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2 changes: 1 addition & 1 deletion quantecon/_kalman.py
Original file line number Diff line number Diff line change
Expand Up @@ -158,7 +158,7 @@ def whitener_lss(self):
K = self.K_infinity

# Get the matrix sizes
n, k, m, l = self.ss.n, self.ss.k, self.ss.m, self.ss.l
n, m, l = self.ss.n, self.ss.m, self.ss.l
A, C, G, H = self.ss.A, self.ss.C, self.ss.G, self.ss.H

Atil = np.vstack([np.hstack([A, np.zeros((n, n)), np.zeros((n, l))]),
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2 changes: 1 addition & 1 deletion quantecon/_lss.py
Original file line number Diff line number Diff line change
Expand Up @@ -391,7 +391,7 @@ def impulse_response(self, j=5):
The coefficients for y
"""
# Pull out matrices
A, C, G, H = self.A, self.C, self.G, self.H
A, C, G = self.A, self.C, self.G
Apower = np.copy(A)

# Create room for coefficients
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2 changes: 1 addition & 1 deletion quantecon/_matrix_eqn.py
Original file line number Diff line number Diff line change
Expand Up @@ -272,7 +272,7 @@ def solve_discrete_riccati_system(Π, As, Bs, Cs, Qs, Rs, Ns, beta,

"""
m = Qs.shape[0]
k, n = Qs.shape[1], Rs.shape[1]
n = Rs.shape[1]
# Create the Ps matrices, initialize as identity matrix
Ps = np.array([np.eye(n) for i in range(m)])
Ps1 = np.copy(Ps)
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6 changes: 3 additions & 3 deletions quantecon/_robustlq.py
Original file line number Diff line number Diff line change
Expand Up @@ -242,8 +242,8 @@ def robust_rule_simple(self, P_init=None, max_iter=80, tol=1e-8):

"""
# == Simplify names == #
A, B, C, Q, R = self.A, self.B, self.C, self.Q, self.R
beta, theta = self.beta, self.theta
A, B, C = self.A, self.B, self.C
theta = self.theta
# == Set up loop == #
P = np.zeros((self.n, self.n)) if P_init is None else P_init
iterate, e = 0, tol + 1
Expand Down Expand Up @@ -381,7 +381,7 @@ def evaluate_F(self, F):

"""
# == Simplify names == #
Q, R, A, B, C = self.Q, self.R, self.A, self.B, self.C
A, B, C = self.A, self.B, self.C
beta, theta = self.beta, self.theta

# == Solve for policies and costs using agent 2's problem == #
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