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WIP: Covid sde #867

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Jul 22, 2020
Merged

WIP: Covid sde #867

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0b7ed6e
First stab at the ODEs
jlperla Jun 23, 2020
078e525
System of ODEs for the simple case
jlperla Jun 23, 2020
83abbeb
Converted to the b, specification
jlperla Jun 23, 2020
1108bba
Converted to R instead of beta
jlperla Jun 23, 2020
71c7225
Added material on the SDE
jlperla Jun 24, 2020
e77a894
Added simple example as well as sketch on stochastics.
jlperla Jun 25, 2020
1a2543e
Up to stochastics...
jlperla Jun 25, 2020
cc0140f
Done with the SDE. About to do the Jumps
jlperla Jun 26, 2020
8e4beb6
Finished the Jump Diffusion
jlperla Jun 26, 2020
9f7790e
JuMP Diffusion compiling and running
jlperla Jun 27, 2020
f43b681
A few more visualization ideas
jlperla Jun 27, 2020
ca88bdf
minor corrections
jstac Jun 29, 2020
fd35f58
Moved to continous_time section
jlperla Jun 30, 2020
459e806
Merge branch 'covid-sde' of https://github.com/QuantEcon/lecture-sour…
jlperla Jun 30, 2020
e0416d0
COVID SDE lecture edits (#870)
ChrisRackauckas Jul 12, 2020
137ca39
Comment on heuristics in the CIS process
jlperla Jul 13, 2020
b2d255c
Plotting tweaks with labels, etc.
jlperla Jul 13, 2020
6c70e87
minor typos and rephrasing
jstac Jul 14, 2020
6e32646
Reorganization of the SDE stuff in progress
jlperla Jul 20, 2020
00e940f
Updated the SDE model up to the output_func
jlperla Jul 21, 2020
1155385
Added reinfection and fixed a few typos
jlperla Jul 22, 2020
10bfb84
Updated sde and detemrinistic lectures
jlperla Jul 22, 2020
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3 changes: 2 additions & 1 deletion conf.py
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Expand Up @@ -463,7 +463,8 @@
'more_julia': [],
'multi_agent_models': [],
'time_series_models': [],
'tools_and_techniques': []
'tools_and_techniques': [],
'continuous_time': []
}

jupyter_download_nb_execute=True
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26 changes: 13 additions & 13 deletions source/rst/Manifest.toml
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Expand Up @@ -365,10 +365,10 @@ uuid = "2b5f629d-d688-5b77-993f-72d75c75574e"
version = "6.36.3"

[[DiffEqJump]]
deps = ["Compat", "DataStructures", "DiffEqBase", "FunctionWrappers", "LinearAlgebra", "Parameters", "PoissonRandom", "Random", "RandomNumbers", "RecursiveArrayTools", "StaticArrays", "Statistics", "TreeViews"]
git-tree-sha1 = "4c960b9cf209426b72de274334f5f77b4d9a4dad"
deps = ["ArrayInterface", "Compat", "DataStructures", "DiffEqBase", "FunctionWrappers", "LinearAlgebra", "Parameters", "PoissonRandom", "Random", "RandomNumbers", "RecursiveArrayTools", "StaticArrays", "Statistics", "TreeViews"]
git-tree-sha1 = "0dfb3aa84f687c78f697173665e304d28651dd55"
uuid = "c894b116-72e5-5b58-be3c-e6d8d4ac2b12"
version = "6.7.6"
version = "6.9.2"

[[DiffEqNoiseProcess]]
deps = ["DataStructures", "DiffEqBase", "LinearAlgebra", "Random", "RandomNumbers", "RecipesBase", "RecursiveArrayTools", "Requires", "ResettableStacks", "StaticArrays", "Statistics"]
Expand Down Expand Up @@ -865,9 +865,9 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"

[[Libiconv_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "e5256a3b0ebc710dbd6da0c0b212164a3681037f"
git-tree-sha1 = "c9d4035d7481bcdff2babf5a55525a818ef8ed8f"
uuid = "94ce4f54-9a6c-5748-9c1c-f9c7231a4531"
version = "1.16.0+2"
version = "1.16.0+5"

[[LightGraphs]]
deps = ["ArnoldiMethod", "DataStructures", "Distributed", "Inflate", "LinearAlgebra", "Random", "SharedArrays", "SimpleTraits", "SparseArrays", "Statistics"]
Expand Down Expand Up @@ -1123,9 +1123,9 @@ version = "0.3.9+4"

[[OpenSSL_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "d2a6f25262d568b5a7e454cf7ff5066a79d16c7d"
git-tree-sha1 = "7aaaded15bf393b5f34c2aad5b765c18d26cb495"
uuid = "458c3c95-2e84-50aa-8efc-19380b2a3a95"
version = "1.1.1+2"
version = "1.1.1+4"

[[OpenSpecFun_jll]]
deps = ["CompilerSupportLibraries_jll", "Libdl", "Pkg"]
Expand Down Expand Up @@ -1379,9 +1379,9 @@ version = "0.6.1"

[[Rmath_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "1660f8fefbf5ab9c67560513131d4e933012fc4b"
git-tree-sha1 = "d76185aa1f421306dec73c057aa384bad74188f0"
uuid = "f50d1b31-88e8-58de-be2c-1cc44531875f"
version = "0.2.2+0"
version = "0.2.2+1"

[[Roots]]
deps = ["Printf"]
Expand Down Expand Up @@ -1673,9 +1673,9 @@ version = "0.5.2"

[[XML2_jll]]
deps = ["Libdl", "Libiconv_jll", "Pkg", "Zlib_jll"]
git-tree-sha1 = "987c02a43fa10a491a5f0f7c46a6d3559ed6a8e2"
git-tree-sha1 = "6b2ffe6728bdba991da4fc1aa5980a53db46a23f"
uuid = "02c8fc9c-b97f-50b9-bbe4-9be30ff0a78a"
version = "2.9.9+4"
version = "2.9.9+5"

[[ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
Expand All @@ -1685,9 +1685,9 @@ version = "0.9.2"

[[Zlib_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "a2e0d558f6031002e380a90613b199e37a8565bf"
git-tree-sha1 = "622d8b6dc0c7e8029f17127703de9819134d1b71"
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
version = "1.2.11+10"
version = "1.2.11+14"

[[Zygote]]
deps = ["AbstractFFTs", "ArrayLayouts", "DiffRules", "FillArrays", "ForwardDiff", "Future", "IRTools", "InteractiveUtils", "LinearAlgebra", "MacroTools", "NNlib", "NaNMath", "Random", "Requires", "SpecialFunctions", "Statistics", "ZygoteRules"]
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1 change: 1 addition & 0 deletions source/rst/Project.toml
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Expand Up @@ -15,6 +15,7 @@ Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
DataFramesMeta = "1313f7d8-7da2-5740-9ea0-a2ca25f37964"
Dierckx = "39dd38d3-220a-591b-8e3c-4c3a8c710a94"
DiffEqJump = "c894b116-72e5-5b58-be3c-e6d8d4ac2b12"
DiffEqOperators = "9fdde737-9c7f-55bf-ade8-46b3f136cc48"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
Expectations = "2fe49d83-0758-5602-8f54-1f90ad0d522b"
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21 changes: 21 additions & 0 deletions source/rst/continuous_time/index.rst
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@@ -0,0 +1,21 @@
.. _continuous_time:

.. include:: /_static/includes/header.raw

***************************************
Modeling in Continuous Time
***************************************

This section of the course contains foundational mathematical and computational tools for working with continuous time deterministic and stochastic models.

.. only:: html

Lectures
********



.. toctree::
:maxdepth: 2

seir_model_sde
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