Skip to content

Commit 76d374f

Browse files
committed
Complete documentation fixes.
1 parent c8c758e commit 76d374f

File tree

2 files changed

+14
-14
lines changed

2 files changed

+14
-14
lines changed

docs/src/numerical_algorithms.md

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -35,7 +35,7 @@ such that
3535
```math
3636
\begin{aligned}
3737
0 & = \mu(z_n, y_n) - z_n,\\
38-
0 & = \xi(z_n, y_n) + \Gamma_5 z_n + \Gamma_6 y_n + \mathscr{V}(z_{n - 1}),\\
38+
0 & = \xi(z_n, y_n) + \Gamma_5 z_n + \Gamma_6 y_n + \mathcal{V}(z_{n - 1}),\\
3939
\end{aligned}
4040
```
4141

@@ -46,7 +46,7 @@ Then we compute ``\Psi_n`` by solving
4646

4747
```math
4848
\begin{aligned}
49-
0 & = \Gamma_3 + \Gamma_4 \Psi_n + (\Gamma_5 + \Gamma_6 \Psi_n)(\Gamma_1 + \Gamma_2 \Psi_n) + J\mathscr{V}(z_{n - 1}).
49+
0 & = \Gamma_3 + \Gamma_4 \Psi_n + (\Gamma_5 + \Gamma_6 \Psi_n)(\Gamma_1 + \Gamma_2 \Psi_n) + J\mathcal{V}(z_{n - 1}).
5050
\end{aligned}
5151
```
5252

@@ -66,8 +66,8 @@ Let ``q`` be the embedding parameter. Then the homotopy continuation method iter
6666
```math
6767
\begin{aligned}
6868
0 & = \mu(z, y) - z,\\
69-
0 & = \xi(z, y) + \Gamma_5 z + \Gamma_6 y + q \mathscr{V}(z),\\
70-
0 & = \Gamma_3 + \Gamma_4 \Psi + (\Gamma_5 + \Gamma_6 \Psi)(\Gamma_1 + \Gamma_2 \Psi) + q J\mathscr{V}(z)
69+
0 & = \xi(z, y) + \Gamma_5 z + \Gamma_6 y + q \mathcal{V}(z),\\
70+
0 & = \Gamma_3 + \Gamma_4 \Psi + (\Gamma_5 + \Gamma_6 \Psi)(\Gamma_1 + \Gamma_2 \Psi) + q J\mathcal{V}(z)
7171
\end{aligned}
7272
```
7373

docs/src/risk_adjusted_linearization.md

Lines changed: 10 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -21,15 +21,15 @@ is described by the differentiable, conditional cumulant generating function (cc
2121

2222
```math
2323
\begin{aligned}
24-
\kappa[\alpha(z_t) \mid z_t] = \log\mathbb{E}_t[\exp(\alpha(z_t)' \varepsilon_{t + 1})],\quad \text{ for any differentiable map }\alpha::\mathbb{R}^{n_z}\rightarrow\mathbb{R}^{n_\varepsilon}.
24+
\kappa[\alpha(z_t) \mid z_t] = \log\mathbb{E}_t[\exp(\alpha(z_t)' \varepsilon_{t + 1})],\quad \text{ for any differentiable map }\alpha:\mathbb{R}^{n_z}\rightarrow\mathbb{R}^{n_\varepsilon}.
2525
\end{aligned}
2626
```
2727

2828
The functions
2929
```math
3030
\begin{aligned}
3131
\xi:\mathbb{R}^{2n_y + 2n_z}\rightarrow \mathbb{R}^{n_y},& \quad \mu:\mathbb{R}^{n_y + n_z}\rightarrow \mathbb{R}^{n_z},\\
32-
\Lambda::\mathbb{R}^{n_z} \rightarrow \mathbb{R}^{n_z \times n_y}, & \quad \Sigma::\mathbb{R}^{n_z}\ \rightarrow \mathbb{R}^{n_z\times n_\varepsilon}
32+
\Lambda:\mathbb{R}^{n_z} \rightarrow \mathbb{R}^{n_z \times n_y}, & \quad \Sigma:\mathbb{R}^{n_z}\ \rightarrow \mathbb{R}^{n_z\times n_\varepsilon},
3333
\end{aligned}
3434
```
3535
are differentiable. The first two functions characterize the effects of time ``t`` variables on the expectational and
@@ -54,31 +54,31 @@ global solutions of canonical economic models and outperforms perturbations arou
5454
The affine approximation of an dynamic economic model is
5555
```math
5656
\begin{aligned}
57-
\mathbb{E}[z_{t + 1}] & = \mu(z, y) + \Gamma_1(z_t - z) + \Gamma_2(y_t - y)\\
58-
0 & = \xi(z, y) + \Gamma_3(z_t - z) + \Gamma_4(y_t - y) + \Gamma_5 \mathbb{E}_t z_{t + 1} + \Gamma_6 \mathbb{E}_t y_{t + 1} + \mathscr{V}(z) + J\mathscr{V}(z)(z_t - z),
57+
\mathbb{E}[z_{t + 1}] & = \mu(z, y) + \Gamma_1(z_t - z) + \Gamma_2(y_t - y),\\
58+
0 & = \xi(z, y) + \Gamma_3(z_t - z) + \Gamma_4(y_t - y) + \Gamma_5 \mathbb{E}_t z_{t + 1} + \Gamma_6 \mathbb{E}_t y_{t + 1} + \mathcal{V}(z) + J\mathcal{V}(z)(z_t - z),
5959
\end{aligned}
6060
```
6161

6262
where ``\Gamma_1, \Gamma_2`` are the Jacobians of ``\mu`` with respect to ``z_t`` and ``y_t``, respectively;
6363
``\Gamma_3, \Gamma_4`` are the Jacobians of ``\xi`` with respect to ``z_t`` and ``y_t``, respectively;
64-
``\Gamma_5, \Gamma_6`` are constant matrices; ``\mathscr{V}(z)`` is the model's entropy;
65-
``J\mathscr{V}(z)`` is the Jacobian of the entropy;
66-
``J\mathscr{V}(z)`` is the Jacobian of the entropy;
64+
``\Gamma_5, \Gamma_6`` are constant matrices; ``\mathcal{V}(z)`` is the model's entropy;
65+
``J\mathcal{V}(z)`` is the Jacobian of the entropy;
66+
``J\mathcal{V}(z)`` is the Jacobian of the entropy;
6767

6868
and the state variables ``z_t`` and jump variables ``y_t`` follow
6969
```math
7070
\begin{aligned}
7171
z_{t + 1} & = z + \Gamma_1(z_t - z) + \Gamma_2(y_t - y) + (I_{n_z} - \Lambda(z_t) \Psi)^{-1}\Sigma(z_t)\varepsilon_{t + 1},\\
72-
y_t & = y + \Psi(z_t - z)
72+
y_t & = y + \Psi(z_t - z).
7373
\end{aligned}
7474
```
7575

7676
The unknowns ``(z, y, \Psi)`` solve the system of equations
7777
```math
7878
\begin{aligned}
7979
0 & = \mu(z, y) - z,\\
80-
0 & = \xi(z, y) + \Gamma_5 z + \Gamma_6 y + \mathscr{V}(z),\\
81-
0 & = \Gamma_3 + \Gamma_4 \Psi + (\Gamma_5 + \Gamma_6 \Psi)(\Gamma_1 + \Gamma_2 \Psi) + J\mathscr{V}(z).
80+
0 & = \xi(z, y) + \Gamma_5 z + \Gamma_6 y + \mathcal{V}(z),\\
81+
0 & = \Gamma_3 + \Gamma_4 \Psi + (\Gamma_5 + \Gamma_6 \Psi)(\Gamma_1 + \Gamma_2 \Psi) + J\mathcal{V}(z).
8282
\end{aligned}
8383
```
8484

0 commit comments

Comments
 (0)