QuantEcon/QuantEcon.jl — pull request #26 by ZacCranko (2014-11-26 05:06:00+00:00)
Title: Add gth support to mc_compute_stationary

This pull request adds support for the GTH solution method that @oyamad wrote to ``mc_compute_stationary``.

We now have a new, optional, parameter for the ``mc_compute_stationary`` function, with fairly self explanatory settings:
* `mc_compute_stationary(mc::MarkovChain, method=:gth)`
* `mc_compute_stationary(mc::MarkovChain, method=:lu)`
* `mc_compute_stationary(mc::MarkovChain, method=:eigen)`

If no method is specified, `mc_compute_stationary(mc::MarkovChain)` uses GTH by default, as this is the most numerically stable.