Value Function Iteration (VFI) Toolkit for Matlab
Version 2.0.0.0 (1,55 MB) von
Robert Kirkby
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration. Automatically parallelizes on CPUs and GPU. Includes commands for simulating time series and stationary distributions, and on evaluating moments of these.
For more information, including examples and documentation, see vfitoolkit.com
Zitieren als
Robert Kirkby (2024). Value Function Iteration (VFI) Toolkit for Matlab (https://github.com/vfitoolkit/VFIToolkit-matlab), GitHub. Abgerufen.
Kompatibilität der MATLAB-Version
Erstellt mit
R2020a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
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DataEtc
DataEtc/FRED
DataEtc/HumanDevelopmentReport
DataEtc/IMF
DiscretizationMethods/FTsubcodes
DiscretizationMethods/FTsubcodes/Core functionalities
DiscretizationMethods/FTsubcodes/Subroutines
DiscretizationMethods/OLD_TauchenRouwenhorst
DiscretizationMethods/OLD_TauchenRouwenhorst/subcodes
DiscretizationMethods/ProbabilitiesOnGrid
DiscretizationMethods/discretizeAR1_FarmerToda
DiscretizationMethods/discretizeAR1_Rouwenhorst
DiscretizationMethods/discretizeAR1_Tauchen
DiscretizationMethods/discretizeAR1_TauchenHussey
DiscretizationMethods/discretizeAR1wGM_FarmerToda
DiscretizationMethods/discretizeAR1wSV_FarmerToda
DiscretizationMethods/discretizeLifeCycleAR1_FellaGallipoliPan
DiscretizationMethods/discretizeLifeCycleAR1_FellaGallipoliPanTauchen
DiscretizationMethods/discretizeLifeCycleAR1_KFTT
DiscretizationMethods/discretizeLifeCycleAR1wGM_KFTT
DiscretizationMethods/discretizeLifeCycleVAR1_Tauchen
DiscretizationMethods/discretizeVAR1_FarmerToda
DiscretizationMethods/discretizeVAR1_Tauchen
Estimation/Calibration
Estimation/MethodOfMoments
Estimation/MomentDerivatives
Estimation/ObjectiveFn
Estimation/ParametrizeCoVarMatrix
EvaluateFnOnAgentDist
EvaluateFnOnAgentDist/FHorz
EvaluateFnOnAgentDist/FHorz/FieldExp
EvaluateFnOnAgentDist/FHorz/PType
EvaluateFnOnAgentDist/Mass
EvaluateFnOnAgentDist/PType
EvaluateFnOnAgentDist/TransPath
EvaluateFnOnAgentDist/TransPathFHorz
EvaluateFnOnAgentDist/allstats
EvaluateFnOnAgentDist/digest
EvaluateFnOnAgentDist/subcodes
HeterogeneousAgent
HeterogeneousAgent/EntryExit
HeterogeneousAgent/FHorz
HeterogeneousAgent/FHorz/PType
HeterogeneousAgent/PType
Optimization/CMAES
Other
Other/subcodes
PhiaprimeFnMatrix
PolicyInd2Val
ReturnFnMatrix
ReturnFnMatrix/DivideConquer
ReturnFnMatrix/ExperienceAsset
ReturnFnMatrix/RefineBurst
ReturnFnMatrix/ResidualAsset
SimulateTimeSeries/AggShocksFHorz
SimulateTimeSeries/FHorz
SimulateTimeSeries/FHorz/PType
SimulateTimeSeries/FHorz/Subcodes
SimulateTimeSeries/InfHorz
SimulateTimeSeries/StatsFromPanelValues
SimulateTimeSeries/TransPath
SimulateTimeSeries/TransPathFHorz
StationaryDist
StationaryDist/FHorz
StationaryDist/FHorz/ExpAsset
StationaryDist/FHorz/ExpAssetu
StationaryDist/FHorz/FieldExp
StationaryDist/FHorz/PType
StationaryDist/FHorz/PType/FieldExp
StationaryDist/FHorz/ResidAsset
StationaryDist/FHorz/RiskyAsset
StationaryDist/FHorz/SemiExo
StationaryDist/FHorz/TwoProbs
StationaryDist/FHorz/uProbs
StationaryDist/PType
StationaryDist/QRdecomp
StationaryDist/TransPath
StationaryDist/TransPathFHorz
StationaryDist/With Interpolation
SubCodes
SubCodes/GetInputNames
SubCodes/KronPolicyIndexes
SubCodes/MultiGridLayers
SubCodes/PType
SubCodes/ParameterStructure
SubCodes/SemiExoShocks
SubCodes/StateDependentParameter
SubCodes/UnKronPolicyIndexes
SubCodes/WarmGlowFn
SubCodes/rprimeFnMatrix
TransitionPaths
TransitionPaths/EndoType
TransitionPaths/EndoType/subcodes
TransitionPaths/EntryExit
TransitionPaths/ExoticPrefs
TransitionPaths/FHorz
TransitionPaths/FHorz/PType
TransitionPaths/FHorz/StockVar
TransitionPaths/FHorz/subcodes
TransitionPaths/FHorz/subcodes/StationaryDistSingleStep
TransitionPaths/FHorz/subcodes/ValueFnSingleStep
TransitionPaths/FHorz/subcodes/ValueFnSingleStep/DivideConquer
TransitionPaths/PType
TransitionPaths/Subcodes
TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep
TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep/DivideAndConquer
ValueFnFromPolicy
ValueFnIter
ValueFnIter/EndogenousExit
ValueFnIter/EndogenousExit/CreateReturnToExitFnMatrix
ValueFnIter/EndogenousExit/SemiEndogShock
ValueFnIter/ExoticPrefs
ValueFnIter/FHorz
ValueFnIter/FHorz/DivideConquer
ValueFnIter/FHorz/DivideConquer/DC1
ValueFnIter/FHorz/DivideConquer/DC2B
ValueFnIter/FHorz/Dynasty
ValueFnIter/FHorz/ExoticPrefs
ValueFnIter/FHorz/ExoticPrefs/AmbiguityAversion
ValueFnIter/FHorz/ExoticPrefs/EpsteinZin
ValueFnIter/FHorz/ExoticPrefs/GulPesendorfer
ValueFnIter/FHorz/ExoticPrefs/QuasiHyperbolic
ValueFnIter/FHorz/ExpAssetSemiExo
ValueFnIter/FHorz/ExperienceAsset
ValueFnIter/FHorz/ExperienceAssetu
ValueFnIter/FHorz/FieldExp
ValueFnIter/FHorz/OnCPU
ValueFnIter/FHorz/ResidualAsset
ValueFnIter/FHorz/RiskyAsset
ValueFnIter/FHorz/SemiExo
ValueFnIter/FHorz/SemiExo/DivideAndConquer
ValueFnIter/FHorz_PType
ValueFnIter/FHorz_PType/FHorz_FieldExp_PType
ValueFnIter/InfHorz
ValueFnIter/InfHorz/DivideConquer
ValueFnIter/InfHorz/EndoType/Refinement
ValueFnIter/InfHorz/EndogenousVFI
ValueFnIter/InfHorz/LowMemory
ValueFnIter/InfHorz/PFI
ValueFnIter/InfHorz/Refinement
ValueFnIter/InfHorz/RelativeVFI
ValueFnIter/InfHorz/SemiEndogShock
ValueFnIter/InfHorz_PType
ValueFnIter/PType
ValueFnIter/PolicyEvaluation
ValueFnIter/TransPath
ValueFnIter/TransPathFHorz
aprimeFnMatrix
Versionen, die den GitHub-Standardzweig verwenden, können nicht heruntergeladen werden
| Version | Veröffentlicht | Versionshinweise | |
|---|---|---|---|
| 2.0.0.0 | Version 2 update was a while back in github, finally mentioning it on Mathworks :) |
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| 1.5.0.0 | Breaks backward compatibility.
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| 1.4.0.0 | Now solves transition paths and entry-exit models. Some notational changes to better describe the exact problems that commands are solving. |
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| 1.2.0.0 | Now includes codes explicitly for solving heterogeneous agent models and transition paths. Slight reordering of inputs to some commands to allow better handling of internal options and making it easier to not specify options and simply use defaults. |
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| 1.1.0.0 | Have changed the way the VFI Toolkit handles parameters. This breaks compatibility with version 1.0. See
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| 1.0.0.0 | improved description |
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Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
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