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Support for reducible Markov chains #20

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wants to merge 5 commits into from
Closed

Support for reducible Markov chains #20

wants to merge 5 commits into from

Commits on Nov 19, 2014

  1. Support for reducible Markov chains 

    This commit makes a number of changes including adding support for
calculating stationary distributions on reducible Markov chains inline
with QuantEcon/QuantEcon.py#79

*Use Graphs.jl to determine the irreducible subsets of a reducible
Markov Chain
*Changed DMarkov to MarkovChain in line with mc_tools.py
*Move to Distributions.jl for sampling
*Removed support for ``Matrix`` types: this is not really necessary,
but I think we should either pick matrices or MarkovChain types rather
than maintaining support for both.
    @ZacCranko
    ZacCranko committed Nov 19, 2014
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  2. rename with new constructor, remove deprecated tests

    @ZacCranko
    ZacCranko committed Nov 19, 2014
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Commits on Nov 21, 2014

  1. Update unit tests with a reducible mc chain

    @ZacCranko
    ZacCranko committed Nov 21, 2014
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  2. Import a couple extra things and using Grahs

    @ZacCranko
    ZacCranko committed Nov 21, 2014
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  3. Now preallocating with mc_sample_path

    @ZacCranko
    ZacCranko committed Nov 21, 2014
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