Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS)
This code complements chapter 8 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005, and second edition 2009. ChebEval1: Evaluate a Chebyshev polynomial in one independent variable ChebEval2: Evaluate a Chebyshev polynomial with two independent variables (complete polynomial case) ChebEval3: Evaluate a Chebyshev polynomial with two independent variables (tensor product base) ChebEval4: Evaluate a Chebyshev polynomial with three independent variables (complete polynomial case) ChebCoef: Obtain Chebyshev approxiamtion from a regression QuasiNewton: Function minimization using a quasi Newton method with BFGS update and line search QNStep : Line search for QuasiNewton GradTest : computes relative gradient (used to test whether the algorithm is near a minimizer) MinStep : computes minimal step size ParTest : computes relative change of parameter (used to test whether the algorithm converged) GSearch1 : Function minimization using a genetic search algorithm CDJac : Central difference Jacobian FixvMN1 : Non-Linear Equations Solver LSolve : Used by FixvMN1 NRStep : Line search for FixvMN1 GC_Int1 : Gauss-Chebyshev quadrature of f(x) GC_Int2 : Gauss-Chebyshev quadrature of f(x,y)
|Date of creation:||06 Jan 2005|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 442, St. Louis, MO 63166|
Web page: http://dge.repec.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:139. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)
If references are entirely missing, you can add them using this form.