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.

quantecon.ce_util.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.

quantecon.ce_util.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.