lae

class quantecon.lae.LAE(p, X)

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

Examples

>>> psi = LAE(p, X)
>>> y = np.linspace(0, 1, 100)
>>> psi(y)  # Evaluate look ahead estimate at grid of points y

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.