Displaying 1 result from an estimated 1 matches for "globaltransit".
2004 Apr 07
1
eigenvalues for a sparse matrix
...c optimzation problem. There are exogenous (X) and
endogenous (N) states, and I have a policy function X x N -> N, which
gives the choice of the agent for any (x,n) in (X,N). X has an
exogenous transition matrix. I use the following function to build
the "global" transition matrix:
globalTransition <- function(U, modelenv) {
G <- matrix(0, modelenv$Nn*modelenv$Xn, modelenv$Nn*modelenv$Xn)
# this matrix is very sparse
for (i in 1:modelenv$Nn) {
r <- (i - 1)*modelenv$Xn # start at this row
for (j in 1:modelenv$Xn) {...