[additive_functionals] Style guide review #271
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- writing: 23 fixes Rules addressed: - qe-writing-001: Use one sentence per paragraph - qe-writing-001: Use one sentence per paragraph - qe-writing-001: Use one sentence per paragraph - qe-writing-004: Avoid unnecessary capitalization in narrative text - qe-writing-004: Avoid unnecessary capitalization in narrative text - qe-writing-004: Avoid unnecessary capitalization in narrative text - qe-writing-004: Avoid unnecessary capitalization in narrative text - qe-writing-002: Keep writing clear, concise, and valuable - qe-writing-002: Keep writing clear, concise, and valuable - qe-writing-002: Keep writing clear, concise, and valuable - ... and 13 more
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This was based on the new architecture
this reduces costs. |
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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 (23 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...We also describe and compute decompositions of additive and multiplicative processes into four compo...We also describe and compute decompositions of additive and multiplicative processes into four compo...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...* $z_{t+1} \sim {\cal N}(0,I)$ is an $m \times 1$ IID shock,...* $z_{t+1} \sim {\cal N}(0,I)$ is an $m \times 1$ iid shock,...* the same Gaussian vector $z_{t+1}$ that appears in the VAR {eq}old1_additive_functionals...* the same gaussian vector $z_{t+1}$ that appears in the VAR {eq}old1_additive_functionals...Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$.Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$.Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$....Here $y_0 \sim {\cal N}(\mu_{y0}, \Sigma_{y0})$ is a random initial condition for $y$....(Being a zero of $\phi(z)$ means that $\phi(z) = 0$)...A zero of $\phi(z)$ satisfies $\phi(z) = 0$....While {eq}`ftaf` is not a first order system like {eq}`old1_additive_functionals`, we know that it can be mapped into a first order system.While {eq}`ftaf` is not a first order system like {eq}`old1_additive_functionals`, it can be mapped into a first order system.While {eq}ftafis not a first order system like {eq}old1_additive_functionals, we know that it c...While {eq}ftafis not a first order system like {eq}old1_additive_functionals, it can be mapped ...When simulating we embed our variables into a bigger system....When simulating, we embed our variables into a larger system....This system also constructs the components of the decompositions of $y_t$ and of $\exp(y_t)$ proposed by Hansen {cite}`Hansen_2012_Eca`.This system constructs the decomposition components of $y_t$ and $\exp(y_t)$ proposed by Hansen {cite}`Hansen_2012_Eca`.This system also constructs the components of the decompositions of $y_t$ and of $\exp(y_t)$ propose...This system constructs the decomposition components of $y_t$ and $\exp(y_t)$ proposed by Hansen {cit...Hansen and Sargent {cite}`Hans_Sarg_book` describe how to construct a decomposition of an additive functional into four parts: - a constant inherited from initial values $x_0$ and $y_0$ - a linear trend - a martingale - an (asymptotically) stationary componentHansen and Sargent {cite}`Hans_Sarg_book` describe how to construct a decomposition of an additive functional into four parts: - a constant inherited from initial values $x_0$ and $y_0$ - a linear trend - a martingale - an (asymptotically) stationary componentHansen 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...We want to characterize and simulate components $\tau_t, m_t, s_t$ of the decomposition....We characterize and simulate the decomposition components $\tau_t$, $m_t$, and $s_t$....A convenient way to do this is to construct an appropriate instance of a [linear state space system]...To characterize and simulate these components, we construct an appropriate instance of a [linear sta...The classAMF_LSS_VARmentioned {ref}above <amf_lss>does all that we want to study our additive...TheAMF_LSS_VARclass {ref}mentioned above <amf_lss>enables us to study our additive functional...In fact,AMF_LSS_VARdoes more because it allows us to study an associated multiplicative functio...In fact,AMF_LSS_VARdoes more because it allows us to study an associated multiplicative function...If you run {ref}`the code that first simulated that example <addfunc_egcode>` again and then the method call you will generate (modulo randomness) the plotRunning {ref}`the code that first simulated that example <addfunc_egcode>` again and then the method call generates (modulo randomness) the plot below.If you run {ref}the code that first simulated that example <addfunc_egcode>again and then the met...Running {ref}the code that first simulated that example <addfunc_egcode>again and then the method...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 ...We have chosen to simulate many paths, all starting from the *same* non-random initial conditions $x...We have chosen to simulate many paths, all starting from the *same* non-random initial conditions $x...Where $\{y_t\}$ is our additive functional, let $M_t = \exp(y_t)$....Let $M_t = \exp(y_t)$, where $\{y_t\}$ is our additive functional....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 ...If you run {ref}`the code that first simulated that example <addfunc_egcode>` again and then the method call in the cell below you'll obtain the graph in the next cell.Running {ref}`the code that first simulated that example <addfunc_egcode>` again and then executing the method call in the cell below produces the graph in the next cell.If you run {ref}the code that first simulated that example <addfunc_egcode>again and then the met...Running {ref}the code that first simulated that example <addfunc_egcode>again and then executing ...It is interesting to how the martingale behaves as $T \rightarrow +\infty$....It is interesting to see how the martingale behaves as $T \rightarrow +\infty$....📌 Summary
The lecture contains several writing style violations, primarily related to paragraph structure (multiple sentences per paragraph), capitalization issues in narrative text, and some opportunities to improve clarity and conciseness.
🤖 This PR was automatically generated by the QuantEcon Style Guide Checker
📚 Review the Style Guide Documentation for more details