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Value Function Iteration (VFI) Toolkit for Matlab

version 1.5.0.0 (559 KB) by Robert Kirkby
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

11 Downloads

Updated 12 Jul 2020

GitHub view license on 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

Cite As

Robert Kirkby (2020). Value Function Iteration (VFI) Toolkit for Matlab (https://github.com/vfitoolkit/VFIToolkit-matlab), GitHub. Retrieved .

Comments and Ratings (3)

Huong Ngoc Vu

Walacy Maciel

Yanwu Zhao

Updates

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

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories

DataEtc

DataEtc/FRED

DataEtc/IMF

Estimation

EvaluateFnOnAgentDist

EvaluateFnOnAgentDist/FHorz

EvaluateFnOnAgentDist/FHorz/AgeDepGrids

EvaluateFnOnAgentDist/Mass

EvaluateFnOnAgentDist/PType

EvaluateFnOnAgentDist/TransPath

EvaluateFnOnAgentDist/TransPathFHorz

EvaluateFnOnAgentDist/subcodes

HeterogeneousAgent

HeterogeneousAgent/EntryExit

HeterogeneousAgent/FHorz

HeterogeneousAgent/PType

Other

Other/subcodes

OtherPolicyFunctions/Fhorz

PhiaprimeFnMatrix

PolicyInd2Val

ReturnFnMatrix

SimulateTimeSeries/FHorz

SimulateTimeSeries/InfHorz

SimulateTimeSeries/TransPath

StationaryDist

StationaryDist/FHorz

StationaryDist/FHorz/AgeDependentGrids

StationaryDist/PType

StationaryDist/With Interpolation

SubCodes

SubCodes/KronPolicyIndexes

SubCodes/ParameterStructure

SubCodes/UnKronPolicyIndexes

TauchenMethod

TauchenMethod/subcodes

TransitionPaths

TransitionPaths/EntryExit

TransitionPaths/FHorz

TransitionPaths/FHorz/subcodes

TransitionPaths/Subcodes

ValueFnIter

ValueFnIter/EndogenousExit

ValueFnIter/EndogenousExit/CreateReturnToExitFnMatrix

ValueFnIter/ExoticPrefs

ValueFnIter/FHorz

ValueFnIter/FHorz/AgeDependentGrids

ValueFnIter/FHorz/Dynasty

ValueFnIter/FHorz/ExoticPrefs

ValueFnIter/FHorz/OnCPU

ValueFnIter/FHorz_PType

ValueFnIter/InfHorz

ValueFnIter/InfHorz/LowMemory

ValueFnIter/InfHorz_PType

ValueFnIter/PType

ValueFnIter/PolicyEvaluation