dcegm.solve_single_period

Functions

solve_single_period(carry, xs, params, ...)

Solve a single period of the model using DCEGM.

solve_for_interpolated_values(value_interpolated, ...)

run_upper_envelope(endog_grid_candidate, ...)

Run upper envelope to remove suboptimal candidates.

Module Contents

dcegm.solve_single_period.solve_single_period(carry, xs, params, continuous_grids_info, cont_grids_next_period, model_funcs, income_shock_weights, debug_info)

Solve a single period of the model using DCEGM.

dcegm.solve_single_period.solve_for_interpolated_values(value_interpolated, marginal_utility_interpolated, state_choice_mat, child_state_idxs, states_to_choices_child_states, params, taste_shock_scale, taste_shock_scale_is_scalar, income_shock_weights, continuous_grids_info, model_funcs, debug_info)
dcegm.solve_single_period.run_upper_envelope(endog_grid_candidate, policy_candidate, value_candidate, expected_values, continuous_grid_info, state_choice_mat, compute_utility, params, discount_factor, has_second_continuous_state, compute_upper_envelope_for_state_choice)

Run upper envelope to remove suboptimal candidates.

Vectorized over all state-choice combinations.