Merge pull request #953 from sbenthall/i907-PEP8

PEP8 for names

Documentation/CHANGELOG.md

@@ -14,6 +14,7 @@ Release Data: TBD
 
 #### Major Changes
 
+* Converts non-mathematical code to PEP8 compliant form [#953](https://github.com/econ-ark/HARK/pull/953)
 * Adds a constructor for LogNormal distributions from mean and standard deviation [#891](https://github.com/econ-ark/HARK/pull/891/)
 * Uses new LogNormal constructor in ConsPortfolioModel [#891](https://github.com/econ-ark/HARK/pull/891/)
 * calcExpectations method for taking the expectation of a distribution over a function [#884](https://github.com/econ-ark/HARK/pull/884/] (#897)[https://github.com/econ-ark/HARK/pull/897/)

Documentation/ConsumptionSavingModels.tex

@@ -236,7 +236,7 @@ \subsection{Idiosyncratic and Aggregate Shocks to Income}
 
 The objects $\textbf{R}(\cdot)$ and $\textbf{W}(\cdot)$, are functions of the (effective) capital-to-labor ratio that yield the (net) interest factor and wage rate respectively.  As noted above, these are determined by the aggregate production function and the degree of capital depreciation.  The $\texttt{k}(\cdot)$ function represents the agent's beliefs about the evolution of the capital-to-labor ratio $k_t$.  As with idiosyncratic shocks, there is an aggregate shock process $(F_{\Theta},F_{\Psi})$.
 
-The one period problem of this model is solved by the function \texttt{solveConsAggShock}, the default value of \texttt{solveOnePeriod} for \texttt{AggShockConsumerType}.  The attributes required to specify an instance of this class are listed in the concordance below.
+The one period problem of this model is solved by the function \texttt{solveConsAggShock}, the default value of \texttt{solve_one_period} for \texttt{AggShockConsumerType}.  The attributes required to specify an instance of this class are listed in the concordance below.
 
 \begin{table}[h!]
 \centering
@@ -305,9 +305,9 @@ \subsection{Cobb-Douglas Economy}
 
 After a well-formed \texttt{CobbDouglasEconomy} has been created, its \texttt{agents} attribute can be populated with one or more instances of \texttt{AggShockConsumerType} (who have taken ``macro'' level information from the \texttt{CobbDouglasEconomy}).  A history of aggregate shocks can be created by invoking the \texttt{makeAggShkHist} method.  If each element of \texttt{AggShockConsumerType} has run its \texttt{makeIncShkHist} method to create a history of idiosyncratic income shocks (for many agents in each type), then the \texttt{CobbDouglasEconomy} can invoke its \texttt{solve} method.  This will search for a general equilibrium of the model, defined as a ``dynamic rule'' for the capital ratio $\textbf{k}(k_t)$ that is \textit{consistent}: when agents believe this $\textbf{k}(k_t)$ in their microeconomic problem, and the model is simulated for many periods, the resulting history of the capital ratio is consistent with that same dynamic rule.
 
-In the \texttt{Market} framework, the \texttt{millRule} for \texttt{CobbDouglasEconomy} gathers each agent's end-of-period normalized assets $a_t$ and permanent income $p_t$.  It aggregates wealth across all consumers into total capital, which it transforms into the capital-to-labor ratio.  It then uses the next aggregate shock values to calculate $\Rfree_t$ and $W_t$, which are distributed back to the consumers along with the aggregate shocks and new capital ratio, so that they can simulated another period.
+In the \texttt{Market} framework, the \texttt{mill_rule} for \texttt{CobbDouglasEconomy} gathers each agent's end-of-period normalized assets $a_t$ and permanent income $p_t$.  It aggregates wealth across all consumers into total capital, which it transforms into the capital-to-labor ratio.  It then uses the next aggregate shock values to calculate $\Rfree_t$ and $W_t$, which are distributed back to the consumers along with the aggregate shocks and new capital ratio, so that they can simulated another period.
 
-After generating a history of several thousand periods, the \texttt{CobbDouglasEconomy} can calculate a new dynamic rule for the capital ratio with its \texttt{calcDynamics} method.  The dynamics calculator simply throws out the first 200 periods of the history and runs a one-period-lag autoregression on the log capital ratio.  This generates a new function for \texttt{kNextFunc}, which is distributed to the consumer types in \texttt{agents} to re-solve their micro models.  This process continues until successive \texttt{kNextFunc}s are sufficiently close to consider the process converged (as determined by the \texttt{tolerance} attribute).
+After generating a history of several thousand periods, the \texttt{CobbDouglasEconomy} can calculate a new dynamic rule for the capital ratio with its \texttt{calc_dynamics} method.  The dynamics calculator simply throws out the first 200 periods of the history and runs a one-period-lag autoregression on the log capital ratio.  This generates a new function for \texttt{kNextFunc}, which is distributed to the consumer types in \texttt{agents} to re-solve their micro models.  This process continues until successive \texttt{kNextFunc}s are sufficiently close to consider the process converged (as determined by the \texttt{tolerance} attribute).
 
 
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