Value Function Iteration (VFI) Toolkit for Matlab
Cite As
Robert Kirkby (2023). Value Function Iteration (VFI) Toolkit for Matlab (https://github.com/vfitoolkit/VFIToolkit-matlab), GitHub. Retrieved .
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Platform Compatibility
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DataEtc
DataEtc/FRED
DataEtc/HumanDevelopmentReport
DataEtc/IMF
DiscretizationMethods/FTsubcodes
DiscretizationMethods/FTsubcodes/Core functionalities
DiscretizationMethods/FTsubcodes/Subroutines
DiscretizationMethods/OLD_TauchenRouwenhorst
DiscretizationMethods/OLD_TauchenRouwenhorst/subcodes
DiscretizationMethods/discretizeAR1_FarmerToda
DiscretizationMethods/discretizeAR1_Rouwenhorst
DiscretizationMethods/discretizeAR1_Tauchen
DiscretizationMethods/discretizeAR1_TauchenHussey
DiscretizationMethods/discretizeAR1wGM_FarmerToda
DiscretizationMethods/discretizeAR1wSV_FarmerToda
DiscretizationMethods/discretizeLifeCycleAR1_FellaGallipoliPan
DiscretizationMethods/discretizeLifeCycleAR1_FellaGallipoliPanTauchen
DiscretizationMethods/discretizeLifeCycleAR1_Kirkby
DiscretizationMethods/discretizeLifeCycleAR1wGM_Kirkby
DiscretizationMethods/discretizeVAR1_FarmerToda
DiscretizationMethods/discretizeVAR1_Tauchen
Estimation
EvaluateFnOnAgentDist
EvaluateFnOnAgentDist/FHorz
EvaluateFnOnAgentDist/FHorz/AgeDepGrids
EvaluateFnOnAgentDist/FHorz/PType
EvaluateFnOnAgentDist/Mass
EvaluateFnOnAgentDist/PType
EvaluateFnOnAgentDist/TransPath
EvaluateFnOnAgentDist/TransPathFHorz
EvaluateFnOnAgentDist/digest
EvaluateFnOnAgentDist/subcodes
HeterogeneousAgent
HeterogeneousAgent/EntryExit
HeterogeneousAgent/FHorz
HeterogeneousAgent/FHorz/PType
HeterogeneousAgent/PType
Optimization/CMAES
Other
Other/subcodes
OtherPolicyFunctions/Fhorz
PhiaprimeFnMatrix
PolicyInd2Val
ReturnFnMatrix
ReturnFnMatrix/ExperienceAsset
ReturnFnMatrix/RefineBurst
SimulateTimeSeries/FHorz
SimulateTimeSeries/FHorz/PType
SimulateTimeSeries/FHorz/Subcodes
SimulateTimeSeries/InfHorz
SimulateTimeSeries/TransPath
SimulateTimeSeries/TransPathFHorz
StationaryDist
StationaryDist/FHorz
StationaryDist/FHorz/AgeDependentGrids
StationaryDist/FHorz/Case2
StationaryDist/FHorz/Case3
StationaryDist/FHorz/ExpAsset
StationaryDist/FHorz/PType
StationaryDist/FHorz/SemiExo
StationaryDist/FHorz/TwoProbs
StationaryDist/PType
StationaryDist/QRdecomp
StationaryDist/TransPath
StationaryDist/TransPathFHorz
StationaryDist/With Interpolation
SubCodes
SubCodes/GetInputNames
SubCodes/KronPolicyIndexes
SubCodes/MultiGridLayers
SubCodes/PType
SubCodes/ParameterStructure
SubCodes/SemiExoShocks
SubCodes/StateDependentParameter
SubCodes/UnKronPolicyIndexes
TransitionPaths
TransitionPaths/EndoType
TransitionPaths/EndoType/subcodes
TransitionPaths/EntryExit
TransitionPaths/ExoticPrefs
TransitionPaths/FHorz
TransitionPaths/FHorz/PType
TransitionPaths/FHorz/StockVar
TransitionPaths/FHorz/subcodes
TransitionPaths/Subcodes
ValueFnFromPolicy
ValueFnIter
ValueFnIter/EndogenousExit
ValueFnIter/EndogenousExit/CreateReturnToExitFnMatrix
ValueFnIter/EndogenousExit/SemiEndogShock
ValueFnIter/ExoticPrefs
ValueFnIter/FHorz
ValueFnIter/FHorz/AgeDependentGrids
ValueFnIter/FHorz/Case2_raw
ValueFnIter/FHorz/Case3
ValueFnIter/FHorz/Dynasty
ValueFnIter/FHorz/ExoticPrefs
ValueFnIter/FHorz/ExpAssetSemiExo
ValueFnIter/FHorz/ExperienceAsset
ValueFnIter/FHorz/OnCPU
ValueFnIter/FHorz/SemiExo
ValueFnIter/FHorz_PType
ValueFnIter/InfHorz
ValueFnIter/InfHorz/EndoType/Refinement
ValueFnIter/InfHorz/EndogenousVFI
ValueFnIter/InfHorz/LowMemory
ValueFnIter/InfHorz/PFI
ValueFnIter/InfHorz/Refinement
ValueFnIter/InfHorz/RelativeVFI
ValueFnIter/InfHorz/SemiEndogShock
ValueFnIter/InfHorz_PType
ValueFnIter/PType
ValueFnIter/PolicyEvaluation
ValueFnIter/TransPath
ValueFnIter/TransPathFHorz
aprimeFnMatrix
Versions that use the GitHub default branch cannot be downloaded
| Version | Published | Release Notes | |
|---|---|---|---|
| 2.0.0.0 | Version 2 update was a while back in github, finally mentioning it on Mathworks :) |
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| 1.5.0.0 | Breaks backward compatibility.
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| 1.4.0.0 | Now solves transition paths and entry-exit models. Some notational changes to better describe the exact problems that commands are solving. |
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| 1.2.0.0 | 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. |
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| 1.1.0.0 | Have changed the way the VFI Toolkit handles parameters. This breaks compatibility with version 1.0. See
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| 1.0.0.0 | improved description |
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