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quad: Import sympy only when necessary #459

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merged 4 commits into from
Dec 14, 2018
Merged

quad: Import sympy only when necessary #459

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quad: Import sympy only when necessary
rht Dec 11, 2018
d869c88
util.notebooks: Import requests only when necessary
rht Dec 11, 2018
a8e2ddc
random.utilities: Cache guvectorize
rht Dec 11, 2018
e265b25
quantecon.arma: Import scipy.signal functions only when necessary
rht Dec 12, 2018
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quantecon.arma: Import scipy.signal functions only when necessary
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@rht
rht committed Dec 12, 2018
commit e265b2541de8e827b7f20236b6f97ed087216aad
5 changes: 3 additions & 2 deletions quantecon/arma.py
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Expand Up @@ -6,7 +6,6 @@
"""
import numpy as np
from numpy import conj, pi
from scipy.signal import dimpulse, freqz, dlsim
from .util import check_random_state


Expand Down Expand Up @@ -61,7 +60,6 @@ class ARMA:
processing we desire. Corresponds with the theta values

"""

def __init__(self, phi, theta=0, sigma=1):
self._phi, self._theta = phi, theta
self.sigma = sigma
Expand Down Expand Up @@ -165,6 +163,7 @@ def impulse_response(self, impulse_length=30):
We take psi[0] as unity.

"""
from scipy.signal import dimpulse
sys = self.ma_poly, self.ar_poly, 1
times, psi = dimpulse(sys, n=impulse_length)
psi = psi[0].flatten() # Simplify return value into flat array
Expand Down Expand Up @@ -205,6 +204,7 @@ def spectral_density(self, two_pi=True, res=1200):
The frequency response

"""
from scipy.signal import freqz
w, h = freqz(self.ma_poly, self.ar_poly, worN=res, whole=two_pi)
spect = h * conj(h) * self.sigma**2

Expand Down Expand Up @@ -249,6 +249,7 @@ def simulation(self, ts_length=90, random_state=None):
A simulation of the model that corresponds to this class

"""
from scipy.signal import dlsim
random_state = check_random_state(random_state)

sys = self.ma_poly, self.ar_poly, 1
Expand Down