EconForge / SmolyakLinks
Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.
☆32Updated 9 years ago
Alternatives and similar repositories for Smolyak
Users that are interested in Smolyak are comparing it to the libraries listed below
Sorting:
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆73Updated last month
- Solve Aiyagari Model in Continuous Time☆28Updated 6 years ago
- Economic modeling in Julia☆58Updated 4 months ago
- ☆24Updated 7 years ago
- Julia versions of the CompEcon routines by Miranda and Fackler.☆49Updated 3 years ago
- TikTak: A multistart global optimization algorithm☆39Updated last year
- Empirical Finance Course (PhD, Julia code)☆36Updated 6 months ago
- Replications and Explorations Made using the ARK☆22Updated last month
- ☆103Updated 5 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆86Updated 7 months ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated last year
- ☆25Updated 6 years ago
- ☆25Updated last month
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Routines for constructing BasisMatrices of different types (Chebyshev polynomials, B-Splines, piecewise linear, complete monomials, Smoly…☆32Updated 3 years ago
- Vector autoregressive model in Julia☆36Updated 2 years ago
- Julia version of https://github.com/fediskhakov/dcegm☆21Updated 2 months ago
- Library for solving consumption-saving models☆22Updated 8 months ago
- Reiter Julia code☆19Updated 8 years ago
- A Julia package to approximate multivariate continuous functions using Smolyak's method.☆18Updated 7 months ago
- GPU + OpenCL Value Function Iteration for Macro Models☆18Updated 6 years ago
- Simulated Method of Moments for Julia☆81Updated last month
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 7 months ago
- Solve non-linear HJB equations.☆132Updated 8 months ago
- Computational macro exercises from 2nd year☆11Updated 6 years ago
- ☆46Updated last year
- Multistart optimization methods in Julia.☆69Updated 2 months ago
- julia implementation of Smooth Local Projections (SLP)☆12Updated 11 months ago
- A Julia package for solving heterogenous-agent economic models using reinforcement learning☆18Updated 2 years ago
- Build custom model types for estimation.☆12Updated last month