[hansen_singleton_1983.md] Update np.random → Generator API#974
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Chihiro2000GitHub wants to merge 1 commit into
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[hansen_singleton_1983.md] Update np.random → Generator API#974Chihiro2000GitHub wants to merge 1 commit into
Chihiro2000GitHub wants to merge 1 commit into
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📖 Netlify Preview Ready!Preview URL: https://pr-974--sunny-cactus-210e3e.netlify.app Commit: 📚 Changed LecturesBuild Info
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Summary
This PR migrates legacy NumPy random API usage in
hansen_singleton_1983.mdas part of QuantEcon/meta#299.The only legacy usage was inside
simulate_restricted_var, which relied on the global random state vianp.random.seedandnp.random.multivariate_normal. This is now replaced with a localnp.random.default_rnggenerator, consistent with the other simulation functions in the lecture (starting_valuesandsimulate_multi_asset_nominal_returns) that already use the Generator API.Details
if seed is not None: np.random.seed(seed)with a localrng = np.random.default_rng(seed).np.random.multivariate_normal(...)withrng.multivariate_normal(...).rngis defined locally insidesimulate_restricted_var, so the function remains self-contained.seed=0default is preserved, so simulation output is unchanged.@jit/@njit/@jitclass/parallel/prange) cases in this file.Note:
np.random.default_rng(None)reproduces the original "do not seed" behaviour whenseed is None, so the previousif seed is not Noneguard was dropped without changing semantics.Hi @mmcky and @HumphreyYang, I'd be grateful if you could take a look when you have time.