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Regimes#160

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timmens merged 22 commits intomainfrom
regimes
Jan 5, 2026
Merged

Regimes#160
timmens merged 22 commits intomainfrom
regimes

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@timmens timmens commented Oct 15, 2025 •
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Implement Regime-based models.

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This PR should not be squash-merged, but we should do a regular merge commit in order to keep the commit history.

@timmens timmens mentioned this pull request Nov 13, 2025
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@hmgaudecker hmgaudecker mentioned this pull request Dec 19, 2025
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@timmens timmens marked this pull request as ready for review December 30, 2025 10:09
@timmens timmens requested a review from hmgaudecker December 30, 2025 10:19
timmens and others added 21 commits January 4, 2026 15:08
@timmens @mj023
Split functions dictionary (#161)
c89dd36 
Co-authored-by: mj023 <[email protected]>
@timmens
Rename model to regime (#162)
3e64996
@timmens @mj023
Merge regime processing and component initialization (#163)
f61149a 
Co-authored-by: mj023 <[email protected]>
@mj023 @timmens
Re-add the model class (#164)
d136d95
@mj023 @timmens
Replace function dictionaries in InternalRegime (#165)
b9acb73 
Co-authored-by: timmens <[email protected]>
@mj023 @timmens
Support multiple regimes per model (#166)
975fe9d 
Co-authored-by: timmens <[email protected]>
@mj023 @timmens
Add new example model (#169)
167a3a6 
Co-authored-by: timmens <[email protected]>
@timmens
Update transitions interface (#182)
12c05ce
@timmens
Align regime transitions with stochastic transitions interface (#186)
bf2bb3f
@timmens
Support deterministic regime transitions (#188)
a3237c1
@timmens
Use regime_id_cls for regime_name_to_id mapping (#189)
cf2ff39
@timmens
Implement flat transitions interface for user-facing API (#190)
9a93fa1
@timmens @hmgaudecker
Add terminal regime support with active periods (#191)
b4647ef 
Co-authored-by: Hans-Martin von Gaudecker <[email protected]>
@timmens
Allow for state- and action-less regimes (#196)
decb35f
@timmens @hmgaudecker
Rename 'beta' to 'discount_factor' (#197)
1ce586f 
Co-authored-by: Hans-Martin von Gaudecker <[email protected]>
@hmgaudecker @timmens
Replace mypy by ty (#199)
a96ab22 
Co-authored-by: timmens <[email protected]>
@timmens
Implement simulation result object (#195)
51540ca
@timmens
Normalize regime transition probabilities (#200)
bca01e2
@timmens
Add to_pickle and from_pickle methods to SimulationResult object (
72225a6 
#201)
@dependabot @timmens
Bump the github-actions group with 2 updates (#202)
81961de
@timmens @hmgaudecker
Add age grid (#203)
51fb110 
Co-authored-by: Hans-Martin von Gaudecker <[email protected]>
@timmens timmens merged commit bec4130 into main Jan 5, 2026
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@timmens timmens deleted the regimes branch January 5, 2026 16:00
@hmgaudecker hmgaudecker mentioned this pull request Jan 16, 2026
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