QuantEcon / QuantEcon/Expectations.jl
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- Dominant language
- Julia
- Stars
- 61
- Forks
- 15
- PR merge metrics
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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
- 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 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