Allow for a pre-built grid in LinearFast
#1388
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #1388 +/- ##
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- Coverage 71.69% 71.68% -0.01%
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Files 84 84
Lines 13939 13941 +2
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+ Hits 9993 9994 +1
- Misses 3946 3947 +1 ☔ View full report in Codecov by Sentry. |
Mv77
changed the title
LinearFast
|
This is a useful change. However, currently |
alanlujan91
approved these changes
Feb 26, 2024
¯_(ツ)_/¯ |
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The
CGridconstructor of the econforge interpolation library can take a substantial time if you build many interpolators.This PR allows you to pass a pre-constructed
CGridobject toLinearFast.This can save a lot of time in instances where you are building many interpolators over the same grid. For example, if you have consumption functions for many Markov states that are defined over the same asset grid. (cc: @wdu9 ?)