QuantEcon package analysis #351
Description
QuantEcon Usage Outside time_series_models and dynamic_programming_squared
| Area | QuantEcon functionality | Example files |
|---|---|---|
| Markov & simulation toolkit | MarkovChain, simulate, simulate_indices, is_irreducible, communication_classes, period, is_aperiodic, stationary_distributions |
lectures/introduction_dynamics/finite_markov.md:322, lectures/dynamic_programming/smoothing.md:391, lectures/multi_agent_models/arellano.md:452 |
| Dynamic-programming solvers | DiscreteDP, solve (PFI/VFI/MPFI), bellman_operator, compute_fixed_point, DiscreteRV |
lectures/dynamic_programming/discrete_dp.md:512, lectures/multi_agent_models/aiyagari.md:274, lectures/dynamic_programming/career.md:269 |
| Quadrature & interpolation utilities | qnwlege, do_quad, interp |
lectures/dynamic_programming/odu.md:229, lectures/dynamic_programming/ifp.md:704, lectures/introduction_dynamics/kalman.md:654 |
| Linear state-space & Kalman tools | LSS, simulate, moment_sequence, Kalman, set_state!, update!, stationary_values |
lectures/introduction_dynamics/linear_models.md:1245, lectures/dynamic_programming/perm_income_cons.md:345, lectures/introduction_dynamics/kalman.md:613 |
| LQ & robust control solvers | QuantEcon.LQ, compute_sequence, stationary_values, nnash, RBLQ, evaluate_F, robust_rule |
lectures/dynamic_programming/lqcontrol.md:672, lectures/multi_agent_models/markov_perf.md:455, lectures/dynamic_programming/robustness.md:964 |
| Analytic helpers & density tools | solve_discrete_lyapunov, LAE, lae_est |
lectures/getting_started_julia/fundamental_types.md:1494, lectures/tools_and_techniques/stationary_densities.md:493 |
Additional note: lectures/multi_agent_models/arellano.md:442 defines a custom QuantEcon.simulate overload for the Arellano economy.