A Matlab Toolkit for Macroeconomic Models using Value Function Iteration. Automatically parallelizes on CPUs and GPU. Includes commands for simulating time series and stationary distributions, and on evaluating moments of these.
For more information, including examples and documentation, see vfitoolkit.com
Robert Kirkby (2020). Value Function Iteration (VFI) Toolkit for Matlab (https://github.com/vfitoolkit/VFIToolkit-matlab), GitHub. Retrieved .
Breaks backward compatibility.
Now solves transition paths and entry-exit models. Some notational changes to better describe the exact problems that commands are solving.
Now includes codes explicitly for solving heterogeneous agent models and transition paths. Slight reordering of inputs to some commands to allow better handling of internal options and making it easier to not specify options and simply use defaults.
Have changed the way the VFI Toolkit handles parameters. This breaks compatibility with version 1.0.