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Merge pull request #492 from shizejin/fix_rouwenhorst_test
FIX: Increase `tol` in `rouwenhorst` test.
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quantecon/markov/tests/test_approximation.py

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Original file line numberDiff line numberDiff line change
@@ -59,7 +59,7 @@ def setUp(self):
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self.rho, self.sigma = np.random.uniform(0, 1, size=2)
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self.n = np.random.random_integers(3, 25)
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self.ybar = np.random.random_integers(0, 10)
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self.tol = 1e-12
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self.tol = 1e-10
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mc = rouwenhorst(self.n, self.ybar, self.sigma, self.rho)
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self.x, self.P = mc.state_values, mc.P

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