QuantEcon / QuantEcon/Expectations.jl

Update Readme

Open
#54 1 comment 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Julia
Stars
61
Forks
15
PR merge metrics
No merged PRs in 30d

Description

Add using Expectations etc.
General syntax: expectation(x->f(x), Distribution(θ))

using Expectations, Distributions;
E=expectation;
const μ=0.0; const σ=1.0;
E(x->x, Normal(μ,σ))
E(x->exp(x), Normal(μ,σ))
exp(μ+ (σ^2)/2.)
E(x->x^2, Normal(μ,σ))
E(x->x^2+exp(x), Normal(μ,σ))
#
D = [Uniform(), Normal(), Gamma()];
d = MixtureModel(D);
E.(x->x, D)
E(x->x, d)     #expectation of a mixture
( E(x->x,D[1]) + E(x->x,D[2]) + E(x->x,D[3]) )/3
#
E(x->x^2, d) #expectation of a transformation of a mixture

# truncated dist
d=truncated(LogNormal(μ,σ),0.0,5.4)
E(x->x, d)
E(x->x^2, d)
# truncated mixture
d=truncated(MixtureModel(D),0.0,5.4)
E(x->x, d)
E(x->x^2, d)

If you can agree, I can submit PR.

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the repository README and review its existing usage examples and syntax. Add the using Expectations setup, expectation syntax, and the Julia distribution examples shown in the issue; done means the README clearly documents these examples.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
documentation
Issue type
Documentation
Difficulty
2/5
Estimated time
1-3 hours
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.