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Epsilon distinguishable set (EDS) method and cluster grid algorithm (CGA) by Lilia Maliar and Serguei Maliar

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The software is written in Matlab and consists of three folders:

  • "MultiCountryModel"
  • "OneCountryModel"
  • "NewKeynesianModel"

These folders contain the code for solving the three applications described in the article "Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model" by Lilia Maliar and Serguei Maliar (2015), Quantitative Economics 6/1, pages 1–47 (henceforth, MM, 2015).

Also, the software contains three illustrative examples of applications of the cluster grid method, epsilon distinguishable set and adaptive epsilon distinguishable set method:

  • RunMeExampleCluster.m
  • RunMeExampleEDS.m
  • RunMeExampleLocallyAdaptiveEDS.m

The examples use the following files:

  • Density.m
  • Cluster.m
  • EDS.m
  • LocallyAdaptiveEDS.m

For updates and other related software, please, check the authors' web pages. For additional information, please, contact the corresponding author: Lilia Maliar, Department of Economics, Stanford University, Stanford, CA 94305-6072, USA, maliarl@stanford.edu.

This version: March 6, 2015. First version: April 17, 2010.


Copyright © 2015 by Lilia Maliar and Serguei Maliar. All rights reserved. The code may be used, modified and redistributed under the terms provided in the file "License_Agreement.txt".

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Epsilon distinguishable set (EDS) method and cluster grid algorithm (CGA) by Lilia Maliar and Serguei Maliar

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