Source code for quantecon.ce_util

"""
Utility functions used in CompEcon

Based routines found in the CompEcon toolbox by Miranda and Fackler.

References
----------
Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
and Finance, MIT Press, 2002.

"""
from functools import reduce
import numpy as np


[docs]def ckron(*arrays): """ Repeatedly applies the np.kron function to an arbitrary number of input arrays Parameters ---------- *arrays : tuple/list of np.ndarray Returns ------- out : np.ndarray The result of repeated kronecker products. Notes ----- Based of original function `ckron` in CompEcon toolbox by Miranda and Fackler. References ---------- Miranda, Mario J, and Paul L Fackler. Applied Computational Economics and Finance, MIT Press, 2002. """ return reduce(np.kron, arrays)
[docs]def gridmake(*arrays): """ Expands one or more vectors (or matrices) into a matrix where rows span the cartesian product of combinations of the input arrays. Each column of the input arrays will correspond to one column of the output matrix. Parameters ---------- *arrays : tuple/list of np.ndarray Tuple/list of vectors to be expanded. Returns ------- out : np.ndarray The cartesian product of combinations of the input arrays. Notes ----- Based of original function ``gridmake`` in CompEcon toolbox by Miranda and Fackler References ---------- Miranda, Mario J, and Paul L Fackler. Applied Computational Economics and Finance, MIT Press, 2002. """ if all([i.ndim == 1 for i in arrays]): d = len(arrays) if d == 2: out = _gridmake2(*arrays) else: out = _gridmake2(arrays[0], arrays[1]) for arr in arrays[2:]: out = _gridmake2(out, arr) return out else: raise NotImplementedError("Come back here")
def _gridmake2(x1, x2): """ Expands two vectors (or matrices) into a matrix where rows span the cartesian product of combinations of the input arrays. Each column of the input arrays will correspond to one column of the output matrix. Parameters ---------- x1 : np.ndarray First vector to be expanded. x2 : np.ndarray Second vector to be expanded. Returns ------- out : np.ndarray The cartesian product of combinations of the input arrays. Notes ----- Based of original function ``gridmake2`` in CompEcon toolbox by Miranda and Fackler. References ---------- Miranda, Mario J, and Paul L Fackler. Applied Computational Economics and Finance, MIT Press, 2002. """ if x1.ndim == 1 and x2.ndim == 1: return np.column_stack([np.tile(x1, x2.shape[0]), np.repeat(x2, x1.shape[0])]) elif x1.ndim > 1 and x2.ndim == 1: first = np.tile(x1, (x2.shape[0], 1)) second = np.repeat(x2, x1.shape[0]) return np.column_stack([first, second]) else: raise NotImplementedError("Come back here")