├── CHANGES.txt ├── LICENSE.txt ├── README.md ├── _config.yml ├── _toc.yml ├── about.md ├── compecon ├── __init__.py ├── basis.py ├── basisChebyshev.py ├── basisLinear.py ├── basisSpline.py ├── ce_util.py ├── chebyc.py ├── ddpmodel.py ├── demos │ ├── __init__.py │ ├── dem01_basis.py │ ├── demapp00.py │ ├── demapp01.py │ ├── demapp02.py │ ├── demapp03.py │ ├── demapp04.py │ ├── demapp05.py │ ├── demapp06.py │ ├── demapp07.py │ ├── demapp08.py │ ├── demapp09.py │ ├── demapp10.py │ ├── demddp01.py │ ├── demddp02.py │ ├── demddp03.py │ ├── demddp04.py │ ├── demddp05.py │ ├── demddp06.py │ ├── demddp07.py │ ├── demddp08.py │ ├── demddp09.py │ ├── demddp10.py │ ├── demddp11.py │ ├── demdif02.py │ ├── demdp01.py │ ├── demdp01a.py │ ├── demdp01b.py │ ├── demdp02.py │ ├── demdp03.py │ ├── demdp04.py │ ├── demdp05.py │ ├── demdp06.py │ ├── demdp07.py │ ├── demdp08.py │ ├── demdp09.py │ ├── demdp10.py │ ├── demdp11.py │ ├── demdp12.py │ ├── demintro01.py │ ├── demintro02.py │ ├── demlin01.py │ ├── demlin02.py │ ├── demlin03.py │ ├── demmath01.py │ ├── demmath02.py │ ├── demmath06.py │ ├── demopt01.py │ ├── demopt04.py │ ├── demopt05.py │ ├── demopt06.py │ ├── demopt07.py │ ├── demopt08.py │ ├── demqua01.py │ ├── demqua01bis.py │ ├── demqua03.py │ ├── demqua04.py │ ├── demqua06.py │ ├── demqua07.py │ ├── demqua08.py │ ├── demqua10.py │ ├── demslv01.py │ ├── demslv02.py │ ├── demslv03.py │ ├── demslv04.py │ ├── demslv05.py │ ├── demslv05bis.py │ ├── demslv06.py │ ├── demslv07.py │ ├── demslv08.py │ ├── demslv09.py │ ├── demslv10.py │ ├── demslv12.py │ ├── demslv14.py │ ├── setup.py │ └── slv.py ├── dpmodel.py ├── interpolator.py ├── lcpstep.py ├── linear.py ├── lqmodel.py ├── nonlinear.py ├── numbaclass.py ├── ocmodel.py ├── ode.py ├── optimize.py ├── quad.py ├── quadrature.py ├── smolyak.py └── tools.py ├── docs └── source │ ├── basis.rst │ ├── basisChebyshev.rst │ ├── basisSpline.rst │ ├── conf.py │ ├── dpmodel.rst │ └── quad.rst ├── environment.yml ├── figures ├── MirandaFackler-book-cover.jpg ├── portada.jpg ├── r2-logo-icon.png └── r2-logo.png ├── index.md ├── notebooks ├── .gitignore ├── Contents.ipynb ├── app │ ├── .gitignore │ ├── 00 Approximation using CompEcon toolbox.ipynb │ ├── 01 Approximating function on R.ipynb │ ├── 02 Approximating functions on R2.ipynb │ ├── 03 Basis functions and standard nodes for major approximation schemes.ipynb │ ├── 04 Approximating Runge's function.ipynb │ ├── 05 Chebychev polynomial and spline approximantion of various functions.ipynb │ ├── 06 Chebychev and cubic spline derivative approximation errors.ipynb │ ├── 07 Solve Cournot oligopoly model via collocation.ipynb │ ├── 08 Compute function inverse via collocation.ipynb │ ├── 09 Linear spline approximation.ipynb │ ├── 10 Monopolist's Effective Supply Function.ipynb │ └── chapter07.md ├── ddp │ ├── .gitignore │ ├── 01 Mine management model.ipynb │ ├── 02 Asset replacement model.ipynb │ ├── 03 Asset replacement model with maintenance.ipynb │ └── chapter08.md ├── dif │ ├── 02 Demonstrates accuracy of one- and two-sided finite-difference derivatives.ipynb │ ├── 05 Finite-Difference Jacobians and Hessians.ipynb │ └── chapter06.md ├── doc │ ├── 01 Deterministic Optimal Consumption-Investment Model.ipynb │ ├── 02 Deterministic Optimal Economic Growth Model.ipynb │ ├── 03 Deterministic Nonrenewable Resource Model.ipynb │ ├── 04 Deterministic Renewable Resource Model.ipynb │ ├── 05 Deterministic Production Adjustment Model.ipynb │ └── chapter13.md ├── dp │ ├── .gitignore │ ├── 01 Timber Harvesting Model - Cubic Spline Approximation.ipynb │ ├── 01a Timber Harvesting -- 2 nodes.ipynb │ ├── 01b Timber Harvesting -- cubic spline.ipynb │ ├── 02 Asset Replacement Model.ipynb │ ├── 03 Industry Entry-Exit Model.ipynb │ ├── 04 Job Search Model.ipynb │ ├── 05 America Put Option Pricing Model.ipynb │ ├── 06 Deterministic Optimal Economic Growth Model.ipynb │ ├── 07 Stochastic Optimal Economic Growth Model.ipynb │ ├── 08 Public Renewable Resource Model.ipynb │ ├── 09 Private Non-Renewable Resource Model.ipynb │ ├── 10 Water Resource Management Model.ipynb │ ├── 11 Monetary Policy Model.ipynb │ ├── 12 Production Management Model.ipynb │ ├── 18 Linear-Quadratic Model.ipynb │ ├── chapter09.md │ ├── examdp01.ipynb │ └── examdp02.ipynb ├── interacting.md ├── intro │ ├── 01 Inverse Demand Problem.ipynb │ ├── 02 Rational Expectations Agricultural Market Model.ipynb │ └── chapter01.md ├── lin │ ├── 01 Solving linear equations by different methods.ipynb │ ├── 02 Ill-conditioning of Vandermonde matrix.ipynb │ ├── 03 Sparse linear equations.ipynb │ └── chapter03.md ├── math │ ├── .gitignore │ ├── 01 Taylor Approximations.ipynb │ ├── 02 Computing Function Inner Products, Norms, and Metrics.ipynb │ ├── 03 Major Distribution CDFs and PDFs.ipynb │ └── chapter02.md ├── ode │ ├── 01 Stability of Linear Homogeneous ODEs.ipynb │ ├── 02 Generic IVP Nonlinear ODE Example.ipynb │ ├── 03 Initial Value Non-Homogeneous Linear ODE Example.ipynb │ ├── 04 Non-IVP Non-Homogeneous Linear ODE Example.ipynb │ ├── 05 Commodity Storage Model.ipynb │ └── chapter12.md ├── old notebooks │ ├── .gitignore │ ├── Untitled.ipynb │ ├── dem01_basis.ipynb │ ├── dem03_interpolator.ipynb │ ├── demapp00.ipynb │ ├── demapp02.ipynb │ ├── demapp04.ipynb │ ├── demapp07.ipynb │ ├── demapp08.ipynb │ ├── demdp06.ipynb │ ├── demintro01.ipynb │ ├── demintro02.ipynb │ ├── demlin01.ipynb │ ├── demlin02.ipynb │ ├── demlin03.ipynb │ ├── demmath06.ipynb │ └── interpolating_vector.ipynb ├── opt │ ├── 04 Maximization of banana function by various methods.ipynb │ ├── 05 Optimization with qnewton.ipynb │ ├── 06 KKT conditions for constrained optimization problems.ipynb │ ├── 08 Constrained optimization using scipy.ipynb │ ├── 50 Poisson MLE.ipynb │ └── chapter05.md ├── qua │ ├── 01 Equidistributed sequences on unit square in R2.ipynb │ ├── 01bis Computing integral with quasi-Monte Carlo methods.ipynb │ ├── 03 Area under 1-D and 2-D curves, various methods.ipynb │ ├── 04 Area under normal pdf using Simpson's rule.ipynb │ ├── 06 Area under a curve.ipynb │ ├── 07 Illustrates integration using Trapezoidal rule.ipynb │ ├── 08 Illustrates integration using Simpson's rule.ipynb │ ├── 10 Monte Carlo Simulation of Time Series.ipynb │ ├── 20 Computing integral with quasi-Monte Carlo methods.ipynb │ ├── 50 Change in consumer surplus.ipynb │ └── chapter06.md ├── slv │ ├── .gitignore │ ├── 01 Compute root of f(x)=exp(-x)-1.ipynb │ ├── 02 Compute root of Rosencrantz function.ipynb │ ├── 03 Compute fixedpoint of f(x) = sqrt(x).ipynb │ ├── 04 Compute fixedpoint of f(x1,x2)= [x1 2+x2 3; x1 x2 - 0.5].ipynb │ ├── 05 Cournot equilibrium model.ipynb │ ├── 06 Illustrates function iteration, Newton, and secant methods.ipynb │ ├── 07 Linear complementarity problem methods.ipynb │ ├── 08 Nonlinear complementarity problem methods.ipynb │ ├── 09 Hard nonlinear complementarity problem with Billup's function.ipynb │ ├── 10 Illustrates linear complementarity problem.ipynb │ 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/index.md: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /notebooks/.gitignore: -------------------------------------------------------------------------------- 1 | /.ipynb_checkpoints/ 2 | -------------------------------------------------------------------------------- /notebooks/Contents.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/Contents.ipynb -------------------------------------------------------------------------------- /notebooks/app/.gitignore: -------------------------------------------------------------------------------- 1 | /.ipynb_checkpoints/ 2 | -------------------------------------------------------------------------------- /notebooks/app/00 Approximation using CompEcon toolbox.ipynb: 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for major approximation schemes.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/03 Basis functions and standard nodes for major approximation schemes.ipynb -------------------------------------------------------------------------------- /notebooks/app/04 Approximating Runge's function.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/04 Approximating Runge's function.ipynb -------------------------------------------------------------------------------- /notebooks/app/05 Chebychev polynomial and spline approximantion of various functions.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/05 Chebychev polynomial and spline approximantion of various functions.ipynb -------------------------------------------------------------------------------- /notebooks/app/06 Chebychev and cubic spline derivative approximation errors.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/06 Chebychev and cubic spline derivative approximation errors.ipynb -------------------------------------------------------------------------------- /notebooks/app/07 Solve Cournot oligopoly model via collocation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/07 Solve Cournot oligopoly model via collocation.ipynb -------------------------------------------------------------------------------- /notebooks/app/08 Compute function inverse via collocation.ipynb: -------------------------------------------------------------------------------- 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https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/app/chapter07.md -------------------------------------------------------------------------------- /notebooks/ddp/.gitignore: -------------------------------------------------------------------------------- 1 | /.ipynb_checkpoints/ 2 | -------------------------------------------------------------------------------- /notebooks/ddp/01 Mine management model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/ddp/01 Mine management model.ipynb -------------------------------------------------------------------------------- /notebooks/ddp/02 Asset replacement model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/ddp/02 Asset replacement model.ipynb 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of one- and two-sided finite-difference derivatives.ipynb -------------------------------------------------------------------------------- /notebooks/dif/05 Finite-Difference Jacobians and Hessians.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/dif/05 Finite-Difference Jacobians and Hessians.ipynb -------------------------------------------------------------------------------- /notebooks/dif/chapter06.md: -------------------------------------------------------------------------------- 1 | # Numerical Differentiation 2 | -------------------------------------------------------------------------------- /notebooks/doc/01 Deterministic Optimal Consumption-Investment Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/doc/01 Deterministic Optimal Consumption-Investment Model.ipynb -------------------------------------------------------------------------------- /notebooks/doc/02 Deterministic Optimal Economic Growth Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/doc/02 Deterministic Optimal Economic Growth Model.ipynb -------------------------------------------------------------------------------- /notebooks/doc/03 Deterministic Nonrenewable Resource Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/doc/03 Deterministic Nonrenewable Resource Model.ipynb -------------------------------------------------------------------------------- /notebooks/doc/04 Deterministic Renewable Resource Model.ipynb: -------------------------------------------------------------------------------- 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Management Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/dp/10 Water Resource Management Model.ipynb -------------------------------------------------------------------------------- /notebooks/dp/11 Monetary Policy Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/dp/11 Monetary Policy Model.ipynb -------------------------------------------------------------------------------- /notebooks/dp/12 Production Management Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/dp/12 Production Management Model.ipynb -------------------------------------------------------------------------------- /notebooks/dp/18 Linear-Quadratic Model.ipynb: 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Approximations.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/math/01 Taylor Approximations.ipynb -------------------------------------------------------------------------------- /notebooks/math/02 Computing Function Inner Products, Norms, and Metrics.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/math/02 Computing Function Inner Products, Norms, and Metrics.ipynb -------------------------------------------------------------------------------- /notebooks/math/03 Major Distribution CDFs and PDFs.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/math/03 Major Distribution CDFs and PDFs.ipynb 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/notebooks/ode/03 Initial Value Non-Homogeneous Linear ODE Example.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/ode/03 Initial Value Non-Homogeneous Linear ODE Example.ipynb -------------------------------------------------------------------------------- /notebooks/ode/04 Non-IVP Non-Homogeneous Linear ODE Example.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/ode/04 Non-IVP Non-Homogeneous Linear ODE Example.ipynb -------------------------------------------------------------------------------- /notebooks/ode/05 Commodity Storage Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/ode/05 Commodity Storage Model.ipynb 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square in R2.ipynb -------------------------------------------------------------------------------- /notebooks/qua/01bis Computing integral with quasi-Monte Carlo methods.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/qua/01bis Computing integral with quasi-Monte Carlo methods.ipynb -------------------------------------------------------------------------------- /notebooks/qua/03 Area under 1-D and 2-D curves, various methods.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/qua/03 Area under 1-D and 2-D curves, various methods.ipynb -------------------------------------------------------------------------------- /notebooks/qua/04 Area under normal pdf using Simpson's rule.ipynb: -------------------------------------------------------------------------------- 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complementarity problem.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/slv/13 Simple nonlinear complementarity problem.ipynb -------------------------------------------------------------------------------- /notebooks/slv/14 Spacial Equilibrium Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/slv/14 Spacial Equilibrium Model.ipynb -------------------------------------------------------------------------------- /notebooks/slv/15 Newton and Broyden paths.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/randall-romero/CompEcon/HEAD/notebooks/slv/15 Newton and Broyden paths.ipynb -------------------------------------------------------------------------------- /notebooks/slv/chapter04.md: 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