jstac/quant-econ — pull request #75 by davidrpugh (2014-09-01 01:47:25+00:00)
Title: Added integrators for solving IVPs.

This is a placeholder PR for discussing where in `quantecon` these additional integrators/solvers for IVPs should live. The included integrators/solvers add functionality to the `scipy.integrate.ode` class and are predominately used for teaching purposes (as theses solvers are generally slower and less accurate that the solvers included in `scipy.integrate.ode`). Having said that, I have seen examples of where these simple integrators have been used in published research.

I have currently included them as a top level module in `quantecon` but this is probably not where they belong. Although they are related to the numerical integration routines in `quantecon.quad`, they are distinct enough that I am not sure that they belong in `quantecon.quad`.

One possibility might be to mimic the structure of `scipy.integrate` and make a `quantecon.integrate` submodule and then move `quad`, `ivp`, and `integrators` there.