QuantEcon / QuantEcon/ContinuousDPs.jl
Fail to obtain True solution.
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 17
- Forks
- 11
- PR merge metrics
- No merged PRs in 30d
Description
I'm testing this package by computing optimal growth model with productivity shocks.
However, the result by using ContinuousDPs.jl is different from true solution, if I correctly use this package.
Model settings and my implimentation is here. In this example, I use PFI but VFI also fails to obtain true solution.
This package may have some bugs in solve method.
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the linked OGM_ContinuousDPs.ipynb example and review how ContinuousDPs.jl's solve method is used for the productivity-shock growth model. Compare both PFI and VFI results with the stated true solution; done means the discrepancy is reproduced and the responsible behavior is identified.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100