lae

class quantecon.LAE(p, X)[source]

Bases: object

An instance is a representation of a look ahead estimator associated with a given stochastic kernel p and a vector of observations X.

Parameters:

pfunction: The stochastic kernel. A function p(x, y) that is vectorized in both x and y
Xarray_like(float): A vector containing observations

Attributes:

p, Xsee Parameters

Methods

__call__(y)

A vectorized function that returns the value of the look ahead estimate at the values in the array y.

Examples

>>> import numpy as np
>>> from quantecon import LAE
>>> from scipy.stats import lognorm
>>> p = lambda x, y: lognorm.pdf(y / x, 1)
>>> X = np.exp(np.random.randn(100))
>>> psi = LAE(p, X)
>>> y = np.linspace(0.1, 3, 100)
>>> psi(y).shape  # Evaluate look ahead estimate at grid of points y
(100,)