sgmodel: Solves a Generic Stochastic Growth Model with a Representative Agent

It computes the solutions to a generic stochastic growth model for a given set of user supplied parameters. It includes the solutions to the model, plots of the solution, a summary of the features of the model, a function that covers different types of consumption preferences, and a function that computes the moments of a Markov process. Merton, Robert C (1971) <doi:10.1016/0022-0531(71)90038-X>, Tauchen, George (1986) <doi:10.1016/0165-1765(86)90168-0>, Wickham, Hadley (2009, ISBN:978-0-387-98140-6 ).

Package details

AuthorThomas Vigie <[email protected]>
MaintainerThomas Vigie <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the sgmodel package in your browser

Any scripts or data that you put into this service are public.

sgmodel documentation built on July 14, 2018, 1:01 a.m.