A Python Implementation of CompEcon
A Python Implementation of CompEcon
About this book
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Demos
Introduction
Inverse Demand Problem
Rational Expectations Agricultural Market Model
Mathematics Review
Taylor Approximations
Computing Function Inner Products, Norms & Metrics
Major Distribution CDFs and PDFs
Linear Equations
Solving linear equations by different methods
Ill-conditioning of Vandermonde matrix
Sparse linear equations
Nonlinear Equations
Compute root of
\(f(x)=\exp(-x)-1\)
Compute root of Rosencrantz function
Compute fixedpoint of
\(f(x) = x^{0.5}\)
Compute fixedpoint of
\(f(x, y)= [x^2 + y^3; xy - 0.5]\)
Cournot Equilibrium Model
Illustrates function iteration, Newton, and secant methods
Linear complementarity problem methods
Nonlinear complementarity problem methods
Hard nonlinear complementarity problem with Billup’s function
Illustrates linear complementarity problem
Convergence rates for different NLP methods
Simple nonlinear complementarity problem
Spacial Equilibrium Model
Set Initial Value and Max Iterations
Finite-Dimensional Optimization
Maximization of banana function by various methods
Optimization with qnewton
KKT conditions for constrained optimization problems
Constrained optimization using scipy
Quadrature
Computing integral with quasi-Monte Carlo methods
Equidistributed sequences on unit square in
\(R^2\)
Area under 1-D and 2-D curves, various methods
Area under normal pdf using Simpson’s rule
Area under a curve
Illustrates integration using Trapezoidal rule
Illustrates integration using Simpson’s rule
Monte Carlo Simulation of Time Series
Computing integral with quasi-Monte Carlo methods
Change in Consumer Surplus
Numerical Differentiation
Demonstrates accuracy of one- and two-sided finite-difference derivatives
Finite-Difference Jacobians and Hessians
Function Approximation
Approximating using the CompEcon toolbox
Approximating functions on
\(R\)
Approximating functions on
\(R^2\)
Basis functions and standard nodes for major approximation schemes
Approximating Runge’s function
Chebychev polynomial and spline approximantion of various functions
Chebychev and cubic spline derivative approximation errors
Solve Cournot oligopoly model via collocation
Compute function inverse via collocation
Linear Spline Approximation
Monopolist’s Effective Supply Function
Discrete Time Discrete State Dynamic Programming
Mine management model
Asset replacement model
Asset replacement model with maintenance
Discrete Time Continuous State Dynamic Programming
Timber Harvesting – using 2 nodes
Timber Harvesting – using cubic splines
Timber Harvesting Model - Cubic Spline Approximation
Asset Replacement Model
Industry Entry-Exit Model
Job Search Model
American Put Option Pricing Model
Deterministic Optimal Economic Growth Model
Stochastic Optimal Economic Growth Model
Public Renewable Resource Model
Private Non-Renewable Resource Model
Water Resource Management Model
Monetary Policy Model
Linear-Quadratic Model
Ordinary Differential Equations
Stability of Linear Homogeneous ODEs
Generic IVP Nonlinear ODE Example
Initial Value Non-Homogeneous Linear ODE Example
Non-IVP Non-Homogeneous Linear ODE Example
Continuous Time Deterministic Optimal Control
Deterministic Optimal Consumption-Investment Model
Deterministic Optimal Economic Growth Model
Deterministic Nonrenewable Resource Model
Deterministic Renewable Resource Model
Deterministic Production Adjustment Model
Continuous Time Stochastic Optimal Control
Ito Processes
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Nonlinear Equations
Nonlinear Equations
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Sparse linear equations
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Compute root of
\(f(x)=\exp(-x)-1\)
