Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.
☆33Apr 8, 2016Updated 10 years ago
Alternatives and similar repositories for Smolyak
Users that are interested in Smolyak are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 12 years ago
- A Julia package to approximate multivariate continuous functions using Smolyak's method.☆18Mar 10, 2026Updated 4 months ago
- ☆10Jan 25, 2023Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Smolyak sparse grid interpolation sandbox☆24Jan 11, 2024Updated 2 years ago
- Solve nonlinear PDEs arising from economic models☆141Updated this week
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS☆43May 25, 2026Updated last month
- Simulated markets based on Zero-Intelligence agent☆18Jun 12, 2020Updated 6 years ago
- A collection of Dynare models☆571Mar 31, 2026Updated 3 months ago
- Routines for constructing BasisMatrices of different types (Chebyshev polynomials, B-Splines, piecewise linear, complete monomials, Smoly…☆33Jul 15, 2026Updated last week
- Gaussian processes regression models with linear inequality constraints☆16Jul 10, 2024Updated 2 years ago
- Lecture materials for the DSE2022AUS at ANU, Canberra, Australia☆20Dec 18, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ECON2125/8013 course files☆19May 27, 2015Updated 11 years ago
- Julia package for the creation of optimised Latin Hypercube Sampling Plans☆40May 16, 2023Updated 3 years ago
- Continuous state dynamic programming☆16Updated this week
- A Python API and BMI for the Dakota iterative systems analysis toolkit☆14Apr 13, 2020Updated 6 years ago
- Template for easy launch of julia in codespace☆12Apr 25, 2023Updated 3 years ago
- FOrtran RiEmann SolveErs EnviRonment☆12Mar 26, 2020Updated 6 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 6 years ago
- course website☆14Oct 1, 2020Updated 5 years ago
- ☆13Nov 20, 2015Updated 10 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A high performance C++ math library. https://bitbucket.org/blaze-lib/blaze☆10Dec 7, 2025Updated 7 months ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- ☆11Mar 31, 2015Updated 11 years ago
- website for numerical methods course☆84Feb 4, 2026Updated 5 months ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- Radial Basis Functions in Julia☆17Updated this week
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 5 years ago
- ☆52Sep 19, 2021Updated 4 years ago
- ☆15Feb 3, 2022Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Sparse Grid Discretization with the Discontinuous Galerkin Method for solving PDEs☆47Jan 25, 2020Updated 6 years ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Missing values for julia☆14Aug 22, 2020Updated 5 years ago
- Code for "New Pricing Models, Same Old Phillips Curves?" (Auclert, Rigato, Rognlie, Straub 2023)☆11Mar 24, 2023Updated 3 years ago
- Julia versions of the CompEcon routines by Miranda and Fackler.☆52Apr 13, 2022Updated 4 years ago
- Quantitative Economics☆144May 8, 2016Updated 10 years ago
- Computational Dynamics course, MSQE program☆17Apr 22, 2026Updated 2 months ago