Merge pull request #316 from iworld1991/BayerLuetticke

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econ-ark · Jun 17, 2019 · a19f6bc · a19f6bc
2 parents 1604072 + fb10d97
commit a19f6bc
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diff --git a/HARK/BayerLuetticke/DCT-Copula-Illustration.ipynb b/HARK/BayerLuetticke/DCT-Copula-Illustration.ipynb
diff --git a/HARK/BayerLuetticke/TwoAsset.ipynb b/HARK/BayerLuetticke/TwoAsset.ipynb
@@ -214,7 +214,9 @@
     "os.chdir(code_dir) # Go to the directory with pickled code\n",
     "\n",
     "## EX3SS_20.p is the information in the stationary equilibrium (20: the number of illiquid and liquid weath grids )\n",
-    "EX3SS=pickle.load(open(\"EX3SS_20.p\", \"rb\"))"
+    "EX3SS=pickle.load(open(\"EX3SS_20.p\", \"rb\"))\n",
+    "\n",
+    "## WangTao: Find the code that generates this"
    ]
   },
   {
@@ -345,9 +347,7 @@
    "cell_type": "code",
    "execution_count": null,
    "metadata": {
-    "code_folding": [
-     0
-    ],
+    "code_folding": [],
     "lines_to_end_of_cell_marker": 0,
     "lines_to_next_cell": 1
    },
@@ -390,7 +390,7 @@
     "        # c = invmarg(marg(c)), so first bit gets consumption policy function\n",
     "        Yss=np.asmatrix(np.concatenate((invmutil(self.mutil_c.copy().flatten(order = 'F')),\\\n",
     "                                        invmutil(self.Vk.copy().flatten(order = 'F')),\n",
-    "                      [np.log(self.par['Q'])], # Question: Price of the illiquid asset, right?\n",
+    "                      [np.log(self.par['Q'])], # Price of the illiquid asset\n",
     "                                        [ np.log(self.par['PI'])], # Inflation\n",
     "                                        [ np.log(self.Output)],    \n",
     "                      [np.log(self.par['G'])], # Gov spending\n",
@@ -409,7 +409,7 @@
     "        #   nh = number of gridpoints for human capital (pty)\n",
     "        Gamma_state = np.zeros( # Create zero matrix of size [nm + nk + nh,nm + nk + nh - 4]\n",
     "            (self.mpar['nm']+self.mpar['nk']+self.mpar['nh'],\n",
-    "             self.mpar['nm']+self.mpar['nk']+self.mpar['nh'] - 4)) # Question: Why 4?\n",
+    "             self.mpar['nm']+self.mpar['nk']+self.mpar['nh'] - 4)) # Question: Why 4?  WangTao: Find SC's answer\n",
     "\n",
     "        # Impose adding-up conditions: \n",
     "        # In each of the block matrices, probabilities must add to 1\n",
@@ -420,6 +420,7 @@
     "            Gamma_state[j,j]=Gamma_state[j,j] - np.sum(Gamma_state[0:self.mpar['nm'],j])\n",
     "        bb = self.mpar['nm'] # Question: bb='bottom base'? because bb shorter to type than self.mpar['nm'] everywhere\n",
     "\n",
+    "        # WangTao: Replace magic numbers or obscure variables with more self-explanatory names\n",
     "        for j in range(self.mpar['nk']-1):\n",
     "            Gamma_state[bb+np.arange(0,self.mpar['nk'],1), bb+j-1] = -np.squeeze(Xss[bb+np.arange(0,self.mpar['nk'],1)])\n",
     "            Gamma_state[bb+j,bb-1+j] = 1. - Xss[bb+j] \n",
@@ -489,9 +490,9 @@
     "        while linalg.norm(XX[ind[:i]].copy())/linalg.norm(XX) < level:\n",
     "              i += 1    \n",
     "        \n",
-    "        needed = i # Question:Isn't this counting the ones that are NOT needed?\n",
+    "        needed = i # The points that are kept\n",
     "        \n",
-    "        index_reduced = np.sort(ind[:i]) # Retrieve the good \n",
+    "        index_reduced = np.sort(ind[:i]) # Retrieve the good ones\n",
     "        \n",
     "        return index_reduced"
    ]
@@ -2275,7 +2276,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.6.7"
+   "version": "3.7.3"
   },
   "latex_envs": {
    "LaTeX_envs_menu_present": true,

diff --git a/HARK/BayerLuetticke/TwoAsset.py b/HARK/BayerLuetticke/TwoAsset.py
@@ -179,6 +179,8 @@ def in_ipynb():
 ## EX3SS_20.p is the information in the stationary equilibrium (20: the number of illiquid and liquid weath grids )
 EX3SS=pickle.load(open("EX3SS_20.p", "rb"))
 
+## WangTao: Find the code that generates this
+
 
 # -
 
@@ -277,7 +279,7 @@ def in_ipynb():
 #       \end{array}\right.
 #    \end{equation}
 
-# + {"code_folding": [0]}
+# + {"code_folding": []}
 ## State reduction and Discrete cosine transformation
 
 class StateReduc_Dct:
@@ -315,7 +317,7 @@ def StateReduc(self):
         # c = invmarg(marg(c)), so first bit gets consumption policy function
         Yss=np.asmatrix(np.concatenate((invmutil(self.mutil_c.copy().flatten(order = 'F')),\
                                         invmutil(self.Vk.copy().flatten(order = 'F')),
-                      [np.log(self.par['Q'])], # Question: Price of the illiquid asset, right?
+                      [np.log(self.par['Q'])], # Price of the illiquid asset
                                         [ np.log(self.par['PI'])], # Inflation
                                         [ np.log(self.Output)],    
                       [np.log(self.par['G'])], # Gov spending
@@ -334,7 +336,7 @@ def StateReduc(self):
         #   nh = number of gridpoints for human capital (pty)
         Gamma_state = np.zeros( # Create zero matrix of size [nm + nk + nh,nm + nk + nh - 4]
             (self.mpar['nm']+self.mpar['nk']+self.mpar['nh'],
-             self.mpar['nm']+self.mpar['nk']+self.mpar['nh'] - 4)) # Question: Why 4?
+             self.mpar['nm']+self.mpar['nk']+self.mpar['nh'] - 4)) # Question: Why 4?  WangTao: Find SC's answer
 
         # Impose adding-up conditions: 
         # In each of the block matrices, probabilities must add to 1
@@ -345,6 +347,7 @@ def StateReduc(self):
             Gamma_state[j,j]=Gamma_state[j,j] - np.sum(Gamma_state[0:self.mpar['nm'],j])
         bb = self.mpar['nm'] # Question: bb='bottom base'? because bb shorter to type than self.mpar['nm'] everywhere
 
+        # WangTao: Replace magic numbers or obscure variables with more self-explanatory names
         for j in range(self.mpar['nk']-1):
             Gamma_state[bb+np.arange(0,self.mpar['nk'],1), bb+j-1] = -np.squeeze(Xss[bb+np.arange(0,self.mpar['nk'],1)])
             Gamma_state[bb+j,bb-1+j] = 1. - Xss[bb+j] 
@@ -414,9 +417,9 @@ def do_dct(self, obj, mpar, level):
         while linalg.norm(XX[ind[:i]].copy())/linalg.norm(XX) < level:
               i += 1    
 
-        needed = i # Question:Isn't this counting the ones that are NOT needed?
+        needed = i # The points that are kept
 
-        index_reduced = np.sort(ind[:i]) # Retrieve the good 
+        index_reduced = np.sort(ind[:i]) # Retrieve the good ones
 
         return index_reduced
 # -