[var_dmd, svd_intro, measurement_models] Correct math, add exercises by jstac · Pull Request #1055 · QuantEcon/lecture-python.myst

jstac · 2026-09-12T21:10:56Z

Revisions by @thomassargent30 to var_dmd.md, svd_intro.md and measurement_models.md, plus new bib entries (branch tom_sept, see Tom's email "tom_sept branch(es)"). Tom notes that the live versions of the DMD and VAR material contained substantive mathematical errors that this PR corrects.

`var_dmd.md`

Reframe DMD as a rank-$r$ VAR (principal components regression).
Replace the incorrect identity $A = \Phi \Lambda \Phi^+$ with the exact modal representation $A = \Phi \Lambda \Psi$, $\Psi = (W \Lambda)^{-1} U_r^\top$.
Add a state-space form, long-run responses, a simulated example, and three exercises.
Cite the published Sargent–Selvakumar–Yang (IER 2026) paper.

`svd_intro.md`

Fix the "not not" typo and several errors: four-subspaces code mislabeled $V^\top$, the Eckart–Young statement, reduced-SVD identities, PCA score dimensions and indices, and the polar decomposition.
Fix DecomAnalysis for tall matrices and use it.
Add two exercises bridging to var_dmd.

`measurement_models.md`

Use the innovation covariance $\Sigma_\eta$ (not the unconditional $R$) in the quasi-differenced Kalman filter.
Fix the bracket in the consumption rule and the shock timing.
Add an ordering-free Granger causality check, note the exact identity in filtered data, and add three exercises.

Other

_static/quant-econ.bib: 49 lines of new references.

Note: the branch is one commit behind main; should merge cleanly but CI will confirm.

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https://claude.ai/code/session_01UZWhdWQnrKdbgHbyvX4UYs

var_dmd: reframe DMD as a rank-r VAR (principal components regression); replace the incorrect identity A = Phi Lambda Phi^+ with the exact modal representation A = Phi Lambda Psi, Psi = (W Lambda)^{-1} U_r^T; add a state-space form, long-run responses, a simulated example, and three exercises. Cite the published Sargent-Selvakumar-Yang (IER 2026) paper. svd_intro: fix the "not not" typo and other errors (four-subspaces code mislabeled V^T, Eckart-Young statement, reduced-SVD identities, PCA score dimensions and indices, polar decomposition); fix DecomAnalysis for tall matrices and use it; add two exercises bridging to var_dmd. measurement_models: use the innovation covariance Sigma_eta (not the unconditional R) in the quasi-differenced Kalman filter; fix the bracket in the consumption rule and shock timing; add an ordering-free Granger causality check, note the exact identity in filtered data, and add three exercises. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>

github-actions · 2026-09-12T21:27:17Z

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…ntouts, docstring timing, heading case - measurement_models: print V2 eigenvalues in scientific notation so the tiny second eigenvalue and the third (= ε) are visible, as the text claims - measurement_models: relabel the Friedman step in the meas_ex1 solution as the second claim; align steady_state_kalman docstring with the w_t timing convention - svd_intro: sentence-case section headings per the style manual - var_dmd: i.i.d. -> IID - quant-econ.bib: add trailing newline Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>

mmcky · 2026-10-22T00:35:39Z

\translate-resync

Re-running the zh-cn sync of var_dmd, svd_intro and measurement_models: the run for this PR failed on Bad credentials before translating and filed nothing. None of the three lectures has changed on main since this merge, and each zh-cn translation sits at its pre-PR English. The bibliography has moved on since, so the resulting PR's quant-econ.bib will be repaired by hand. Tracked in QuantEcon/lecture-python.zh-cn#298.

…tions' fence-line text (#407) (#408) * sync: route a changed title or intro by emptiness (#362) Update mode needs old English, new English and the current translation, and translateSectionUpdate treats an empty string as missing. So a source PR that added an intro to a lecture, or removed one, failed the whole file ("Update mode requires oldEnglish, newEnglish, and currentTranslation"), and every later sync of that lecture ran against a stale target. The title and intro branches of processSectionBased now go through one helper, translateChangedPreamblePart, which routes as #362 specifies: - new English empty -> written empty, no Claude call - old English or current translation empty -> mode 'new' on the new English - otherwise -> mode 'update', as before The rebase-cache fast paths are unchanged. Three tests: intro added (new mode), intro removed (no call, the stale translation is gone), an ordinary intro edit (still update). The first two fail on main. Field cases: hoist_failure and ge_arrow (intro added) and, on 2026-10-22, var_dmd (intro removed; QuantEcon/lecture-python.myst#1095). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * parity: body admonitions take translatable fence-line text (#407) In ```{note} Text... MyST renders the text after the directive name as the opening of the admonition's body, so it is prose and is translated. The guard compared it byte for byte as a structural argument and refused every correct translation of such a file. note, warning, tip, important, hint, caution, attention, danger, error and seealso join FLEXIBLE_ARG_DIRECTIVES: the argument must be present on both sides or absent on both, and its text may differ. Two tests: the field case passes, and a note that drops its fence-line text still fails (presence must match). Field case: lecture-python.myst measurement_models, refused by the resync of QuantEcon/lecture-python.myst#1055 on 2026-10-22 (QuantEcon/lecture-python.myst#1095) and by four translate init -f attempts the same day. It is the only such fence in that repository. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * build: rebuild dist-action; CHANGELOG for #362 and #407 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>

mmcky · 2026-10-22T03:36:22Z

\translate-resync zh-cn

Re-running the zh-cn sync at action-translation v0.30.0, which carries the two fixes the first resync lacked: var_dmd's removed intro (QuantEcon/action-translation#362) and the text on measurement_models's {note} fence line (QuantEcon/action-translation#407). svd_intro was delivered by QuantEcon/lecture-python.zh-cn#303, so it will be dropped from the new sync PR by hand. None of the three lectures has changed on main since this PR merged.

mmcky · 2026-10-22T03:45:00Z

✅ Translation sync completed (zh-cn)

Target repo: QuantEcon/lecture-python.zh-cn
Translation PR: QuantEcon/lecture-python.zh-cn#304
Files synced (3):

lectures/measurement_models.md
lectures/svd_intro.md
lectures/var_dmd.md

The resync of QuantEcon/lecture-python.myst#1055 regenerates all three of its lectures, but svd_intro.md was delivered by #303 from the same English. Applying #1055's changes again altered 9 lines of a translation that was already current, so svd_intro.md and its state file go back to main's versions. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

The resync translated the rewritten sections of QuantEcon/lecture-python.myst#1055 afresh, so the conventions Songyi Wang and Humphrey Yang set in their 2025 review of this lecture did not survive. Restored, text only (structure unchanged: 992 lines, 16 headings, 28 directives, 88 math lines, 12 code cells, 2 links): - pseudo-inverse is 广义逆矩阵 and Moore-Penrose is 穆尔-彭罗斯 (7 lines), with the reviewers' Baidu Baike link and their note on the choice; - the case labels are 短胖型情况 and 高瘦型情况, and tall-skinny is 高瘦型; - reduced SVD is 简化 (the resync wrote 约化); - a dimension before 矩阵 takes 的: `$m \times n$ 的矩阵` (18 places). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

… math, add exercises (#304) * Update translation: lectures/measurement_models.md * Update translation: .translate/state/measurement_models.md.yml * Update translation: lectures/svd_intro.md * Update translation: .translate/state/svd_intro.md.yml * Update translation: lectures/var_dmd.md * Update translation: .translate/state/var_dmd.md.yml * Update translation: lectures/_static/quant-econ.bib * Drop svd_intro from this resync: #303 already delivered it The resync of QuantEcon/lecture-python.myst#1055 regenerates all three of its lectures, but svd_intro.md was delivered by #303 from the same English. Applying #1055's changes again altered 9 lines of a translation that was already current, so svd_intro.md and its state file go back to main's versions. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * var_dmd: restore the 2025 reviewers' conventions lost in the resync The resync translated the rewritten sections of QuantEcon/lecture-python.myst#1055 afresh, so the conventions Songyi Wang and Humphrey Yang set in their 2025 review of this lecture did not survive. Restored, text only (structure unchanged: 992 lines, 16 headings, 28 directives, 88 math lines, 12 code cells, 2 links): - pseudo-inverse is 广义逆矩阵 and Moore-Penrose is 穆尔-彭罗斯 (7 lines), with the reviewers' Baidu Baike link and their note on the choice; - the case labels are 短胖型情况 and 高瘦型情况, and tall-skinny is 高瘦型; - reduced SVD is 简化 (the resync wrote 约化); - a dimension before 矩阵 takes 的: `$m \times n$ 的矩阵` (18 places). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>

… published (#413) The log 2026-10-22-forward-language-codes covers: - the zh-cn delivery of QuantEcon/lecture-python.myst#1055 and its human-edit review; - #348, landed by PR #412; - the four forward lectures that needed no forward run; - the sir_model repair (QuantEcon/lecture-python.zh-cn#305); - the publish and its live-site checks; - the updates to #349, #280 and #295. STATE.md: the release paragraph's next step is done, so Malayalam's state-file backfill and sync-scope wiring now lead. Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>

jstac and others added 2 commits September 15, 2026 18:08

Merge branch 'main' into tom_sept

1b5598d

jstac merged commit 63880c0 into main Sep 15, 2026
2 checks passed

jstac deleted the tom_sept branch September 15, 2026 09:53

mmcky mentioned this pull request Oct 18, 2026

Recover the nine lectures behind the English by state-sha, then merge #286, #294 and #296 QuantEcon/lecture-python.zh-cn#298

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This was referenced Oct 22, 2026

chore: release v0.30.0 QuantEcon/action-translation#410

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dev: log + STATE.md — the open PRs merged, v0.30.0 released QuantEcon/action-translation#411

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mmcky mentioned this pull request Oct 22, 2026

🌐 [translation-sync] [var_dmd, svd_intro, measurement_models] Correct math, add exercises QuantEcon/lecture-python.zh-cn#304

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mmcky mentioned this pull request Oct 22, 2026

zh-cn glossary: rule on 广义逆矩阵 or 伪逆, and 短胖型 or 矮胖, then pin the SVD terms QuantEcon/action-translation#414

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[var_dmd, svd_intro, measurement_models] Correct math, add exercises - #1055

[var_dmd, svd_intro, measurement_models] Correct math, add exercises#1055
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jstac commented Sep 12, 2026

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measurement_models.md

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