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Add shock discretization functionality #170

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mj023 wants to merge 29 commits into from
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Add shock discretization functionality #170

mj023 wants to merge 29 commits into from

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@mj023 mj023 commented Nov 24, 2025

This PR will add a way to specify multiple common shock types directly through the interface of LCM.

  • Add shock discretization functions
  • Integrate shocks into the current interface

timmens and others added 29 commits October 15, 2025 15:03
@timmens
Initial commit
d32c8dc
@timmens @mj023
Split functions dictionary (#161)
fdd9492 
Co-authored-by: mj023 <max.jahn45@gmail.com>
@timmens
Rename model to regime (#162)
a3ebb0a
@timmens @mj023
Merge regime processing and component initialization (#163)
5a13b0e 
Co-authored-by: mj023 <max.jahn45@gmail.com>
@mj023
Re-add the model class (#164)
6c69587
@mj023 @timmens
Replace function dictionaries in InternalRegime (#165)
275da89 
Co-authored-by: timmens <mensingertim@gmail.com>
@mj023 @timmens
Support multiple regimes per model (#166)
67ae41e 
Co-authored-by: timmens <mensingertim@gmail.com>
@mj023
Add discretization methods
0bff41b
@mj023
Add docstrings and typing
7e6c930
@mj023 @timmens
Add new example model (#169)
aec3156 
Co-authored-by: timmens <mensingertim@gmail.com>
@timmens
Update transitions interface (#182)
bb539f9
@timmens
Align regime transitions with stochastic transitions interface (#186)
23dbe8c
@timmens
Support deterministic regime transitions (#188)
e957f30
@timmens
Use regime_id_cls for regime_name_to_id mapping (#189)
6600697
@timmens
Implement flat transitions interface for user-facing API (#190)
f00ccac
@mj023
Merge branch 'regimes' into shocks
4343a10
@mj023
Save before merge
e27bd34
@mj023
Pass Parameters to get_coordinate
12a9231
@mj023
Save progress
0205ac1
@mj023
Add test
ac8af41
@timmens @hmgaudecker
Add terminal regime support with active periods (#191)
b1f17f7 
Co-authored-by: Hans-Martin von Gaudecker <hmgaudecker@gmail.com>
@timmens
Allow for state- and action-less regimes (#196)
905945f
@timmens @hmgaudecker
Rename 'beta' to 'discount_factor' (#197)
281ca49 
Co-authored-by: Hans-Martin von Gaudecker <hmgaudecker@gmail.com>
@hmgaudecker @timmens
Replace mypy by ty (#199)
f4503d2 
Co-authored-by: timmens <mensingertim@gmail.com>
@timmens
Implement simulation result object (#195)
c1ab81b
@timmens
Normalize regime transition probabilities (#200)
36352cd
@timmens
Add to_pickle and from_pickle methods to SimulationResult object (
a45719c 
#201)
@dependabot
Bump the github-actions group with 2 updates (#202)
60563e5
@mj023
Merge branch 'regimes' into shocks
8b97a16
Base automatically changed from regimes to main January 5, 2026 16:00
@mj023 mj023 mentioned this pull request Jan 6, 2026
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timmens commented Jan 6, 2026

Is continued in #206

@timmens timmens closed this Jan 6, 2026
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4 participants

@mj023 @timmens @hmgaudecker