I want a pure library function tauchen(n: int, rho: float, sigma: float, mu: float = 0.0, n std: int = 3)…
I want a pure library function tauchen(n: int, rho: float, sigma: float, mu: float = 0.0, n std: int = 3)…: a task in MiMo-V2.6-RL-oss: Agentic RL Environments (MiMo RL release). I want a pure library function tauchen(n: int, rho: float, sigma: float, mu: float = 0.0, n std: int = 3) - MarkovChain…
The task
I want a pure library function tauchen(n: int, rho: float, sigma: float, mu: float = 0.0, n_std: int = 3) -> MarkovChain that discretizes the Gaussian AR(1) process y_t = mu + rho y_{t-1} + epsilon_t with Tauchen's method. It should return a MarkovChain whose P is an n x n…
Part of XiaomiMiMo/MiMo-V2.6-RL-oss.