New Kalman test needed

[jstac]

Added the method stationary_coefficients to the Kalman class. Tests needed. (TJS might have ideas on a suitable test, if necessary. Otherwise something straightforward will do.)

[lbui01]

@jstac - Is there an example of where stationary_coefficients are used? They aren't used within the class.

[thomassargent30]

Yes we have examples in some notebooks under construction On Mar 7, 2017 6:45 AM, "Long Bui" <[email protected]> wrote: @jstac <https://github.com/jstac> - Is there an example of where stationary_coefficients are used? They aren't used within the class. — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#128 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AD22TtCsG8Ss-buJ_4AoTI6Cns5ZnfMXks5rjPz9gaJpZM4Dnu3K> .

[lbui01]

Thanks @thomassargent30 . I'm in the process of designing a test for the stationary_coefficients method. I was looking for examples to better understand it.

Referencing other related issues:

• Test needed for kalman #200 (same issue)
• Fix P update in stationary coefficients. #199 (Related discussion)

[thomassargent30]

Easy examples are in chapter 2 of Ljungqvist sargent rmt3rd edition. Tom

…

On Mar 7, 2017 10:42 AM, "Long Bui" ***@***.***> wrote: Thanks @thomassargent30 <https://github.com/thomassargent30> . I'm in the process of designing a test for the stationary_coefficients method. I was looking for examples to better understand it. Referencing other related issues: - QuantEcon/QuantEcon.py#200 <#200> (same issue) - QuantEcon/QuantEcon.py#199 <#199> (Related discussion) — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#128 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AD22TmKshp7Nh9Ap4bw9Zom_p4w0xXP1ks5rjTSTgaJpZM4Dnu3K> .