Value Function Iteration (VFI) Toolkit for Matlab

Versión 2.0.0.0 (1,89 MB) por Robert Kirkby
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
5.0
(3)
1,3K Descargas
Actualizado 21 ago 2025
Ver licencia en GitHub
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

Citar como

Robert Kirkby (2025). Value Function Iteration (VFI) Toolkit for Matlab (https://github.com/vfitoolkit/VFIToolkit-matlab), GitHub. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2020a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
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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

Estimation/subcodes

EvaluateFnOnAgentDist

EvaluateFnOnAgentDist/FHorz

EvaluateFnOnAgentDist/FHorz/FieldExp

EvaluateFnOnAgentDist/FHorz/PType

EvaluateFnOnAgentDist/Mass

EvaluateFnOnAgentDist/PType

EvaluateFnOnAgentDist/TransPath

EvaluateFnOnAgentDist/TransPathFHorz

EvaluateFnOnAgentDist/TransPathFHorz/MultipleReveal

EvaluateFnOnAgentDist/allstats

EvaluateFnOnAgentDist/digest

EvaluateFnOnAgentDist/subcodes

HeterogeneousAgent

HeterogeneousAgent/EntryExit

HeterogeneousAgent/EvaluateGeneralEqmEqns

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/FHorz

StationaryDist/FHorz/ExpAsset

StationaryDist/FHorz/ExpAssetu

StationaryDist/FHorz/FieldExp

StationaryDist/FHorz/GridInterpLayer

StationaryDist/FHorz/PType

StationaryDist/FHorz/PType/FieldExp

StationaryDist/FHorz/ResidAsset

StationaryDist/FHorz/RiskyAsset

StationaryDist/FHorz/SemiExo

StationaryDist/FHorz/SemiExo/GridInterpLayer

StationaryDist/FHorz/TwoProbs

StationaryDist/FHorz/nProbs

StationaryDist/FHorz/uProbs

StationaryDist/InfHorz

StationaryDist/InfHorz/EntryExit

StationaryDist/InfHorz/ExpAsset

StationaryDist/InfHorz/GridInterpLayer

StationaryDist/InfHorz/QRdecomp

StationaryDist/InfHorz/TwoProbs

StationaryDist/PType

StationaryDist/TransPath

StationaryDist/TransPathFHorz

StationaryDist/TransPathFHorz/MultipleReveal

StationaryDist/With Interpolation

SubCodes

SubCodes/ExoShocks

SubCodes/GetInputNames

SubCodes/KronPolicyIndexes

SubCodes/MultiGridLayers

SubCodes/PType

SubCodes/ParameterStructure

SubCodes/SemiExoShocks

SubCodes/StateDependentParameter

SubCodes/UnKronPolicyIndexes

SubCodes/WarmGlowFn

SubCodes/rprimeFnMatrix

TransitionPaths/FHorz

TransitionPaths/FHorz/MultipleReveal

TransitionPaths/FHorz/PType

TransitionPaths/FHorz/StockVar

TransitionPaths/FHorz/subcodes

TransitionPaths/FHorz/subcodes/StationaryDistSingleStep

TransitionPaths/FHorz/subcodes/ValueFnSingleStep

TransitionPaths/FHorz/subcodes/ValueFnSingleStep/DivideConquer

TransitionPaths/InfHorz

TransitionPaths/PType

TransitionPaths/Subcodes

TransitionPaths/Subcodes/EvalFnOnAgentDist_TPath_SingleStep

TransitionPaths/Subcodes/StationaryDist_TPath_SingleStep

TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep

TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep/DivideAndConquer

TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep/DivideAndConquer/GridInterpLayer

TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep/experienceasset

TransitionPaths/Subcodes/ValueFnIter_TPath_SingleStep/experienceasset/DivideAndConquer

ValueFnFromPolicy

ValueFnIter/EndogenousExit

ValueFnIter/EndogenousExit/CreateReturnToExitFnMatrix

ValueFnIter/EndogenousExit/SemiEndogShock

ValueFnIter/FHorz

ValueFnIter/FHorz/DivideConquer

ValueFnIter/FHorz/DivideConquer/DC1

ValueFnIter/FHorz/DivideConquer/DC2B

ValueFnIter/FHorz/DivideConquer/GridInterpLayer

ValueFnIter/FHorz/DivideConquer/GridInterpLayer/DC1

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/ExpAssetSemiExo/DC1

ValueFnIter/FHorz/ExpAssetSemiExo/DC1/GridInterpLayer

ValueFnIter/FHorz/ExpAssetSemiExo/GridInterpLayer

ValueFnIter/FHorz/ExperienceAsset

ValueFnIter/FHorz/ExperienceAsset/DC1

ValueFnIter/FHorz/ExperienceAsset/DC1/GridInterpLayer

ValueFnIter/FHorz/ExperienceAsset/GridInterpLayer

ValueFnIter/FHorz/ExperienceAssetu

ValueFnIter/FHorz/ExperienceAssetu/DC1

ValueFnIter/FHorz/FieldExp

ValueFnIter/FHorz/GridInterpLayer

ValueFnIter/FHorz/OnCPU

ValueFnIter/FHorz/ResidualAsset

ValueFnIter/FHorz/RiskyAsset

ValueFnIter/FHorz/RiskyAsset/EpsteinZin

ValueFnIter/FHorz/RiskyAsset/EpsteinZinSemiExo

ValueFnIter/FHorz/RiskyAsset/Raw

ValueFnIter/FHorz/RiskyAsset/SemiExo

ValueFnIter/FHorz/SemiExo

ValueFnIter/FHorz/SemiExo/DivideAndConquer

ValueFnIter/FHorz/SemiExo/DivideAndConquer/GridInterpLayer

ValueFnIter/FHorz/SemiExo/GridInterpLayer

ValueFnIter/FHorz/SemiExo/paralleld2

ValueFnIter/FHorz/SemiExo/paralleld2/DivideAndConquer

ValueFnIter/FHorz_PType

ValueFnIter/FHorz_PType/FHorz_FieldExp_PType

ValueFnIter/InfHorz

ValueFnIter/InfHorz/CPU

ValueFnIter/InfHorz/DivideConquer

ValueFnIter/InfHorz/EndoType/Refinement

ValueFnIter/InfHorz/EndogenousVFI

ValueFnIter/InfHorz/ExoticPrefs

ValueFnIter/InfHorz/ExpAsset

ValueFnIter/InfHorz/ExpAsset/GridInterpLayer

ValueFnIter/InfHorz/GridInterpLayer

ValueFnIter/InfHorz/GridInterpLayer/GI2B

ValueFnIter/InfHorz/LowMemory

ValueFnIter/InfHorz/Refinement

ValueFnIter/InfHorz/RelativeVFI

ValueFnIter/InfHorz/SemiEndogShock

ValueFnIter/InfHorz/SeparableReturnFn

ValueFnIter/InfHorz_PType

ValueFnIter/PType

ValueFnIter/PolicyEvaluation

ValueFnIter/TransPath

ValueFnIter/TransPathFHorz

ValueFnIter/TransPathFHorz/MultipleReveal

aprimeFnMatrix

No se pueden descargar versiones que utilicen la rama predeterminada de GitHub

Versión Publicado Notas de la versión
2.0.0.0

Version 2 update was a while back in github, finally mentioning it on Mathworks :)
1.5.0.0

Breaks backward compatibility.
http://www.vfitoolkit.com/updates-blog/2020/version-1-5-of-toolkit-not-backwards-compatible/
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.
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.
1.1.0.0

Have changed the way the VFI Toolkit handles parameters. This breaks compatibility with version 1.0.

See
http://www.vfitoolkit.com/updates-blog/2015/version-1-1-of-vfi-toolkit/
1.0.0.0

improved description
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.