You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
In ConsPortfolioModel (and possibly elsewhere), there are places where there is duplicate code computing a Log Normal mu and sigma from a given average and variance.
Rather than doing this twice in the model code, it would be better to have an alternative constructor for the lognormal distribution that took these values directly.
The text was updated successfully, but these errors were encountered:
See #519 and #611
In ConsPortfolioModel (and possibly elsewhere), there are places where there is duplicate code computing a Log Normal
mu
andsigma
from a given average and variance.https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsPortfolioModel.py#L243-L261
Rather than doing this twice in the model code, it would be better to have an alternative constructor for the lognormal distribution that took these values directly.
The text was updated successfully, but these errors were encountered: