Skip to content

Commit

Permalink
Non-independent distributions for ConsPortfolioModel
Browse files Browse the repository at this point in the history
Last bit of functionality has been added to the simple solver for ConsPortfolioModel: non-independent income and return shocks. Value function differs slightly from legacy code, but that's because the old code does not construct end of period value function correctly (doesn't use CubicInterp).
  • Loading branch information
mnwhite committed Mar 20, 2024
1 parent f275116 commit a4105a3
Show file tree
Hide file tree
Showing 2 changed files with 261 additions and 153 deletions.
Loading

0 comments on commit a4105a3

Please sign in to comment.