Update markov_approx.jl #139
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Tests fail in Julia 0.6 due to change in function of operator ".+="; so this proposal creates a new variable for the mean-variance standardized linspace vector and passes that on to the MarkovChain function.
Current coverage is 93.36% (diff: 100%)@@ master #139 diff @@
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| @@ -73,13 +73,13 @@ function tauchen(N::Integer, ρ::Real, σ::Real, μ::Real=0.0, n_std::Integer=3) | |||
| # the cdf with a function that allows the distribution of input | |||
| # arguments to be [μ/(1 - ρ), 1] instead of [0, 1] | |||
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| y .+= μ / (1 - ρ) # center process around its mean (wbar / (1 - rho)) | |||
| yy = zeros(size(y)) .+ (μ / (1 - ρ)) # center process around its mean (wbar / (1 - rho)) in new variable | |||
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Shouldn't this just be yy = y .+ μ / (1 + ρ)?
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Yeah that makes more sense to me too.
@colbec would you be willing to make this change? Thanks
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@spencerlyon2 Of course, thanks for the correction. I have changed my commit; I'm a bit of a beginner here with this process so please let me know if I have missed some part of the chain of events.
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Thank you for contributing @colbec. The PR is great! |
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Tests fail in Julia 0.6 due to change in function of operator ".+="; so this proposal creates a new variable for the mean-variance standardized linspace vector and passes that on to the MarkovChain function.
Ref: #132