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12 changes: 7 additions & 5 deletions AGENTS.md
Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,9 @@ automation. Python 3.14+ is required.
- `PiecewiseLogSpacedGrid`: Piecewise logarithmically spaced grid with breakpoints.
- `AgeGrid`: Lifecycle age grid (start, stop, step or exact_values)
- `@categorical(ordered=...)`: Decorator factory for creating categorical classes with
auto-assigned integer codes. Requires explicit `ordered=True` or `ordered=False`.
auto-assigned `ScalarInt` (0-d `jnp.int32`) codes. Requires explicit `ordered=True` or
`ordered=False`. Every field must be annotated as `ScalarInt` (from `lcm.typing`) —
other annotations raise `CategoricalDefinitionError` at decoration time.
- **ShockGrids** (in `src/lcm/shocks/`): `Rouwenhorst`, `Tauchen`, `Normal`, `Uniform`.
These have intrinsic transitions — do NOT accept entries in `state_transitions`.
Import as modules (`import lcm.shocks.iid`) and use qualified access
Expand Down Expand Up @@ -189,8 +191,8 @@ from lcm import AgeGrid, categorical

@categorical(ordered=False)
class RegimeId:
working: int
retired: int
working: ScalarInt
retired: ScalarInt


Model(
Expand All @@ -210,8 +212,8 @@ Model(
- Must have at least one terminal regime and one non-terminal regime
- `regime_id_class` must be a dataclass with fields matching regime names (use
`@categorical`)
- Field values must be consecutive integers starting from 0 (auto-assigned by
`@categorical`)
- Field values are consecutive `ScalarInt` (0-d `jnp.int32`) scalars starting from 0,
auto-assigned by `@categorical`

### Core Methods

Expand Down
2 changes: 1 addition & 1 deletion benchmarks/bench_aca_baseline.py
Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,7 @@ def _build() -> tuple[object, object, object]:
n_subjects=_N_SUBJECTS,
pref_type_grid=DiscreteGrid(BenchmarkPrefType),
)
_, model_params = get_benchmark_params(model=model)
_, _, model_params = get_benchmark_params(model=model)
initial_conditions = get_benchmark_initial_conditions(
model=model, n_subjects=_N_SUBJECTS, seed=0
)
Expand Down
4 changes: 2 additions & 2 deletions docs/explanations/beta_delta.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -114,8 +114,8 @@
"source": [
"@categorical(ordered=False)\n",
"class RegimeId:\n",
" working: int\n",
" dead: int\n",
" working: ScalarInt\n",
" dead: ScalarInt\n",
"\n",
"\n",
"def utility(consumption: ContinuousAction) -> FloatND:\n",
Expand Down
69 changes: 1 addition & 68 deletions docs/explanations/function_representation.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -55,74 +55,7 @@
"id": "3",
"metadata": {},
"outputs": [],
"source": [
"import jax.numpy as jnp\n",
"import plotly.graph_objects as go\n",
"\n",
"from lcm import AgeGrid, LinSpacedGrid, Model, Regime, categorical\n",
"from lcm.typing import ContinuousAction, ContinuousState, FloatND\n",
"\n",
"blue, orange, green = \"#4C78A8\", \"#F58518\", \"#54A24B\"\n",
"\n",
"\n",
"def utility(consumption: ContinuousAction, risk_aversion: float) -> FloatND:\n",
" return consumption ** (1 - risk_aversion) / (1 - risk_aversion)\n",
"\n",
"\n",
"def next_wealth(\n",
" wealth: ContinuousState,\n",
" consumption: ContinuousAction,\n",
" interest_rate: float,\n",
") -> ContinuousState:\n",
" return (1 + interest_rate) * (wealth - consumption)\n",
"\n",
"\n",
"def borrowing_constraint(\n",
" consumption: ContinuousAction, wealth: ContinuousState\n",
") -> FloatND:\n",
" return consumption <= wealth\n",
"\n",
"\n",
"@categorical(ordered=False)\n",
"class RegimeId:\n",
" working_life: int\n",
" retirement: int\n",
"\n",
"\n",
"retirement_regime = Regime(\n",
" transition=None,\n",
" functions={\"utility\": utility},\n",
" constraints={\"borrowing_constraint\": borrowing_constraint},\n",
" actions={\"consumption\": LinSpacedGrid(start=1, stop=400, n_points=50)},\n",
" states={\"wealth\": LinSpacedGrid(start=1, stop=400, n_points=10)},\n",
")\n",
"\n",
"working_life_regime = Regime(\n",
" transition=lambda: RegimeId.retirement,\n",
" functions={\"utility\": utility},\n",
" constraints={\"borrowing_constraint\": borrowing_constraint},\n",
" actions={\"consumption\": LinSpacedGrid(start=1, stop=400, n_points=50)},\n",
" states={\n",
" \"wealth\": LinSpacedGrid(start=1, stop=400, n_points=10),\n",
" },\n",
" state_transitions={\n",
" \"wealth\": next_wealth,\n",
" },\n",
")\n",
"\n",
"model = Model(\n",
" description=\"Minimal consumption-savings model\",\n",
" ages=AgeGrid(start=25, stop=65, step=\"20Y\"),\n",
" regimes={\"working_life\": working_life_regime, \"retirement\": retirement_regime},\n",
" regime_id_class=RegimeId,\n",
")\n",
"\n",
"params = {\n",
" \"discount_factor\": 0.95,\n",
" \"risk_aversion\": 1.5,\n",
" \"interest_rate\": 0.04,\n",
"}"
]
"source": "import jax.numpy as jnp\nimport plotly.graph_objects as go\n\nfrom lcm import AgeGrid, LinSpacedGrid, Model, Regime, categorical\nfrom lcm.typing import ContinuousAction, ContinuousState, FloatND, ScalarInt\n\nblue, orange, green = \"#4C78A8\", \"#F58518\", \"#54A24B\"\n\n\ndef utility(consumption: ContinuousAction, risk_aversion: float) -> FloatND:\n return consumption ** (1 - risk_aversion) / (1 - risk_aversion)\n\n\ndef next_wealth(\n wealth: ContinuousState,\n consumption: ContinuousAction,\n interest_rate: float,\n) -> ContinuousState:\n return (1 + interest_rate) * (wealth - consumption)\n\n\ndef borrowing_constraint(\n consumption: ContinuousAction, wealth: ContinuousState\n) -> FloatND:\n return consumption <= wealth\n\n\n@categorical(ordered=False)\nclass RegimeId:\n working_life: ScalarInt\n retirement: ScalarInt\n\n\nretirement_regime = Regime(\n transition=None,\n functions={\"utility\": utility},\n constraints={\"borrowing_constraint\": borrowing_constraint},\n actions={\"consumption\": LinSpacedGrid(start=1, stop=400, n_points=50)},\n states={\"wealth\": LinSpacedGrid(start=1, stop=400, n_points=10)},\n)\n\nworking_life_regime = Regime(\n transition=lambda: RegimeId.retirement,\n functions={\"utility\": utility},\n constraints={\"borrowing_constraint\": borrowing_constraint},\n actions={\"consumption\": LinSpacedGrid(start=1, stop=400, n_points=50)},\n states={\n \"wealth\": LinSpacedGrid(start=1, stop=400, n_points=10),\n },\n state_transitions={\n \"wealth\": next_wealth,\n },\n)\n\nmodel = Model(\n description=\"Minimal consumption-savings model\",\n ages=AgeGrid(start=25, stop=65, step=\"20Y\"),\n regimes={\"working_life\": working_life_regime, \"retirement\": retirement_regime},\n regime_id_class=RegimeId,\n)\n\nparams = {\n \"discount_factor\": 0.95,\n \"risk_aversion\": 1.5,\n \"interest_rate\": 0.04,\n}"
},
{
"cell_type": "markdown",
Expand Down
21 changes: 13 additions & 8 deletions docs/user_guide/defining_models.md
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ from lcm import Model
model = Model(
regimes=regimes, # dict mapping names to Regime instances
ages=ages, # AgeGrid defining the lifecycle timeline
regime_id_class=RegimeId, # @categorical dataclass mapping names to int indices
regime_id_class=RegimeId, # @categorical dataclass mapping names to ScalarInt indices
enable_jit=True, # controls JAX compilation (default: True)
fixed_params={}, # optional params baked in at init time
description="", # optional description string
Expand All @@ -32,18 +32,22 @@ decorator to create it:

```python
from lcm import categorical
from lcm.typing import ScalarInt


@categorical(ordered=False)
class RegimeId:
retired: int
working: int
retired: ScalarInt
working: ScalarInt
```

Rules:

- Fields must be annotated as `ScalarInt` — the 0-d `jnp.int32` scalar pylcm produces
for category codes. Other annotations raise `CategoricalDefinitionError` at decoration
time.
- Fields must match the keys of the `regimes` dict exactly (sorted alphabetically).
- Values are auto-assigned as consecutive integers starting from 0.
- Values are auto-assigned as consecutive `jnp.int32` scalars starting from 0.
- Use `RegimeId.working` (class attribute access) to reference regime IDs in transition
functions.

Expand Down Expand Up @@ -116,18 +120,19 @@ Use `model.get_params_template()` to get a mutable copy of the parameter templat
```python
import jax.numpy as jnp
from lcm import AgeGrid, DiscreteGrid, LinSpacedGrid, Model, Regime, categorical
from lcm.typing import ScalarInt


@categorical(ordered=False)
class RegimeId:
retired: int
working: int
retired: ScalarInt
working: ScalarInt


@categorical(ordered=True)
class LaborSupply:
do_not_work: int
work: int
do_not_work: ScalarInt
work: ScalarInt


def next_wealth(wealth, consumption, interest_rate):
Expand Down
5 changes: 3 additions & 2 deletions docs/user_guide/grids.md
Original file line number Diff line number Diff line change
Expand Up @@ -43,12 +43,13 @@ categories:

```python
from lcm import DiscreteGrid, categorical
from lcm.typing import ScalarInt


@categorical(ordered=True)
class LaborSupply:
do_not_work: int
work: int
do_not_work: ScalarInt
work: ScalarInt


actions = {"labor_supply": DiscreteGrid(LaborSupply)}
Expand Down
8 changes: 4 additions & 4 deletions docs/user_guide/tiny_example.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -117,14 +117,14 @@
"source": [
"@categorical(ordered=True)\n",
"class LaborSupply:\n",
" do_not_work: int\n",
" work: int\n",
" do_not_work: ScalarInt\n",
" work: ScalarInt\n",
"\n",
"\n",
"@categorical(ordered=False)\n",
"class RegimeId:\n",
" working_life: int\n",
" retirement: int"
" working_life: ScalarInt\n",
" retirement: ScalarInt"
]
},
{
Expand Down
8 changes: 4 additions & 4 deletions docs/user_guide/transitions.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -52,8 +52,8 @@
"source": [
"@categorical(ordered=False)\n",
"class RegimeId:\n",
" working_life: int\n",
" retirement: int\n",
" working_life: ScalarInt\n",
" retirement: ScalarInt\n",
"\n",
"\n",
"def next_regime(age: float, retirement_age: float) -> ScalarInt:\n",
Expand Down Expand Up @@ -84,8 +84,8 @@
"source": [
"@categorical(ordered=False)\n",
"class RegimeIdMortality:\n",
" alive: int\n",
" dead: int\n",
" alive: ScalarInt\n",
" dead: ScalarInt\n",
"\n",
"\n",
"def survival_transition(survival_prob: float) -> FloatND:\n",
Expand Down
8 changes: 4 additions & 4 deletions pixi.lock

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 1 addition & 1 deletion pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -98,7 +98,7 @@ tests-cuda13 = { features = [ "tests", "cuda13" ], solve-group = "cuda13" }
tests-metal = { features = [ "tests", "metal" ], solve-group = "metal" }
type-checking = { features = [ "type-checking", "tests" ], solve-group = "default" }
[tool.pixi.feature.benchmarks.pypi-dependencies]
aca-model = { git = "https://github.com/OpenSourceEconomics/aca-model.git", rev = "9ac20430f499a8b1cdb056af85bc2a26e850bad2" }
aca-model = { git = "https://github.com/OpenSourceEconomics/aca-model.git", rev = "b807b286175e00f8a721f039f4afd657bbb10e2f" }
[tool.pixi.feature.cuda12]
platforms = [ "linux-64" ]
system-requirements = { cuda = "12" }
Expand Down
2 changes: 2 additions & 0 deletions src/lcm/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,7 @@
)
from lcm.regime import MarkovTransition, Regime
from lcm.simulation.result import SimulationResult
from lcm.utils.containers import invert_regime_ids
from lcm.utils.error_handling import validate_transition_probs

# Register MappingProxyType as a JAX pytree so it can be used in JIT-traced functions.
Expand Down Expand Up @@ -80,6 +81,7 @@
"SolveSnapshot",
"__version__",
"categorical",
"invert_regime_ids",
"load_snapshot",
"load_solution",
"save_solution",
Expand Down
10 changes: 10 additions & 0 deletions src/lcm/exceptions.py
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,16 @@ class GridInitializationError(PyLCMError):
"""Raised when there is an error in the grid initialization."""


class CategoricalDefinitionError(PyLCMError):
"""Raised when an `@categorical`-decorated class fails the contract.

`@categorical` requires every field to be annotated as `ScalarInt`
(the 0-d `jnp.int32` scalar pylcm produces for category codes).
Violations are caught at decoration time, before any grid, regime,
or derived-categorical mapping is built.
"""


class FunctionDispatchError(PyLCMError):
"""Raised when there is an error during the function dispatch."""

Expand Down
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