Repository owner: Renato Zimmermann (renatomatz)

econ-toolchain

Markov chains, stochastic-process discretization and numerical tools for economic models.

Repository · Pinned source (301d1659ba3d) · Try in playground · Checked package example

GAMS classifications

M — Simulation, stochastic modeling

About this package

Category: Statistics
License: MIT

Topics: economics, markov-chains, stationary-distributions, stochastic-processes, tauchen-discretization

Package dependencies

Resolved GitHub repositories used by the verified playground build, combining direct and indirect dependencies. This list does not describe internal module dependencies or native system libraries.

Required by this build

stdlib · source at 58eb9133966c
simulated-annealing · source at a2fa094d1ee3

Build record verified 2026-10-28.

Used by (0 selected packages)

No other selected build records this repository as a dependency. This is not a measure of usage outside the catalog.

Reviewed procedures

These mappings have pinned source evidence. A checked package example may exercise only some of them; source review is not a numerical benchmark.

markov_steady_state / tauchen

Module: dist_mod

M: verified

Derivatives / callbacks: not applicable

Stochastic-process modeling: deterministic stationary probabilities and AR(1) Markov discretization, not a claim of random sampling. The stationary routine uses column-stochastic matrices, while tauchen returns row-stochastic matrices; the consumer transposes explicitly. Checked driver verifies analytic two-state and rank-one equilibria, normal midpoint-cell probabilities, normalization and stationary residuals; no random sampling claim.

Pinned source: src/dist.f90

Author examples/tests: test/markov_test.f90 · test/tauchen_test.f90

Load checked GAMS driver: gams-econ-markov-reference