Data and code

A single-file Python module for estimating the full conditional probability density function of a scalar outcome y given covariates X

A python module for defining, training, updating and I/O of Smolyak-Chebyshev polynomial interpolation. Also implements standard interpolation methods like basis matrix and coefficients.

A PyTorch-based python module for defining, training, auto fine-tuning prediction and I/O of partially monotonic multi-layer perceptron (MLP) function approximator.

Math and programs to estimate empirical measures of downward nominal wage rigidity (DNWR)

Approximate OU process with Markov chain when time step is non-integer

This package provides a programmatic framework of various lifetime problems of infinite and finite horizon. It provides a unified and user friendly API for economists.

This package provides types and methods for modeling vector-valued Markov chains in discrete time. It is useful for dynamic macroeconomic models and generic stochastic analysis. Project link: github.com/Clpr/MultivariateMarkovChain.jl

This package provides object-oriented API to define, train, evaluate and adapt multi-linear Adaptive Sparse Grid (ASG) interpolations. Project link: github.com/Clpr/AdaptiveSG.jl

A Julia implementation of box domains like [a1,b1]*[a2,b2]…. which are everywhere in economic modeling. The package allows users to define, manipulate, slice, transform, and discretize such spaces. In particular, most of the operations overload Julia Base such that users can have a native coding experience. Project URL: https://github.com/Clpr/BoxDomains.jl

This repository implements the Constrained Nelder-Mead (simplex) Search algorithm. It handles generic non-linear equality and inequality constraints using penalty which guides the simplex to move towards the admissible space. Project URL: https://github.com/Clpr/ConstrainedSimplexSearch.jl

CountyPlus is an open-source panel dataset that covers 3000+ U.S. counties from 2003 to 2019.This dataset estimates household consumption, measure of local financial friction, and measure of local nominal friction (Downward Nominal Wage Rigidity). Project URL: https://github.com/Clpr/CountyPlus