Draft Lecture on Second Look at the Kalman filter by HumphreyYang · Pull Request #373 · QuantEcon/lecture-python.myst

HumphreyYang · 2023-10-12T09:29:18Z

Many thanks for the discussions in the email thread. I have created this draft PR to work on this lecture. We can invite Tom once we finalize the code part.

Best,
Humphrey

github-actions · 2023-10-12T10:01:04Z

🚀 Deployed on https://6530aea6f2db375d37b08d91--nostalgic-wright-5fa355.netlify.app

lectures/kalman_2.md

mmcky

Thanks @HumphreyYang this is looking good. There are just a few tidy up comments I have made to ensure compatibility with latex builds. etc

mmcky · 2023-10-19T03:34:41Z

@HumphreyYang I am not sure why the CI hasn't flagged an issue with the PDF build -- maybe error status has changed. I will look into this on the jupyter-book side but we will need to make some updates to get the pdf to build.

Do you have time to work on this and test locally?

HumphreyYang · 2023-10-19T03:37:49Z

@HumphreyYang I am not sure why the CI hasn't flagged an issue with the PDF build -- maybe error status has changed. I will look into this on the jupyter-book side but we will need to make some updates to get the pdf to build.

Do you have time to work on this and test locally?

Hi @mmcky,

I am working on my research proposal this week. Would it be possible to merge this first once I tidy things up. I can work on the CI next week.

Many thanks in advance.

mmcky · 2023-10-19T03:40:36Z

@HumphreyYang I am not sure why the CI hasn't flagged an issue with the PDF build -- maybe error status has changed. I will look into this on the jupyter-book side but we will need to make some updates to get the pdf to build.
Do you have time to work on this and test locally?

Hi @mmcky,

I am working on my research proposal this week. Would it be possible to merge this first once I tidy things up. I can work on the CI next week.

Many thanks in advance.

thanks for letting me know you're busy @HumphreyYang that's helpful. I will see if I can fix these issues this afternoon. The live build won't deploy until pdf is fixed. :-) Good luck with the research proposal.

mmcky · 2023-10-19T04:20:49Z

OK pdf is compiling now. Will merge when CI passes

HumphreyYang · 2023-10-19T04:21:49Z

OK pdf is compiling now. Will merge when CI passes

Great!! Many thanks for helping @mmcky!

kp992 · 2023-10-20T11:50:14Z

This looks great. Thank you @mmcky, @HumphreyYang, and @thomassargent30.

upload Tom's specification for kalman2

eeb631a

HumphreyYang marked this pull request as draft October 12, 2023 09:29

add quantecon install

e776cb3

HumphreyYang and others added 14 commits October 16, 2023 17:00

update code

cabe3db

update math tag for (1)

c5e4937

fix a typo

ee586e8

Tom's edits in the kalman-2 branch Oct 16

a0fce99

update graphs

70b708e

update boundaries for plot

624da99

Tom's edits of the kalman2 lecture in the branch, Oct 17

877b5c8

update examples on how to generate exact lss

aa16254

update examples on drawing plots for both figures

06fd7e8

update covariance contour plot

baef684

reduce number of contour plots to increase clarity

58944fb

Tom's edit of two lectures in the branch, Oct 18

44cb7da

Tom's additional edits of kalman2 lecture, evening of Oct 18

1c1248a

fix minor typos

42e8886

HumphreyYang marked this pull request as ready for review October 19, 2023 00:42

shorten the code to adhere to 80 letters when possible

54a9519

mmcky added the ready label Oct 19, 2023