dcegm
Note: This is a pre-release version of the package. While the core features are in place, the interface and functionality may still evolve. Feedback and contributions are welcome.
dcegm is a Python package for solving and simulating finite-horizon stochastic
discrete-continuous dynamic choice models using the DC-EGM algorithm from Iskhakov,
Jørgensen, Rust, and Schjerning (QE, 2017).
The solution algorithm employs an extension of the Fast Upper-Envelope Scan (FUES) from Dobrescu & Shanker (2022).
Installation
You can install dcegm via PyPI or directly from GitHub. In your terminal, run:
$ pip install dcegm
To install the latest development version directly from the GitHub repository, run:
$ pip install git+https://github.com/OpenSourceEconomics/dcegm.git
Documentation
The documentation is hosted at https://dcegm.readthedocs.io
References
- Christopher D. Carroll (2006). The method of endogenous gridpoints for solving dynamic stochastic optimization problems. Economics Letters
- Iskhakov, Jorgensen, Rust, & Schjerning (2017). The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks. Quantitative Economics
- Loretti I. Dobrescu & Akshay Shanker (2022). Fast Upper-Envelope Scan for Discrete-Continuous Dynamic Programming.
1 maintainer
Metadata
1 maintainer
Release files for dcegm 0.1.3
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Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| dcegm-0.1.3.tar.gz | 69.1 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| dcegm-0.1.3-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 201.3 kB
Release files / dcegm-0.1.3.tar.gz
| Download URL | dcegm-0.1.3.tar.gz |
|---|---|
| Size | 69.1 kB |
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Release files / dcegm-0.1.3-py3-none-any.whl
| Download URL | dcegm-0.1.3-py3-none-any.whl |
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| Size | 132.2 kB |
| Tags | Python 3 |
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