
    • hermgauss()
    • is_pd()
    • nearest_pd()
    • orthogonalize_shocks()
    • qzdiv()
    • qzdiv2()
    • qzswitch()
    • qzswitch2()
    • sorter()
    • test_hermite()
  • Module contents

Module contents