dcegm
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Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).
Collect examples here of cases, where user functions contradict themself or the model: - [ ] Create warning if there are possible negative resources in valid states - [ ]...
We need to test for model which have highly period dependent state spaces. Our tests so far don't capture that
Currently, the creation of large state spaces is very slow. To-Do: - [ ] Separate ```create_state_space``` from ```get_solve_function``` so that the state space can be created outside of ```jax```. E.g....
So far we hard-code some parameters in the fast upper envelope. The number of final grid points is also used on several other places for the final shape of the...
Have several check on options. There are only limited keys allowed, otherwise there should be an error. We can also use the inspect state space function to print out the...
Make solve function as well as inspect state space function easy to import, i.e. from dcegm import solve
- [ ] Support namedtuples - [ ] Find new names for mandatory params - [ ] Find a neat way to supply them
- [ ] Find another place for `quadrature_points_stochastic` - [ ] Use dictionary with names for shocks. - [ ] Make an interface for shock draws