QuantEcon.jl

A high performance, open source Julia code library for economics

using QuantEcon
aiyagari_ddp = DiscreteDP(R, Q, beta)
results = solve(aiyagari_ddp, PFI)

Installation

To install the Julia QuantEcon package QuantEcon.jl start a Julia session and type

Pkg.add("QuantEcon")

This installs the QuantEcon package through the Julia package manager (via git) to the default Julia library location ~/.julia/v0.XX/QuantEcon.

Usage

Once installed the QuantEcon package can be used in Julia via the using keyword such as

using QuantEcon

More detailed instructions on setting up a Julia environment can be found on this page.

Useful Links

QuantEcon.jl is supported financially by the Alfred P. Sloan Foundation and is part of the QuantEcon organization.