Update from original (#1)

[daniel-schaefer]

• Added basic inequality mesasures: lorenz curve and gini

Tests added, passed nosetests

• Add jitted newton methods for root finding

Based on Scipy's newton methods, we add two variants of newton root
finding - Newton Raphson and secant method. All methods are jitted
through Numba with nopython mode. Relevant information (apart from the
root) is also returned in the result as python namedtuple since Numba
supports it.

• Add test cases for newton methods

• Add newton halley method and modify returning

The third and last newton method for root finding is now added with its
test cases. Each newton method is modified to include only a single
return statement.

• EHN: Add qhull_options to game_theory.vertex_enumeration

• Add bisection and brent's method for root finding

I added two jitted robust root finding methods: Bisection and Brentq
which are based on Scipy's version which is written in C. They both
follow the previous jitted root finding procedures by returning a
namedtuple with relevant information.

I also added a basic test for each method.

• Fix import to list items

• Add default args in docstring and Format code

I have included optional default arguments in the docstring of all
functions.

All trailing whitespaces are now fixed conforming to PEP8. The check is
done via pycodestyle and http://pep8online.com/.

• initial commit of dle code from Sebastian Graves

• adjustments for package

• update to new rtd requirements spec

• add reference to environment spec

• test use of pip requirements file instead of conda

• remove old yml config for rtd-environment, consolidate on pip-requirements for now

• DOC: Add doc entry for root_finding

• increment version to 0.4.0

• updating auto-generated CHANGELOG

• add v0.4.0 summary to README

• fix badge link for RTD

• update code with docstrings

• remove pylab imports

• move from pylab Matrix to np.matrix

• update to use nullspace from quantecon

• correct algebra for use of quantecon nullspace method

• Add LGTM.com code quality badges

• add test for transformation of problem to LQ type problem using known solutions verified by matlab programs

• reduce line lengths in docstrings

• revert use of quantecon nullspace as representations are not exactly the same ... need to investigate

• migrate to using quantecon nullspace method

• fix test for steadystate

• add atol for comparing small values

• add test for canonical

• add dle to documentation

• DOC: Fix the doc of root_finding.py to display nicely

• Release of version 0.4.1

• Add AS algorithm.

• FIX: Force tuple elements to have the same dtype

Fix #434

• Remove from future import ...

• Add method option in robustlq.py

• Modify variable names.

• Modify intersection and find_C.

• Incorporate with RepeatedGame class.

• Compare vertex values in the test.

• Changed gini from class to function to simplify the use of numba

• fix docstring of x_hat in Kalman class

• Add docstrings.

• Fix issue#367

• revise 'Fix issue#367'

• Revise 'Fix kalman.py: Add method option #367' again

• Revise 'Fix issue#367' again

• Change docs to reflect changes from object to function

• fix brent_max docstring

• FEAT: Add Nelder-Mead algorithm

• Jitting is commented out for generating coverage report

• Uncomment @njit

• FIX: Disallow 0 actions

• FIX: is_dominated: Return False if num_actions == 1

• Add Player.delete_action

• Add NormalFormGame.delete_action

• FIX: solve the bug of cached keyword u.

• Minor fixes

• Modify docstrings.

• FIX: change keyword 'u' to 'u_init' in test.

• FIX: minor modifications.

• Use equilibrium_payoffs interface.

• FIX: minor modification of docstrings.

• Minor modifications of docstrings.

• Modification of _best_dev_gains.

• Release version 0.4.2

• update CHANGELOG for 0.4.2 release

• FIX: test method keyword of RepeatedGame.equilibrium_payoffs().

• Add Shorrock inequality index

• add mobility to description

• add docs

• Travis: Add macOS to the build matrix

• Travis: Add miniconda cache

• TestTicTacToc: Skip test_loop and test_timer for darwin

• Add error for invalid inputs

• Fix warning in test_pure_nash

• README: Update coveralls badge to use svg

• update documentation

• update RST in nelder mead docstring

• tests/util: Remove old merge resolution

• fix docstring in inequality

• update to use inline math

• fix typo

• restore to initial displaymath

• Travis: Move dependency installs with wheels available to pip

• Travis: Remove miniconda cache

• Travis: Move statsmodels to pip

• Travis: Move pytables to pip since it requires numpy

• discrete_rv: Remove unused import

• Isolate rtd-specific requirements to doc-requirements.txt

• fix inequality docs

• add raw flag

• quad: Import sympy only when necessary

• util.notebooks: Import requests only when necessary

• pip-requirements: Remove unused statsmodels import

• Travis: Disable performance tests

They should be run only from time to time, e.g. between releases, or
when the commit specifically states the perf modification of the
relevant code.

• random.utilities: Cache guvectorize

• quantecon.arma: Import scipy.signal functions only when necessary

• fix for lorenz documentation

• add matplotlib import

• remove matplotlib

• Release for version 0.4.3

• Update generated CHANGELOG for 0.4.3

• quantecon/tests: Fix F401 unused imports

• quantecon/util: Fix F401 unused imports

• quantecon/markov: Fix F401 unused imports

• quantecon.arma: Fix F401 unused imports

• quantecon/optimize: Fix F401 unused imports

• quantecon/game_theory: Fix F401 unused imports

• Disable flake8 on init.py files

• Travis: Do F401 check before running the tests

• TEST: Fix the names of tests for brent_max

• DOC: Update example for nelder_mead

• Apply autopep8 -ir --select E501 quantecon/util

• Fix all E231 errors

• Travis: Add E231 check

• Apply autopep8 -ir --select E501 quantecon

• Fix all F405 error and check on Travis

• Fix some of F841 errors

• lss: Fix formatting of a ValueError

• add matplotlib to environment

• specify matplotlib lts release

• fix syntax

• Delete the unnecessary assignment in quantecon/estepec.py

• Delete the unnecessary assignment in quantecon/compute_fp.py

• Delete the unnecessary assignment in quantecon/repeated_game.py

• FIX: Raise correct error when A is not square in LinearStateSpace

• Add random_pure_actions and random_mixed_actions and related tests.

• Fix sample_without_replacement using guvectorize

• FIX: Import scipy.sparse.linalg

Fix #481

• Add drift term keyword to markov.tauchen.

• Release of version 0.4.4

• FIX: DOC: Remove matplotlib.sphinxext.only_directives

• FIX: DOC: Fix Examples section in brent_max

• TRAVIS: Set coverage branch.

• increase tol in rouwenhorst test.

• Add LQMarkov.

• update version number

• update major changes in README

• add newline for PEP8

• Release of version 0.4.5

• update travis to python=3.7

• update distribution to xenial

• FIX: bug of computing state values in the last period of LQMarkov model

• FIX: avoid solving stationary values for multiple times

• FIX: random.draw: Replace random_sample with random

Fix #502

• FIX: Player.is_dominated: Fix warnings

Fix #501

• EHN: Player.is_dominated: Add 'revised simplex' method

For SciPy >= 1.3.0

• FIX: Fix RuntimeWarning in lq_control.py

• FIX: Fix RuntimeWarning in ivp.py

• FIX: Fix Pandas related FutureWarnings in test_quad.py.

• Raise value error if C != 0 and beta >= 1.

• Tweak assignment of beta in test_robustlq.py to prevent test failiures.

• Fix PEP8 Indent Error.

• Edit assignment of beta in test_robustlq.py.

[pep8speaks]

Hello @daniel-schaefer! Thanks for opening this PR. We checked the lines you've touched for PEP 8 issues, and found:

• In the file quantecon/__init__.py:

Line 9:1: W191 indentation contains tabs
Line 10:1: W191 indentation contains tabs
Line 10:80: E501 line too long (124 > 79 characters)
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• In the file quantecon/dle.py:

Line 2:74: W291 trailing whitespace
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• In the file quantecon/game_theory/tests/test_repeated_game.py:

Line 33:34: E203 whitespace before ','
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• In the file quantecon/inequality.py:

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• In the file quantecon/lqcontrol.py:

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• In the file quantecon/markov/tests/test_approximation.py:

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• In the file quantecon/matrix_eqn.py:

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• In the file quantecon/optimize/tests/test_root_finding.py:

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• In the file quantecon/robustlq.py:

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• In the file quantecon/tests/test_dle.py:

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• In the file quantecon/tests/test_filter.py:

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• In the file quantecon/tests/test_gridtools.py:

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• In the file quantecon/tests/test_inequality.py:

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• In the file quantecon/tests/test_kalman.py:

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• In the file quantecon/util/common_messages.py:

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• In the file quantecon/util/notebooks.py:

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• In the file quantecon/util/tests/test_notebooks.py:

Line 35:77: E262 inline comment should start with '# '
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[mmcky]

hey @daniel-schaefer thanks for this PR! There are some great changes in here.

Given the large number of proposed changes it will take some time to review it. Usually it is best to break changes into smaller chunks that address a single issue -- and setup multiple PRs. That way review for some items doesn't hold up others and we can merge the easy ones straight away.

I will update a CONTRIBUTE.md file to document this.

It's late here -- so I will take a closer look tomorrow.

[mmcky]

@daniel-schaefer would you be able to fetch the latest upstream/master for your fork? That should fix the merge conflicts.

[jstac]

Wow @daniel-schaefer , this is huge! Thank you!!

I noticed you are in Linz. It looks beautiful. And your research on wage inequality looks interesting.

With these kinds of contributions, the best method is to open a whole lot of PRs, one for each separate topic. This is partly because a big contribution is hard to review in a timely way --- in which case merge conflicts and other issues will arise --- and partly because it's small changes requested in some parts will delay merging good code.

I hate to ask this of you, given all this great work, but I also want to conform to best practice and make sure we do the best work possible, so might you be willing to close this PR and then start to open small PRs, usually involving only one topic / one or two files, so we can merge progressively?

With each PR, it's really helpful if you can provide a bit of background in the discussion on the PR.

[daniel-schaefer]

Hello @jstac thanks, Linz is really beautiful. Hopefully you can come and visit some day once the travel restrictions are lifted.

Sure, I'll close the PR - should have put more thought into it.

Best wishes,
Daniel

[jstac]

Thanks @daniel-schaefer , I'll definitely be looking forward to seeing your new PRs.

[mmcky]

thanks @daniel-schaefer -- looking forward to the new PRs also. There are some great changes in there.

[mmcky]

@daniel-schaefer would love some of these changes brought in via PR if you have time to set them up (based on features, improvements etc.). Let me know if I can assist with this in any way. There were some great improvements in that change set.