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Add inv and derivativeinv to some utility functions #225

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@cc7768 cc7768 commented Oct 16, 2018

Adds methods for u^{-1} and du^{-1} for utility functions where it can be computed by hand.

I have some tests that make sure u(u^{-1}) returns what we expect (also have them for du(du^{-1})), but it wouldn't hurt to have someone glance at the equations to make sure I didn't do anything stupid.

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codecov-io commented Oct 16, 2018

Codecov Report

Merging #225 into master will increase coverage by 0.04%.
The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #225      +/-   ##
==========================================
+ Coverage   95.85%   95.89%   +0.04%     
==========================================
  Files          25       25              
  Lines        1061     1073      +12     
==========================================
+ Hits         1017     1029      +12     
  Misses         44       44
Impacted Files Coverage Δ
src/modeltools/utility.jl 95.83% <100%> (+1.38%) ⬆️
src/kalman.jl 100% <0%> (ø) ⬆️

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sglyon commented Oct 16, 2018

General comment -- I think we should consider edge cases in both the implementation and the testing.

For example, what happens at derivativeinv(u::CRRAUtility, x) at x=0?

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3 participants