[additive_functionals] Style guide review #270
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📋 Style Guide Review: additive_functionals
This PR addresses style guide compliance issues found in the
additive_functionalslecture.📊 Summary
🎯 Issues by Priority
📝 Detailed Changes
Writing (42 issues)
Many economic time series display persistent growth that prevents them from being asymptotically st...Many economic time series display persistent growth that prevents them from being asymptotically sta...But there are good ways to model time series that have persistent growth that still enable statisti...But there are good ways to model time series that have persistent growth that still enable statistic...Thus, {cite}Hansen_2012_Ecadescribed two classes of time series models that accommodate growth....Thus, {cite}Hansen_2012_Eca` described two classes of time series models that accommodate growth....`
If a process${y_t}$ is an additive functio...`
If a process${y_t}$ is an additive functio...`
This lecture focuses on a subclass of these: a scalar process $\{y_t\}_{t=0}^\infty$ whose increment...This lecture focuses on a subclass of these: a scalar process $\{y_t\}_{t=0}^\infty$ whose increment...We construct our additive functional from two pieces, the first of which is a **first-order vector ...We construct our additive functional from two pieces, the first of which is a **first-order vector a...The second piece is an equation that expresses increments of $\{y_t\}_{t=0}^\infty$ as linear functi...The second piece is an equation that expresses increments of $\{y_t\}_{t=0}^\infty$ as linear functi...initial condition for
The nonstati...`
The nonstati...`
A convenient way to represent our additive functional is to use a [linear state space system](https:...A convenient way to represent our additive functional is to use a [linear state space system](https:...To study it, we could map it into an instance of [LinearStateSpace](https://github.com/QuantEcon/Qua...To study it, we could map it into an instance of [LinearStateSpace](https://github.com/QuantEcon/Qua...(addfunc_eg1)= In doing so we'll assume that $z_{t+1}$ is scalar and that $\tilde x_t$ follows a 4th...In doing so we'll assume that$z_{t+1}$ is scalar and that $\tilde x_t$ follows a 4t...`
with ...`
with ...`
In fact, this whole model can be mapped into the additive functional system definition in {eq}old1_...`In fact, this whole model can be mapped into the additive functional system definition in {eq}old1_...`This system also constructs the compon...`
This system also constructs the compon...`
All of these objects are computed using the code below...All of these objects are computed using the code below....For now, we just plot $y_t$ and $x_t$, postponing until later a description of exactly how we comput...We postpone until later a description of exactly how we comp...`
Hansen and Sargent {cite}Hans_Sarg_bookdescribe how to construct a decomposition of an additive f...Hansen and Sargent {cite}Hans_Sarg_bookdescribe how to construct a decomposition of an additive f...To attain this decomposition for the particular class of additive functionals defined by {eq}old1_a...`To attain this decomposition for the particular class of additive functionals defined by {eq}old1_a...`At this stage, you should pause and verify that $y_{t+1} - y_t$ satisfies {eq}old2_additive_functio...`At this stage, you should pause and verify that $y_{t+1} - y_t$ satisfies {eq}old2_additive_functio...`A convenient way to do this is to construct an appropriate instance of a [linear state space system]...A convenient way to do this is to construct an appropriate instance of a [linear state space system]...To start, observe that, under the dynamics in {eq}old1_additive_functionalsand {eq}old2_additive...`To start, observe that, under the dynamics in {eq}old1_additive_functionalsand {eq}old2_additive...`The classAMF_LSS_VARmentioned {ref}above <amf_lss>does all that we want to study our additive...The classAMF_LSS_VARmentioned {ref}above <amf_lss>does all that we want to study our additive...When we plot multiple realizations of a component in the 2nd, 3rd, and 4th panels, we also plot the ...When we plot multiple realizations of a component in the 2nd, 3rd, and 4th panels, we also plot the ...the purple one for the martinga...`
the purple one for the marting...`
As mentioned above, the process ...`
As mentioned above, the process ...`
Corresponding to the additive decomposition described above we have a multiplicative decomposition o...Corresponding to the additive decomposition described above we have a multiplicative decomposition o...An instance of classAMF_LSS_VAR({ref}above <amf_lss>) includes this associated multiplicative...An instance of classAMF_LSS_VAR({ref}above <amf_lss>) includes this associated multiplicative ...If you run {ref}the code that first simulated that example <addfunc_egcode>again and then the met...If you run {ref}the code that first simulated that example <addfunc_egcode>again and then the met...As before, when we plotted multiple realizations of a component in the 2nd, 3rd, and 4th panels, we ...As before, when we plotted multiple realizations of a component in the 2nd, 3rd, and 4th panels, we ...The top right panel of the above graph shows a panel of martingales associated with the panel of $M_...The top right panel of the above graph shows a panel of martingales associated with the panel of $M_...Hansen and Sargent {cite}Hans_Sarg_book(ch. 8) describe the following two properties of the mart...Hansen and Sargent {cite}Hans_Sarg_book(ch. 8) describe the following two properties of the marti...The first property follows from the fact that $\widetilde M_t$ is a multiplicative martingale with i...The first property follows from the fact that $\widetilde M_t$ is a multiplicative martingale with i...It remains con...`
It remains con...`
Let's drill down and study probability distribution of the multiplicative martingale $\{\widetilde ...Let's drill down and study probability distribution of the multiplicative martingale $\{\widetilde M...It follows that $\log {\widetilde M}_t \sim {\mathcal N} ( -\frac...`
It follows that $\log {\widetilde M}_t \sim {\mathcal N} ( -\frac{...`
In particular, we want to simulate 5000 sample paths of length $T$ for the case in which $x$ is a sc...In particular, we want to simulate 5000 sample paths of length $T$ for the case in which $x$ is a sc...We'll do this ...`
We'll do this ...`
Let's plot the probability density functions for $\log {\widetilde M}_t$ for $t=100, 500, 1000, 1000...Let's plot the probability density functions for $\log {\widetilde M}_t$ for $t=100, 500, 1000, 1000...These probability density functions help us understand mechanics underlying the **peculiar property...These probability density functions help us understand mechanics underlying the **peculiar property*...[This lecture](https://python.quantecon.org/likelihood_ratio_process.html) studies **likelihood proc...[This lecture](https://python.quantecon.org/likelihood_ratio_process.html) studies **likelihood proc...Likelihood ratio processes exhibit the peculiar property that naturally also appears [here](https://...Likelihood ratio processes exhibit the peculiar property that naturally also appears [here](https://...📌 Summary
The document contains numerous violations of the one-sentence-per-paragraph rule (qe-writing-001), along with some capitalization inconsistencies. The content frequently combines multiple sentences within single paragraphs, which reduces readability according to QuantEcon style guidelines.
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