HARK
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econ-ark
Heterogenous Agents Resources & toolKit
This PR introduces a new module, `stage`, which contains the implementation of a class representing a general Bellman-form stage. This stage can be solved using a generic value iteration algorithm....
Just came across some functions that I think could be really useful for us. `approx_fprime(xk, f[, epsilon])` | Finite difference approximation of the derivatives of a scalar or vector-valued function....
@wdu9 pointed out that macro people might think that the `compute_steady_state` will generate the general equilibrium in which savings generate a capital stock and labor supply such that the marginal...
A general algorithm for fast upper envelope scan (FUES) EGM is here: https://github.com/akshayshanker/FUES_EGM It would make sense to integrate this algorithm as an option to HARK. (Since the algorithm is...
The current implementation of CRRA utility and its derived methods give positive utility for negative consumption:  While negative consumption cases are normally excluded by constraints in other parts of...
Building on #1039, this PR is (yet another) attempt to fix #1022. This PR focuses only on lifecycle models, where AgentType.cycles == 1. It currently has PerfectForesight models working. It...
fixes #949 - New `ContinuousDistribution` class - `approx` method on this class calls a method `pmf_X` (should be renamed...) which is overridden by subclasses - DiscreteDistributions created with `approx` link...
Compute mNrmStE for the PortfolioConsumerType See discussion here: https://github.com/sbenthall/SHARKFin/issues/205#issuecomment-1496453774 I'm curious how this can be done in an extensible way. Is mNrmStE another kind of 'condition'? I gather not quite,...
@MridulS points out that many new modules in HARK do not have corresponding RTD pages. This may be because, though there are inline documentation strings, we have not been requiring...
We've had a number of discussions and frustrations with managing dependencies. I came across [renovatebot](https://www.mend.io/renovate/) which helps keep dependencies updated automatically. There's also different dependency managers which we could take...