FIX: Fix period of reducible MarkovChain with custom state_values (#684)

Fix #676

quantecon/markov/core.py

@@ -357,11 +357,9 @@ def period(self):
         if self.is_irreducible:
             return self.digraph.period
         else:
-            rec_classes = self.recurrent_classes
-
             # Determine the period, the LCM of the periods of rec_classes
             d = 1
-            for rec_class in rec_classes:
+            for rec_class in self.recurrent_classes_indices:
                 period = self.digraph.subgraph(rec_class).period
                 d = (d * period) // gcd(d, period)
 

quantecon/markov/tests/test_core.py

@@ -12,7 +12,7 @@
 import itertools
 from numpy.testing import (
     assert_allclose, assert_array_equal, assert_array_less, assert_raises,
-    assert_
+    assert_, assert_equal
 )
 
 from quantecon.markov import (
@@ -417,15 +417,17 @@ def setup_method(self):
             'mc': MarkovChain([[1, 0, 0], [1, 0, 0], [0, 0, 1]],
                               state_values=state_values),
             'coms': [[0], [1], [2]],
-            'recs': [[0], [2]]
+            'recs': [[0], [2]],
+            'period': 1
         }
 
         self.mc_periodic_dict = {
             'mc': MarkovChain([[0, 1, 0], [0, 0, 1], [1, 0, 0]],
                               state_values=state_values),
             'coms': [[0, 1, 2]],
             'recs': [[0, 1, 2]],
-            'cycs': [[0], [1], [2]]
+            'cycs': [[0], [1], [2]],
+            'period': 3
         }
 
     def test_com_rec_classes(self):
@@ -471,6 +473,12 @@ def test_cyc_classes(self):
                     sorted(classes, key=key)
                 )
 
+    def test_period(self):
+        for mc_dict in [self.mc_reducible_dict, self.mc_periodic_dict]:
+            mc = mc_dict['mc']
+            period = mc_dict['period']
+            assert_equal(mc.period, period)
+
     def test_simulate(self):
         # Deterministic mc
         mc = self.mc_periodic_dict['mc']