package_sgmodel: sgmodel: A package for computating the solutions to a generic...
In sgmodel: Solves a Generic Stochastic Growth Model with a Representative Agent
package_sgmodel R Documentation
sgmodel: A package for computating the solutions to a generic stochastic growth model.
Description
The sgmodel package provides three important functions:
sgmod, util and Markovmoments.
The sgmodel function
The sgmodel function solves a standard stochastic growth model using value function iteration. The stochastic component follows an autoregressive process of order one, and is discretized by a finite state Markov process.
The util function
It computes values for various uility functions encountered in economic theory.
The Markovmoments function
It computes the four moments of a finite state Markov chain: expectation, variance, autocovariance and autocorrelation.
sgmodel documentation built on May 29, 2024, 5:35 a.m.
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| package_sgmodel | R Documentation |
sgmodel: A package for computating the solutions to a generic stochastic growth model.
Description
The sgmodel package provides three important functions:
sgmod, util and Markovmoments.
The sgmodel function
The sgmodel function solves a standard stochastic growth model using value function iteration. The stochastic component follows an autoregressive process of order one, and is discretized by a finite state Markov process.
The util function
It computes values for various uility functions encountered in economic theory.
The Markovmoments function
It computes the four moments of a finite state Markov chain: expectation, variance, autocovariance and autocorrelation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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