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: |
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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.