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FIX: point B0_idx to the zero grid point #383

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FIX: point B0_idx to the zero grid point #383

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5 changes: 3 additions & 2 deletions lectures/arellano.md
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Original file line number Diff line number Diff line change
Expand Up @@ -365,8 +365,9 @@ class ArellanoEconomy:
mc = qe.markov.tauchen(y_grid_size, ρ, η, 0, 3)
self.y_grid, self.P = np.exp(mc.state_values), mc.P

# The index at which B_grid is (close to) zero
self.B0_idx = np.searchsorted(self.B_grid, 1e-10)
# The index of the grid point closest to zero
self.B0_idx = np.argmin(np.abs(self.B_grid))
self.B_grid[self.B0_idx] = 0

# Output recieved while in default, with same shape as y_grid
self.def_y = np.minimum(def_y_param * np.mean(self.y_grid), self.y_grid)
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