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Implement exogenous processes. #335
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…urceEconomics/respy into one-step-ahead-simulation
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Good implementation!
I had some comments of which some are of a more general nature but I thought it would still be good to include these in the review such that we can discuss them.
I like how the changes follow the existing logic and change very few components of the existing codebase. I am a bit worried that we buy this simplicity by always imposing a large overhead on the processes. I am not sure whether it is a problem that even the simplest Markov chain process would require to save large NumPy arrays.
…ities if necessary.
We will redo the implementation of the exogenous process in the layout of the new state space. |
Current and desired behavior
Resolves #329.
Closes #370: issue with notebook on numerical integration.
Solution / Implementation
ReviewNB