Code

Generic monte carlo simulation#1296

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sbenthall merged 30 commits intoecon-ark:masterecon-ark/HARK:masterfrom sbenthall:i1295sbenthall/HARK:i1295Copy head branch name to clipboardNov 29, 2023

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Commits

Commits on Jun 30, 2023

• basic implementation of generic sim_one_period. see econ-ark#1295

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Commits on Jul 20, 2023

• draw_shocks and docs

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• automated test for draw_shock

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Commits on Jul 21, 2023

• AgentTypeMonteCarloSimulator class draft

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Commits on Jul 24, 2023

• generic draw_shocks distinguishes between time-varying, non-time varying, and Aggregate shocks.

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• Working test for AgentTypeMonteCarloSimulator.

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• var value updates working for Python 3.8 now

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Commits on Jul 26, 2023

• tighter make_shock_history, with test

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• fixing handling of saved newborn inits

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• removing warning for very unlikely scenario (T_sim set by default)

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Commits on Jul 27, 2023

• remove sim_death from MonteCarloSimulator, just use 'live' state

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Commits on Aug 10, 2023

• use age-varying parameters in MonteCarloSimulator

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Commits on Aug 28, 2023

• age-varying decision rules in generic monte carlo

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Commits on Oct 9, 2023

• Merge branch 'master' into i1295

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• updating CHANGELOG

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• use HARK.model classes in HARK.simulate functions

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• adjust PF python model so you only need to initialize p, not y

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• when creating new data arrays for variables NOW in generic monte carlo, set to nan to avoid confusion

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• adding example notebook for comparing HARK PF and Generic Monte Carlo

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Commits on Oct 11, 2023

• adding python model configuration for normalized perfect foresight; generic monte carlo example shows exact match

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Commits on Oct 17, 2023

• put loading initial values to newborns with read_shocks into sim_birth

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Commits on Nov 13, 2023

• track 'who_dies' to t-1 spot in history for HARK 0.13 core; generic monte carlo now matches exact

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• Merge branch 'master' into i1295

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• black

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• Update core.py -- fixing bad merge

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• pre-commit fixes

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• ruff format the example notebook

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Commits on Nov 27, 2023

• improving documentation for Generic Monte Carlo

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• Merge branch 'master' into i1295

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• adding model.rst file to docs

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