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@HumphreyYang HumphreyYang commented Feb 27, 2023

Hi @jstac,

Thanks for pointing out the inconsistency in the notations. I will keep this in mind in future lectures.

The length of the simulation is now denoted as ts_length consistent with the notation in the mc.simulate in the quantecon library, and the size of the state space is now denoted as n. This resolves #106.

@HumphreyYang HumphreyYang requested a review from jstac February 27, 2023 02:48
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jstac commented Feb 27, 2023

Many thanks @HumphreyYang . These are good choices.

One more small thing: In generate_initial_values(ts_length, n), I wonder if ts_length is the right choice here?

In the following function you iterate forward in time ts_length iterations, which makes sense.

You also have ts_length initial conditions.

These two do not need to be the same -- although it's fine if they are. But perhaps the notation should differ.

For example, generate_initial_values(ts_length, n) could perhaps be general_initial_distributions(num_distributions, n)?

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Many thanks @HumphreyYang . These are good choices.

One more small thing: In generate_initial_values(ts_length, n), I wonder if ts_length is the right choice here?

In the following function you iterate forward in time ts_length iterations, which makes sense.

You also have ts_length initial conditions.

These two do not need to be the same -- although it's fine if they are. But perhaps the notation should differ.

For example, generate_initial_values(ts_length, n) could perhaps be general_initial_distributions(num_distributions, n)?

Many thanks @jstac. You are definitely right about this. I have put num_distributions as a separate parameter to give people power over setting the density of lines in plots.

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jstac commented Feb 27, 2023

Thanks @HumphreyYang , and thanks for picking up the dropdown tag for the solution.

@jstac jstac merged commit b07673f into main Feb 27, 2023
@jstac jstac deleted the mc-notation branch February 27, 2023 08:54
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Notation in Markov chain lecture

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