Unify tauchen and rouwenhorst API

[Smit-create]

Fixes #363
#663

[coveralls]

Coverage decreased (-0.04%) to 95.275% when pulling 4bef50a on Smit-create:i-663 into 67f391e on QuantEcon:master.

[oyamad]

Maybe add a note after this?

QuantEcon.py/quantecon/markov/approximation.py

Lines 25 to 55 in e1c08e0

	.. math::
	\theta_2 =
	\begin{bmatrix}
	p & 1 - p \\
	1 - q & q \\
	\end{bmatrix}
	.. math::
	\theta_{n+1} =
	p
	\begin{bmatrix}
	\theta_n & 0 \\
	0 & 0 \\
	\end{bmatrix}
	+ (1 - p)
	\begin{bmatrix}
	0 & \theta_n \\
	0 & 0 \\
	\end{bmatrix}
	+ q
	\begin{bmatrix}
	0 & 0 \\
	\theta_n & 0 \\
	\end{bmatrix}
	+ (1 - q)
	\begin{bmatrix}
	0 & 0 \\
	0 & \theta_n \\
	\end{bmatrix}

Something like "where p = q = (1 + rho) / 2."

[oyamad]

It looks good to me!

[jstac]

Nice work @Smit-create !

This looks good to me too but please coordinate with @mmcky to make sure the lectures are suitably modified.

[Smit-create]

Thanks for the review. Once this is merged, I will quickly start fixing the lecture codes.

[jstac]

Thanks @Smit-create , that would be great. As you know, there is also https://github.com/QuantEcon/book-dp1/tree/main/source_code_py

It would be great if you could also help modify https://github.com/QuantEcon/cbc_workshops so the code there continues to work.

[Smit-create]

@jstac Sure, I'll fix that too.

[mmcky]

Thanks for the review. Once this is merged, I will quickly start fixing the lecture codes.

@Smit-create the best way to go here is to install this branch version on a PR marked do not merge and you can use that for testing. You just need to update the environment.yml file to use the branch version using git+https. I will try and set that up for you later this evening if not sure of the syntax.

[mmcky]

@Smit-create while it is difficult in this change to preserve backward compatibility, can you add a deprecation notice to the doctoring at the bottom.

[Smit-create]

Done, thanks!

[mmcky]

@Smit-create I will merge this into master but we will need lecture PR's tested prior to releasing v0.6.0