|
14 | 14 | "The following lists show all the demo files that are available in the MATLAB version of CompEcon, by Mario Miranda and Paul Fackler. Some of these demos have been ported to Python; for them a hyperlink to the correspoding Jupyter notebook is provided.\n",
|
15 | 15 | "\n",
|
16 | 16 | "_Randall Romero-Aguilar_\n",
|
17 |
| - "April 2016" |
| 17 | + "\n", |
| 18 | + "April 2016\n", |
| 19 | + "\n", |
| 20 | + "Last updated: April 24, 2018" |
18 | 21 | ]
|
19 | 22 | },
|
20 | 23 | {
|
21 | 24 | "cell_type": "markdown",
|
22 | 25 | "metadata": {},
|
23 | 26 | "source": [
|
24 | 27 | "## Introduction\n",
|
25 |
| - " * demintro01 -- Inverse Demand Problem\n", |
| 28 | + " * demintro01 -- [Inverse Demand Problem](<intro/01 Inverse Demand Problem.ipynb>)\n", |
26 | 29 | " * demintro02 -- Rational Expectations Agricultural Market Model"
|
27 | 30 | ]
|
28 | 31 | },
|
|
32 | 35 | "source": [
|
33 | 36 | "## Mathematics Review\n",
|
34 | 37 | " * demmath01 -- [Taylor Approximations](<math/01 Taylor Approximations.ipynb>)\n",
|
35 |
| - " * dem math02 -- Computing Function Inner Products, Norms & Metrics\n", |
36 |
| - " * dem math03 -- Continuous Distribution CDFs and PDFs\n", |
37 |
| - " * dem math04 -- Standard Copulas\n", |
38 |
| - " * dem math05 -- Illustrates Implicit Function Theorem\n", |
39 |
| - " * dem math06 -- Simulate Simple Markov Chain\n", |
40 |
| - " * dem math07 -- Operations with Markov Chains" |
| 38 | + " * demmath02 -- [Computing Function Inner Products, Norms & Metrics](<math/02 Computing Function Inner Products, Norms, and Metrics.ipynb>)\n", |
| 39 | + " * demmath03 -- [Continuous Distribution CDFs and PDFs](<math/03 Major Distribution CDFs and PDFs.ipynb>)\n", |
| 40 | + " * demmath04 -- Standard Copulas\n", |
| 41 | + " * demmath05 -- Illustrates Implicit Function Theorem\n", |
| 42 | + " * demmath06 -- Simulate Simple Markov Chain\n", |
| 43 | + " * demmath07 -- Operations with Markov Chains" |
41 | 44 | ]
|
42 | 45 | },
|
43 | 46 | {
|
44 | 47 | "cell_type": "markdown",
|
45 | 48 | "metadata": {},
|
46 | 49 | "source": [
|
47 | 50 | "## Linear Equations\n",
|
48 |
| - " * dem lin01 -- Solving Linear Equations by Different Methods\n", |
49 |
| - " * dem lin02 -- Ill-Conditioning of Vandermonde Matrix\n", |
50 |
| - " * dem lin03 -- Sparse Linear Equations" |
| 51 | + " * demlin01 -- Solving Linear Equations by Different Methods\n", |
| 52 | + " * demlin02 -- Ill-Conditioning of Vandermonde Matrix\n", |
| 53 | + " * demlin03 -- Sparse Linear Equations" |
51 | 54 | ]
|
52 | 55 | },
|
53 | 56 | {
|
54 | 57 | "cell_type": "markdown",
|
55 | 58 | "metadata": {},
|
56 | 59 | "source": [
|
57 | 60 | "## Nonlinear Equations\n",
|
58 |
| - " * demslv01 -- [Compute Root of f(x)=exp(-x)-1](<slv/01 Compute root of f(x)=exp(-x)-1.ipynb>)\n", |
| 61 | + " * demslv01 -- [Compute Root of f(x)=exp(-x)-1](<slv/01 Compute root of f%28x%29=exp%28-x%29-1.ipynb>)\n", |
59 | 62 | " * demslv02 -- [Compute Root of Rosencrantz Function](<slv/02 Compute root of Rosencrantz function.ipynb>)\n",
|
60 |
| - " * demslv03 -- [Compute Fixedpoint of f(x) = x^0.5](<slv/03 Compute fixedpoint of f(x) = sqrt(x).ipynb>)\n", |
61 |
| - " * demslv04 -- [Compute Fixedpoint of f(x1,x2)= x1^2+x2^3;x1*x2-0.5](<slv/04 Compute fixedpoint of f(x1,x2)= [x1 2+x2 3; x1 x2 - 0.5].ipynb>)\n", |
| 63 | + " * demslv03 -- [Compute Fixedpoint of f(x) = x^0.5](<slv/03 Compute fixedpoint of f%28x%29 = sqrt%28x%29.ipynb>)\n", |
| 64 | + " * demslv04 -- [Compute Fixedpoint of f(x1,x2)= x1^2+x2^3;x1*x2-0.5](<slv/04 Compute fixedpoint of f%28x1,x2%29= [x1 2+x2 3; x1 x2 - 0.5].ipynb>)\n", |
62 | 65 | " * demslv05 -- [Illustrates Newton and Broyden Paths](<slv/05 Cournot equilibrium model.ipynb>)\n",
|
63 |
| - " * demslv06 -- Illustrates Nonlinear Equation Methods\n", |
| 66 | + " * demslv06 -- [Illustrates Function Iteration, Newton, and Secand Methods](<slv/06 Illustrates function iteration, Newton, and secant methods.ipynb>)\n", |
64 | 67 | " * demslv07 -- [Linear Complementarity Problem Methods](<slv/07 Linear complementarity problem methods.ipynb>)\n",
|
65 | 68 | " * demslv08 -- [Nonlinear Complementarity Problem Methods](<slv/08 Nonlinear complementarity problem methods.ipynb>)\n",
|
66 | 69 | " * demslv09 -- [Hard Nonlinear Complementarity Problem with Billup's Function](<slv/09 Hard nonlinear complementarity problem with Billup's function.ipynb>)\n",
|
67 |
| - " * demslv10 -- Illustrates Linear Complementarity Problem\n", |
| 70 | + " * demslv10 -- [Illustrates Linear Complementarity Problem](<slv/10 Illustrates linear complementarity problem.ipynb>)\n", |
68 | 71 | " * demslv11 -- Nonlinear Complementarity Problem Methods\n",
|
69 | 72 | " * demslv12 -- [Convergence Rates for Nonlinear Equation Methods](<slv/12 Convergence rates for nonlinear equation methods.ipynb>)\n",
|
70 | 73 | " * demslv13 -- [Simple Nonlinear Complementarity Problem](<slv/13 Simple nonlinear complementarity problem.ipynb>)\n",
|
71 |
| - " * demslv14 -- Spatial Equilibrium Model" |
| 74 | + " * demslv14 -- [Spatial Equilibrium Model](<slv/14 Spacial Equilibrium Model.ipynb>)" |
72 | 75 | ]
|
73 | 76 | },
|
74 | 77 | {
|
75 | 78 | "cell_type": "markdown",
|
76 | 79 | "metadata": {},
|
77 | 80 | "source": [
|
78 | 81 | "## Finite-Dimensional Optimization\n",
|
79 |
| - " * dem opt01 -- Maximization via Golden Search\n", |
80 |
| - " * dem opt02 -- Changes in Nelder-Mead Simplex\n", |
81 |
| - " * dem opt03 -- Nelder-Mead Simplex Method\n", |
82 |
| - " * dem opt04 -- Maximization of Banana Function, Various Methods\n", |
83 |
| - " * dem opt05 -- Optimization with qnewton\n", |
84 |
| - " * dem opt06 -- KKT Conditions for Constrained Optimization Problems\n", |
85 |
| - " * dem opt07 -- Bound Constrained Optimization via Sequential LCP\n", |
86 |
| - " * dem opt08 -- Constrained Optimization with nlpsolve" |
| 82 | + " * demopt01 -- Maximization via Golden Search\n", |
| 83 | + " * demopt02 -- Changes in Nelder-Mead Simplex\n", |
| 84 | + " * demopt03 -- Nelder-Mead Simplex Method\n", |
| 85 | + " * demopt04 -- [Maximization of Banana Function, Various Methods](<opt/04 Maximization of banana function by various methods.ipynb>)\n", |
| 86 | + " * demopt05 -- [Optimization with qnewton](<opt/05 Optimization with qnewton.ipynb>)\n", |
| 87 | + " * demopt06 -- [KKT Conditions for Constrained Optimization Problems](<opt/06 KKT conditions for constrained optimization problems.ipynb>)\n", |
| 88 | + " * demopt07 -- Bound Constrained Optimization via Sequential LCP\n", |
| 89 | + " * demopt08 -- [Constrained Optimization with nlpsolve](<opt/08 Constrained optimization using scipy.ipynb>)" |
87 | 90 | ]
|
88 | 91 | },
|
89 | 92 | {
|
90 | 93 | "cell_type": "markdown",
|
91 | 94 | "metadata": {},
|
92 | 95 | "source": [
|
93 | 96 | "## Quadrature\n",
|
94 |
| - " * dem qua01 -- Equidistributed Sequences on Unit Square in R^2\n", |
95 |
| - " * dem qua02 -- Compute Expectation of Function of Random Normal Vector\n", |
96 |
| - " * dem qua03 -- Area under 1-D and 2-D Curves, Various Methods\n", |
97 |
| - " * dem qua04 -- Area under Normal PDF Using Simpson's Rule\n", |
98 |
| - " * dem qua05 -- Willingness to Pay, Expected Utility Model\n", |
99 |
| - " * dem qua06 -- Area under a Curve\n", |
100 |
| - " * dem qua07 -- Integration Using Trapezoidal Rule\n", |
101 |
| - " * dem qua08 -- Integration Using Simpson's Rule\n", |
102 |
| - " * dem qua09 -- Chebychev and Legendre Quadrature Nodes and Weights\n", |
103 |
| - " * dem qua10 -- Monte Carlo Simulation of Time Series" |
| 97 | + " * demqua01 -- [Equidistributed Sequences on Unit Square in R^2](<qua/01 Equidistributed sequences on unit square in R2.ipynb>)\n", |
| 98 | + " * demqua01bis -- [Computing Integral with quasi-Monte Carlo methods](<qua/01bis Computing integral with quasi-Monte Carlo methods.ipynb>) \n", |
| 99 | + " * demqua02 -- Compute Expectation of Function of Random Normal Vector\n", |
| 100 | + " * demqua03 -- [Area under 1-D and 2-D Curves, Various Methods](<qua/03 Area under 1-D and 2-D curves, various methods.ipynb>)\n", |
| 101 | + " * demqua04 -- [Area under Normal PDF Using Simpson's Rule](<qua/04 Area under normal pdf using Simpson's rule.ipynb>)\n", |
| 102 | + " * demqua05 -- Willingness to Pay, Expected Utility Model\n", |
| 103 | + " * demqua06 -- [Area under a Curve](<qua/06 Area under a curve.ipynb>)\n", |
| 104 | + " * demqua07 -- [Integration Using Trapezoidal Rule](<qua/07 Illustrates integration using Trapezoidal rule.ipynb>)\n", |
| 105 | + " * demqua08 -- [Integration Using Simpson's Rule](<qua/08 Illustrates integration using Simpson's rule.ipynb>)\n", |
| 106 | + " * demqua09 -- Chebychev and Legendre Quadrature Nodes and Weights\n", |
| 107 | + " * demqua10 -- [Monte Carlo Simulation of Time Series](<qua/10 Monte Carlo Simulation of Time Series.ipynb>)" |
104 | 108 | ]
|
105 | 109 | },
|
106 | 110 | {
|
107 | 111 | "cell_type": "markdown",
|
108 | 112 | "metadata": {},
|
109 | 113 | "source": [
|
110 | 114 | "## Numerical Differentiation\n",
|
111 |
| - " * dem dif01 -- Finite Difference Hessian Evaluation\n", |
112 |
| - " * dem dif02 -- Error in Finite Difference Differentiation\n", |
113 |
| - " * dem dif03 -- Demonstrates fdjac and checkjac\n", |
114 |
| - " * dem dif04 -- Demonstrates fdhess" |
| 115 | + " * demdif01 -- Finite Difference Hessian Evaluation\n", |
| 116 | + " * demdif02 -- Error in Finite Difference Differentiation\n", |
| 117 | + " * demdif03 -- Demonstrates fdjac and checkjac\n", |
| 118 | + " * demdif04 -- Demonstrates fdhess\n", |
| 119 | + " * demdif02 -- [Demonstrates accuracy of one- and two-sided-difference derivatives](<dif/02 Demonstrates accuracy of one- and two-sided finite-difference derivatives.ipynb>)" |
115 | 120 | ]
|
116 | 121 | },
|
117 | 122 | {
|
|
122 | 127 | " * demapp00 -- [Approximating using CompEcon toolbox](<app/00 Approximation using CompEcon toolbox.ipynb>)\n",
|
123 | 128 | " * demapp01 -- [Approximating Functions on R](<app/01 Approximating function on R.ipynb>)\n",
|
124 | 129 | " * demapp02 -- [Approximating Functions on R^2](<app/02 Approximating functions on R2.ipynb>)\n",
|
125 |
| - " * demapp03 -- Basis Functions and Standard Nodes for Major Approximation Schemes\n", |
| 130 | + " * demapp03 -- [Basis Functions and Standard Nodes for Major Approximation Schemes](<03 Basis functions and standard nodes for major approximation schemes.ipynb>)\n", |
126 | 131 | " * demapp04 -- [Uniform-Node and Chebychev-Node Polynomial Approximation of Runge's Function](<app/04 Approximating Runge's function.ipynb>)\n",
|
127 | 132 | " * demapp05 -- [Chebychev Polynomial and Spline Approximation of Various Functions](<app/05 Chebychev polynomial and spline approximantion of various functions.ipynb>)\n",
|
| 133 | + " * demapp06 -- [Chebyshev and Cubic Spline Derivative Approximation Errors](<app/06 Chebychev and cubic spline derivative approximation errors.ipynb>)\n", |
128 | 134 | " * demapp07 -- [Solve Cournot Oligopoly Model via Collocation](<app/07 Solve Cournot oligopoly model via collocation.ipynb>)\n",
|
129 | 135 | " * demapp08 -- [Compute Function Inverse via Collocation](<app/08 Compute function inverse via collocation.ipynb>)\n",
|
130 | 136 | " * demapp09 -- [Linear Spline Approximation](<app/09 Linear spline approximation.ipynb>)\n",
|
|
139 | 145 | " * demddp01 -- [Mine Management Model](<ddp/01 Mine management model.ipynb>)\n",
|
140 | 146 | " * demddp02 -- [Asset Replacement Model](<ddp/02 Asset replacement model.ipynb>)\n",
|
141 | 147 | " * demddp03 -- [Asset Replacement Model With Maintenance](<ddp/03 Asset replacement model with maintenance.ipynb>)\n",
|
142 |
| - " * dem ddp04 -- Binomial American Put Option Model\n", |
143 |
| - " * dem ddp05 -- Water Management Model\n", |
144 |
| - " * dem ddp06 -- Bioeconomic Model\n", |
145 |
| - " * dem ddp07 -- Renewable Resource Model\n", |
146 |
| - " * dem ddp08 -- Job Search Model\n", |
147 |
| - " * dem ddp09 -- Deterministic Cow Replacement Model\n", |
148 |
| - " * dem ddp10 -- Stochastic Cow Replacement Model\n", |
149 |
| - " * dem ddp11 -- Stochastic Optimal Growth Model" |
| 148 | + " * demddp04 -- Binomial American Put Option Model\n", |
| 149 | + " * demddp05 -- Water Management Model\n", |
| 150 | + " * demddp06 -- Bioeconomic Model\n", |
| 151 | + " * demddp07 -- Renewable Resource Model\n", |
| 152 | + " * demddp08 -- Job Search Model\n", |
| 153 | + " * demddp09 -- Deterministic Cow Replacement Model\n", |
| 154 | + " * demddp10 -- Stochastic Cow Replacement Model\n", |
| 155 | + " * demddp11 -- Stochastic Optimal Growth Model" |
150 | 156 | ]
|
151 | 157 | },
|
152 | 158 | {
|
153 | 159 | "cell_type": "markdown",
|
154 | 160 | "metadata": {},
|
155 | 161 | "source": [
|
156 | 162 | "## Discrete Time Continuous State Dynamic Programming\n",
|
157 |
| - " * demdp01 -- [Timber Harvesting](<dp/01 Timber Harvesting Model - Cubic Spline Approximation.ipynb>)\n", |
| 163 | + " * demdp01 -- [Timber Harvesting Model](<dp/01 Timber Harvesting Model - Cubic Spline Approximation.ipynb>)\n", |
| 164 | + " * demdp01a -- [Timber Harvesting -- 2 nodes](<dp/01a Timber Harvesting -- 2 nodes.ipynb>)\n", |
| 165 | + " * demdp01b -- [Timber Harvesting -- cubic spline](<dp/01b Timber Harvesting -- cubic spline.ipynb>)\n", |
158 | 166 | " * demdp02 -- [Asset Replacement](<dp/02 Asset Replacement Model.ipynb>)\n",
|
159 | 167 | " * demdp03 -- [Industry Entry-Exit](<dp/03 Industry Entry-Exit Model.ipynb>)\n",
|
160 | 168 | " * demdp04 -- [Job Search](<dp/04 Job Search Model.ipynb>)\n",
|
161 | 169 | " * demdp05 -- [American Put Option Pricing](<dp/05 America Put Option Pricing Model.ipynb>)\n",
|
162 | 170 | " * demdp06 -- [Ramsey Economic Growth Model](<dp/06 Deterministic Optimal Economic Growth Model.ipynb>)\n",
|
163 |
| - " * dem dp07 -- Stochastic Economic Growth\n", |
164 |
| - " * dem dp08 -- Public Renewable Management\n", |
165 |
| - " * dem dp09 -- Private Non-Renewable Resource Management\n", |
166 |
| - " * dem dp10 -- Water Resource Management\n", |
| 171 | + " * demdp07 -- [Stochastic Economic Growth](<dp/07 Stochastic Optimal Economic Growth Model.ipynb>)\n", |
| 172 | + " * demdp08 -- [Public Renewable Management](<dp/08 Public Renewable Resource Model.ipynb>)\n", |
| 173 | + " * demdp09 -- [Private Non-Renewable Resource Management](<dp/09 Private Non-Renewable Resource Model.ipynb>)\n", |
| 174 | + " * demdp10 -- [Water Resource Management](<dp/10 Water Resource Management Model.ipynb>)\n", |
167 | 175 | " * demdp11 -- [Monetary Policy](<dp/11 Monetary Policy Model.ipynb>)\n",
|
168 |
| - " * dem dp12 -- Production Management\n", |
169 |
| - " * dem dp13 -- Inventory Management\n", |
170 |
| - " * dem dp14 -- Livestock Feeding (Euler Conditions)\n", |
171 |
| - " * dem dp15 -- Saving with Transactions Costs\n", |
172 |
| - " * dem dp16 -- Linear-Quadratic Problem\n", |
173 |
| - " * dem dp17 -- Miscellaneous Lecture Note Figures\n", |
174 |
| - " * dem dp18 -- Credit With Technology Adopttopm\n", |
175 |
| - " * dem dp19 -- Credit with Strategic Default (Broyden)\n", |
176 |
| - " * dem dp20 -- Lifecycle Consumption-Savings\n", |
177 |
| - " * dem dp21 -- Savings and Insurance Model\n", |
178 |
| - " * dem dp22 -- Savings and Insurance Model - Alternate, Under Development\n", |
179 |
| - " * dem dp23 -- Ferility Decision Model - Under Development" |
| 176 | + " * demdp12 -- [Production Management](<dp/12 Production Management Model.ipynb>)\n", |
| 177 | + " * demdp13 -- Inventory Management\n", |
| 178 | + " * demdp14 -- Livestock Feeding (Euler Conditions)\n", |
| 179 | + " * demdp15 -- Saving with Transactions Costs\n", |
| 180 | + " * demdp16 -- [Linear-Quadratic Problem](<dp/16 Linear-Quadratic Model.ipynb>)\n", |
| 181 | + " * demdp17 -- Miscellaneous Lecture Note Figures\n", |
| 182 | + " * demdp18 -- Credit With Technology Adopttopm\n", |
| 183 | + " * demdp19 -- Credit with Strategic Default (Broyden)\n", |
| 184 | + " * demdp20 -- Lifecycle Consumption-Savings\n", |
| 185 | + " * demdp21 -- Savings and Insurance Model\n", |
| 186 | + " * demdp22 -- Savings and Insurance Model - Alternate, Under Development\n", |
| 187 | + " * demdp23 -- Ferility Decision Model - Under Development" |
180 | 188 | ]
|
181 | 189 | },
|
182 | 190 | {
|
|
296 | 304 | "name": "python",
|
297 | 305 | "nbconvert_exporter": "python",
|
298 | 306 | "pygments_lexer": "ipython3",
|
299 |
| - "version": "3.6.4" |
| 307 | + "version": "3.6.2" |
300 | 308 | }
|
301 | 309 | },
|
302 | 310 | "nbformat": 4,
|
|
0 commit comments