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FIX: fix missing h0 returned from compute_optimal #348

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merged 2 commits into from
Feb 5, 2024
Merged

FIX: fix missing h0 returned from compute_optimal #348

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FIX: fix missing h0 returned from compute_optimal
mmcky Feb 5, 2024
e9e1548
add ho
mmcky Feb 5, 2024
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4 changes: 2 additions & 2 deletions lectures/cons_smooth.md
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Original file line number Diff line number Diff line change
Expand Up @@ -311,7 +311,7 @@ a0 = -2 # such as "student debt"
y_seq = np.concatenate([np.ones(46), np.zeros(20)])

cs_model = creat_cs_model()
c_seq, a_seq = compute_optimal(cs_model, a0, y_seq)
c_seq, a_seq, h0 = compute_optimal(cs_model, a0, y_seq)

print('check a_T+1=0:',
np.abs(a_seq[-1] - 0) <= 1e-8)
Expand Down Expand Up @@ -429,7 +429,7 @@ def compute_variation(model, ξ1, ϕ, a0, y_seq, verbose=1):
if verbose == 1:
print('check feasible:', np.isclose(β_seq @ v_seq, 0)) # since β = 1/R

c_opt, _ = compute_optimal(model, a0, y_seq)
c_opt, _, _ = compute_optimal(model, a0, y_seq)
cvar_seq = c_opt + v_seq

return cvar_seq
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