Updated documentation significantly, and addressed two issues in the issue section and added test cases for them

Author: escheffel

pymaclab/dsge/solvers/modsolvers.py

@@ -1196,6 +1196,9 @@ def solve(self):
         self.solab2()
 
     def sim(self,tlen,sntup=None):
+        # Deals with 0-tuples
+        if type(sntup) != type((1,2,3)) and type(sntup) == type('abc'):
+            sntup = (sntup,)
         # Add 1000 observations, as they will be thrown away
         # Add one more observation to start first-order vector
         exoli = [x[1] for x in self.vardic['exo']['var']]
@@ -2440,6 +2443,9 @@ def solve(self):
             self.F = np.matrix(F)
 
     def sim(self,tlen,sntup=None,shockvec=None):
+        # Deals with 0-tuples
+        if type(sntup) != type((1,2,3)) and type(sntup) == type('abc'):
+            sntup = (sntup,)
         # Add 1000 observations, as they will be thrown away
         # Add one more observation to start first-order vector
         exoli = [x[1] for x in self.vardic['exo']['var']]

pymaclab/filters/bkfilter.py

@@ -2,7 +2,15 @@
 import numpy as np
 
 def bkfilter(data=None,up=6,dn=32,kkl=12):
-    if type(data) != type(np.array([1,2,3])):
-        data = np.array(data)
+    if type(data) == type(np.matlib.matrix([1,2,3])) and len(data.shape) == 2:
+        if data.shape[0] < data.shape[1]: data = data.__array__().T
+        else: data = data.__array__()
+    elif type(data) != type(np.array([1,2,3])):
+        data = np.array([x for x in data])
+    elif type(data) == type(np.array([1,2,3])):
+        if len(data.shape) == 2 and data.shape[0] < data.shape[1]:
+            data = data.reshape(data.shape[1])
+        elif len(data.shape) == 2 and data.shape[0] > data.shape[1]:
+            data = data.reshape(data.shape[0])
     tlen = len(data)
     return bkf(data,up,dn,kkl,tlen)

pymaclab/filters/cffilter.py

@@ -1,5 +1,15 @@
 from pymaclab.filters._cffilter import cffilter as cff
 import numpy as np
 
-def cffilter(data=None,low=6,high=32,drift=True):  
+def cffilter(data=None,low=6,high=32,drift=True):
+    if type(data) == type(np.matlib.matrix([1,2,3])) and len(data.shape) == 2:
+        if data.shape[0] < data.shape[1]: data = data.__array__().T
+        else: data = data.__array__()
+    elif type(data) != type(np.array([1,2,3])):
+        data = np.array([x for x in data])
+    elif type(data) == type(np.array([1,2,3])):
+        if len(data.shape) == 2 and data.shape[0] < data.shape[1]:
+            data = data.reshape(data.shape[1])
+        elif len(data.shape) == 2 and data.shape[0] > data.shape[1]:
+            data = data.reshape(data.shape[0])
     return cff(data,low=low,high=high,drift=drift) 

pymaclab/filters/hpfilter.py

@@ -2,8 +2,16 @@
 import numpy as np
 
 def hpfilter(data=None,lam=1600):
-    if type(data) != type(np.array([1,2,3])):
-        data = np.array(data)
+    if type(data) == type(np.matlib.matrix([1,2,3])) and len(data.shape) == 2:
+        if data.shape[0] < data.shape[1]: data = data.__array__().T
+        else: data = data.__array__()
+    elif type(data) != type(np.array([1,2,3])):
+        data = np.array([x for x in data])
+    elif type(data) == type(np.array([1,2,3])):
+        if len(data.shape) == 2 and data.shape[0] < data.shape[1]:
+            data = data.reshape(data.shape[1])
+        elif len(data.shape) == 2 and data.shape[0] > data.shape[1]:
+            data = data.reshape(data.shape[0])
     tlen = len(data)
     wdata = np.zeros((tlen,3))
     lam = 1600    

pymaclab/modfiles/templates/wheezy_template.py

@@ -161,7 +161,7 @@
 @if type(sigma) != type(True):
 Sigma = [@sigma.__str__().replace('[','').replace(']',';')[:-2] ];
 @end
-@else:
+@if type(sigma) == type(False):
 None
 @end
 

pymaclab/tests/pymaclab_tests/filters_tests/__init__.py

@@ -0,0 +1,31 @@
+import pymaclab as pm
+import pymaclab.modfiles.models as models
+import pymaclab.filters as filters
+
+
+def test_filters():
+    rbc = pm.newMOD(models.stable.rbc1_num,mesg=True)
+    rbc.modsolvers.forkleind.solve()
+    # Also test here the one-element shock array at work
+    rbc.modsolvers.forkleind.sim(250,('productivity'))
+    
+    # Use consumption and test the filtering options
+    
+    # First turn this into a ordinary Python list and test it
+    consmat = rbc.modsolvers.forkleind.insim[1][0]
+    consmat2 = consmat.reshape(consmat.shape[1],consmat.shape[0])
+    consarr = consmat.__array__()
+    consarr2 = consarr.flatten()
+    consli = [x for x in rbc.modsolvers.forkleind.insim[1][0].__array__()[0]]
+    
+    datli = []
+    datli.append(consmat)
+    datli.append(consmat2)
+    datli.append(consarr)
+    datli.append(consarr2)
+    datli.append(consli)
+
+    for datar in datli:
+        cons_cycle = filters.hpfilter(data=datar)[0]
+        cons_cycle2 = filters.bkfilter(data=datar)
+        cons_cycle3 = filters.cffilter(data=datar)[0]

pymaclab/tests/pymaclab_tests/filters_tests/test_filters.py

@@ -5,6 +5,7 @@ def configuration(parent_package='',top_path=None):
     config = Configuration('pymaclab_tests', parent_package, top_path)
     config.add_subpackage('dsge_tests')
     config.add_subpackage('modfiles_tests')
+    config.add_subpackage('filters_tests')
     return config
 
 if __name__ == '__main__':

pymaclab/tests/pymaclab_tests/setup.py

@@ -96,17 +96,19 @@ Series of Brief Tutorials
 
 1) :doc:`Basic DSGE tutorial <tutorial/started_tutorial>`
     Brief tutorial on how to use PyMacLab to work with DSGE models.
-2) :doc:`PyMacLab DSGE instance tutorial <tutorial/dsge_instance_tutorial>`
+2) :doc:`DSGE model file tutorial <tutorial/modfile_tutorial>`
+    Brief tutorial describing the structure of a DSGE model file.
+3) :doc:`PyMacLab DSGE instance tutorial <tutorial/dsge_instance_tutorial>`
     Succinct tutorial facilitating the understanding of the DSGE OOP data structure in PyMacLab.
-3) :doc:`PyMacLab DSGE instance updater tutorial <tutorial/dsge_instance_updater_tutorial>`
+4) :doc:`PyMacLab DSGE instance updater tutorial <tutorial/dsge_instance_updater_tutorial>`
     Tutorial on how to use DSGE model instance's intelligent runtime update features.
-4) :doc:`PyMacLab DSGE steady state solver tutorial <tutorial/steady_solver_tutorial>`
+5) :doc:`PyMacLab DSGE steady state solver tutorial <tutorial/steady_solver_tutorial>`
     This section illustrates various options available to solve DSGE models' steady state.
-5) :doc:`PyMacLab DSGE dynamic solver tutorial <tutorial/dynamic_solver_tutorial>`
+6) :doc:`PyMacLab DSGE dynamic solver tutorial <tutorial/dynamic_solver_tutorial>`
     This section finally shows how dynamic solution to the PyMacLab DSGE models are obtained.
-6) :doc:`PyMacLab DSGE simulation and plotting tutorial <tutorial/simirf_plotting_tutorial>`
+7) :doc:`PyMacLab DSGE simulation and plotting tutorial <tutorial/simirf_plotting_tutorial>`
     Short tutorial on using convenience functions for simulations, IRFs and plotting.
-7) :doc:`Description of all template DSGE models <tutorial/started_allmodels>`
+8) :doc:`Description of all template DSGE models <tutorial/started_allmodels>`
     Detailed description of all of the template DSGE models which come supplied with PyMacLab.
 
 

pymaclab_sphinx/docs/images/riskyss.jpg

@@ -101,4 +101,15 @@ @Book{Lan:2009
  isbn = {3540739157, 9783540739159},
  edition = {3rd},
  publisher = {Springer Publishing Company, Incorporated},
-} 
+}
+
+@Article{CoeReyWin:2011,
+  author={Nicolas Coeurdacier and Helene Rey and Pablo Winant},
+  title={The Risky Steady State},
+  journal={American Economic Review},
+  year=2011,
+  volume={101},
+  number={3},
+  pages={398-401},
+  month={May}
+}

pymaclab_sphinx/docs/index.rst

@@ -4,7 +4,7 @@
 
    \newpage
 
-Tutorial 2 - The PyMacLab DSGE instance
+Tutorial 3 - The PyMacLab DSGE instance
 =======================================
 
 Introduction

pymaclab_sphinx/docs/pymaclab_biblio.bib

@@ -4,7 +4,7 @@
 
    \newpage
 
-Tutorial 3 - The Python DSGE instance updater methods
+Tutorial 4 - The Python DSGE instance updater methods
 =====================================================
 
 Introduction

pymaclab_sphinx/docs/tutorial/dsge_instance_tutorial.rst

@@ -4,7 +4,7 @@
 
    \newpage
 
-Tutorial 5 - Dynamic Solution Methods
+Tutorial 6 - Dynamic Solution Methods
 =====================================
 
 Introduction