On this page you can find computer codes from my papers and
some snippets of code for dealing with well-known problems for
which I struggled to find existing code with reasonable
e.g. see this
for a discussion of problems with the Numerical
Recipes's license terms.
90 code for my paper. "A Generalized
Endogenous Grid Method for Non-Smooth and Non-Concave
Problems", forthcoming The Review of Economic
90 module to find the zero of a function using either the
simple Newton method or a hybrid Newton-bisection method. The
Newton solver switches to the hybrid solver if it does not
locate a zero within a given number of iterations.
90 module to sort a real array using the Quicksort method
and provide the corresponding permutation of the array index. It
Brainerd's code to compute the permuted index array.
90 module to find the index of the right interpolating
node for each data point in an ordered array. It speeds up
computation by exploiting the ordering of both the array of
interpolating nodes and of the array of data points. It
contains the subroutine sub_int_node for
standard interpolation and the
subroutine sub_integm_node for applying
of Endogenous Gridpoints with an
occasionally-binding borrowing constraint. sub_integm_node returns
index 0 to flag data points for which the borrowing constraint
is binding and the solution can be computed analytically.