From 4f8f451a985a0330e3158bfd7e43330b43ed5b7e Mon Sep 17 00:00:00 2001 From: Humphrey Yang Date: Thu, 28 Sep 2023 10:41:18 +1000 Subject: [PATCH] update g reshape --- lectures/markov_asset.md | 1 + 1 file changed, 1 insertion(+) diff --git a/lectures/markov_asset.md b/lectures/markov_asset.md index 3b9682c3..06ca809d 100644 --- a/lectures/markov_asset.md +++ b/lectures/markov_asset.md @@ -977,6 +977,7 @@ def A(g, sv_model, shapes): P = np.reshape(P, (I, 1, 1, I, 1, 1)) Q = np.reshape(Q, (1, J, 1, 1, J, 1)) R = np.reshape(R, (1, 1, K, 1, 1, K)) + g = np.reshape(g, (1, 1, 1, I, J, K)) a = μ_d - γ * μ_c b = bar_σ**2 * (jnp.exp(2 * hd) + γ**2 * jnp.exp(2 * hc)) / 2 κ = jnp.exp(a + (1 - γ) * z + b)