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Changelog

Ver 0.6.0 (18-December-2022)

This is the next major release of the quantecon package as it includes some breaking changes as listed below. It also includes a number of new features and enhancements including learning algorithms in the game theory module, MLE estimation for Markov Chains, in addition to some useful helper functions.

PR #601: Updates to public and private API includes some deprecations which will issue warnings and a helpful suggestion on how to update any effected imports from the quantecon package.

Breaking

  1. MAINT: Unify tauchen and rouwenhorst API (Smit-create)

New

  1. ENH: Add MLE Estimation for Markov Chains (jstac)
  2. ENH: Implement cartesian_nearest_index (oyamad)
  3. ENH: check_random_state: Accept np.random.Generator (oyamad)
  4. ENH: Add learning algorithms to Game Theory module (Yuya-Furusawa

Fixes

  1. FIX: Fix dtype in cartesian (oyamad)
  2. FIX: Bugfix in brd.py (oyamad)
  3. MAINT: player.is_dominated: Allow recent methods for scipy.optimize.linprog (oyamad)
  4. MAINT: Distinguish between private and public namespaces (Smit-create).
  5. MAINT: Clairfy hamilton_filter API (rht)

Thank you to (oyamad), (jstac), (Smit-create), and (rht) for all your contributions, PR reviews, and comments.

Ver 0.5.3 (07-April-2022)

This is primarily a maintenance release to fix a number of deprecation notices, migrating the tests to use pytest rather than nose, and python packaging is moving to flit

Enhancement:

  1. ENH: Vectorize ECDF's call method (Smit-create)

Thanks Smit-create as a first time contributor to the project, and oyamad for your assistance with this release.

Ver 0.5.2 (16-November-2021)

This is a bug fix release

Maintain:

  1. FIX: markov: Respect dtype of P in cdfs ([oyamad], thanks @btanner for reporting issue)
  2. LGTM code quality suggestions (nshea3)

Ver 0.5.1 (27-June-2021)

New:

  1. ENH: Add Numba-jitted linprog solver ([oyamad])
  2. EHN: Add minmax solver ([oyamad])
  3. ENH: Add LP solution method to DiscreteDP ([oyamad])

Maintain:

  1. MAINT: Use multivariate_normal via random_state ([oyamad])
  2. FIX: minmax: Fix redundancy ([oyamad])
  3. DOCS: Fix typos in Docs ([timgates42])

Ver 0.5.0 (19-April-2021)

Breaking Changes:

  1. ENH: Extend LinearStateSpace class #569 (shizejin)

Other Changes:

  • FIX: [kalman] Always initialize self.Sigma and self.x_hat #562 (rht)
  • TST: Setup Tests via Github Actions #561 (rht)
  • ENH: Update root_finding.py #560 (alanlujan91)

Special thanks for contributions by rht, shizejin, alanlujan91, and oyamad

Ver 0.4.8 (02-July-2020)

Special thanks for contributions by bktaha, duncanhobbs, and shlff.

Ver 0.4.7 (24-Apr-2020)

  1. FIX: Updates for Numba 0.49.0 #531 (oyamad)
  2. FIX: a link on README #529 (oyamad)
  3. UPD: Remove unused variable #526 (MKobayashi23m)
  4. UPD: bimatrix_generators: Define \_\_all\_\_ #525 (oyamad)
  5. UPD: remove old test commands from Makefile #524 (mmcky)

Ver 0.4.6 (09-December-2019)

  1. FEAT: Adds a rank size plot to inequality #518 (jstac)
  2. UPD: General cleanup of Package #515 (mmcky)
  3. [FIX] Fix Future Warnings in ivp.py and test_quad.py and RuntimeError in lq_control.py. #509 (duncanhobbs)
  4. FIX: Player.is_dominated: Fix warnings #504 (oyamad)
  5. FIX: random.draw: Replace random\_sample with random #503 (oyamad)
  6. FIX: two minor modifications in lqcontrol #498 (shizejin)
  7. UPD: Update travis to use python=3.7 #494 (mmcky)

Ver 0.4.5 (08-July-2019)

  1. ENH: Add LQMarkov. #489 (shizejin)
  2. FIX: Increase tol in rouwenhorst test. #492 (shizejin) to fix #491
  3. TRAVIS: Set coverage branch as linux. #490 (shizejin)
  4. FIX: DOC: Remove matplotlib.sphinxext.only\_directives #488 (oyamad)

Ver 0.4.4 (24-May-2019)

  1. FEAT: Add drift term keyword to markov.tauchen. #484 (shizejin)
  2. FIX: Import scipy.sparse.linalg #482 (oyamad)
  3. FIX: sample\_without\_replacement using guvectorize #479 (oyamad)
  4. FEAT: Add random\_pure\_actions and random\_mixed\_actions #477 (okuchap)
  5. FIX: Raise correct error when A is not square in LinearStateSpace #475 (QBatista)
  6. FIX: alerts by lgtm #474 (okuchap)
  7. Fix flake8 errors #470 (rht)
  8. TEST: Fix the names of tests for brent\_max #469 (QBatista)
  9. DOC: Update example for nelder\_mead #468 (QBatista)
  10. FIX: all F401 unused imports #467 (rht)

Ver 0.4.3 (17-December-2018)

  1. INFRA: Isolate rtd-specific requirements to doc-requirements.txt #464 (rht)
  2. DOCS: fix for lorenz documentation #462 (natashawatkins)
  3. INFRA: Disable performance tests #461 (rht)
  4. ENH: quad: Import sympy only when necessary #459 (rht)
  5. INFRA: Travis: Move dependency installs with wheels available to pip #458 (rht)
  6. DOCS: Update Documentation #454 (mmcky)
  7. README: Update coveralls badge to use svg #453 (rht)
  8. FIX: Fix warning in test_pure_nash #451 (oyamad)
  9. ENH: Add errors for invalid inputs for brent\_max #450 (QBatista)
  10. INFRA: Travis: Add macOS to the build matrix #448 (rht)
  11. FEAT: Add Shorrocks mobility index #447 (natashawatkins)
  12. FIX: test method keyword of RepeatedGame.equilibrium\_payoffs\(\). #446 (shizejin)

Ver 0.4.2 (26-November-2018)

  1. FEAT: Add AS algorithm. #433 (shizejin)
  2. FEAT: Add method option in robustlq.py #437 (hinayuki64)
  3. FEAT: Add Player.delete_action, NormalFormGame.delete_action #444 (oyamad)
  4. FEAT: Add the Nelder-Mead algorithm #441 (QBatista)
  5. FEAT: Added basic inequality mesasures: lorenz curve and gini #414 (cdagnino)
  6. MAINT: Remove from future import ... #436 (hinayuki64)
  7. FIX: Force tuple elements to have the same dtype #435 (oyamad)
  8. DOC: fix brent_max docstring #440 (natashawatkins)
  9. FIX: Disallow Player with 0 actions #443 (oyamad)

Ver 0.4.1 (17-September-2018)

  1. FEAT: add solver for dynamic linear economies as LQ problem #426 (mmcky)
  2. DOC: Fix the doc of root\_finding.py to display nicely #431 (QBatista)

Ver 0.4.0 (20-August-2018)

  1. FEAT: Add bisection and brent's method for root finding. See PR #424 (spvdchachan)
  2. FEAT: Add qhull\_options to game\_theory.vertex\_enumeration. See PR #421 (oyamad)
  3. FEAT: Root finding. See PR #417 (chrishyland)
  4. FEAT: Add 'interior-point' option to is\_dominated; add dominated\_actions. See PR #415 (oyamad)
  5. FEAT: Add hamilton filter. See PR #405 (Shunsuke-Hori)
  6. FEAT: Add sample game generators from bimatrix-generators. See PR #392 (oyamad)
  7. MAINT: update to new rtd requirements spec. See PR #427 (mmcky)
  8. MAINT: Add requests to setup.py. See PR #420 (oyamad)
  9. MAINT: Add mock to the dependencies list. See PR #418 (oyamad)
  10. TEST: Fix test_discrete_rv. See PR #412 (oyamad)
  11. MAINT: add minimum version number for numba support. See PR #409 (mmcky)
  12. MAINT: Setup an auto-generate changelog for releases. See PR #403 (mmcky)

Ver 0.3.8 (14-March-2018)

  1. FEAT: Add random.draw. See PR #397
  2. FEAT: Add Numba jit version of scipy.special.comb. See PR #377
  3. FEAT: Add random_tournament_graph for game theory module. See PR #378
  4. MAINT: Implement Sigma_infinity and K_infinity as properties. See PR #396
  5. MAINT: Use np.ix_ to extract submatrix. See PR #389
  6. MAINT: support_enumeration: Refactoring. See PR #384
  7. MAINT: pure_nash_brute: Add tol option. See PR #385
  8. MAINT: NormalFormGame: Add payoff_arrays attribute. See PR #382
  9. MAINT: Re-implement next_k_array; add k_array_rank. See PR #379
  10. FIX: Fix tac, toc, loop_timer to return float. See PR #387
  11. FIX: Update to scipy.special.com. See PR #375
  12. DEPRECATE: remove models subpackage. See PR #383
  13. DOCS: Improvements to documentation. See PR #388

Contributors: oyamad, QBatista, mcsalgado, and okuchap

Ver 0.3.7 (01-November-2017)

  1. FEAT: Add random_state option to arma.py with tests. See PR #329
  2. FEAT: New features for timing functions. See PR #340
  3. Improved test coverage (PR #343)
  4. FEAT: Add option to supply a random seed for discrete_rv, lqcontrol, lqnash, lss, and quad (PR #346)
  5. FIX: RBLQ: add pure forecasting case (PR #355)
  6. FEAT: jit the 1d quadrature routines (PR #352)
  7. FIX: Replace np.isfinite(cn) with cn * EPS < 1 (PR #361)
  8. FEAT: Add option to solve_discrete_riccati to use scipy.linalg.solve_discrete_are (PR #362)
  9. FIX: Bugfix to solve_discrete_riccati (PR #364)
  10. Minor Fixes (PR #342)

Ver 0.3.6.2 (27-August-2017)

  1. FIX: support_enumeration: Use _numba_linalg_solve. See PR #311
  2. Updated Docstrings for better math rendering. See PR #315
  3. ENH: added routines to convert ddp between full and SA formulations. See PR #318
  4. Added tests for Distributions. See PR #324
  5. Added tests for lemke howson exceptions. See PR #323
  6. Added vertex_enumeration to game theory module. See PR #326
  7. Added is_dominated method to game_theory.player. See PR #327
  8. Minor Updates (PR #320, PR #321, PR #328)

Ver 0.3.5.1 (17-May-2017)

  1. Add rouwenhorst method for approx AR(1) with MC. See PR #282
  2. Added tests to improve coverage (PR #282, PR #303, PR #309)
  3. Minor Fixes (PR #296, PR #297)

Ver. 0.3.4 (23-February-2017)

  1. Add support_enumeration, a simple algorithm that computes all mixed-action Nash equilibria of a non-degenerate 2-player game. See PR #263
  2. Various fixes for issues with numba. See PR #265, PR #283
  3. Add lemke_howson algorithm to game_theory module. See PR #268
  4. Add random game generators to game_theory module. See PR #270
  5. Implement the imitation game algorithm by McLennan and Tourky. See PR #273
  6. Add brute force for finding pure nash equilibria. See PR #276
  7. Improve parameter names to QuantEcon.notebooks dependency fetcher. See PR #279
  8. Utilities tic, tac and toc moved to top level namespace of package. See PR #280

Ver. 0.3.3 (21-July-2016)

  1. Remove python2.7 classifiers project only supports python3.5+
  2. Migrate sa_indices to be a utility function for the markov submodule
  3. Updates probvec to include a multi-core parallel option using numba infrastructure in quantecon/random/utilities.py

Ver. 0.3.2 (25-April-2016)

  1. Minor changes to NormalFormGame. See PR #226
  2. Update tauchen code to make use of Numba. See PR #227
  3. Remove Python 2.7 from test environment. Will support Python 3.5+
  4. Updated qe.util.nb_fetch to not overwrite files by default
  5. Remove num_actions from DiscreteDP. See PR #236
  6. Add states/nodes to MarkovChain/DiGraph. See PR #237
  7. Updated DiscreteDP to include backward_induction (DiscreteDP now accepts beta=1). See PR #244
  8. Numba is now a formal dependency.
  9. Modified tauchen to return a MarkovChain instance. See PR #250

Ver. 0.3.1 (22-January-2016)

  1. Adds the quantecon/game_theory/ sub package
  2. Updates api for using distributions as a module qe.distributions

Ver. 0.3

  1. Removes quantecon/models subpackage and the collection of code examples. Code has been migrated to the QuantEcon.applications repository.
  2. Adds a utility for fetching notebook dependencies from QuantEcon.applications to support community contributed notebooks.