Mihaly Himics trialsolution
trialsolution
/ definite_eigenv.gms
Created
August 23, 2013 06:48
checks if a symmetric matrix is pos. definite (GAMS code using the default eigenvalues calculation utility)
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| $ontext | |
| Test the positive definiteness of a symmetric matrix | |
| Extension of ' eigenexample.gms' from the McCarl User Guide | |
| $offtext | |
| Set index /i1*i3/; | |
| alias(index,index1); |
trialsolution
/ definite_cholesky.gms
Created
August 23, 2013 06:47
checks if a symmetric matrix is pos. definite (GAMS code using the default cholesky decomposition utility)
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| $ontext | |
| Test the positive definiteness of a symmetric matrix | |
| Extension of the 'choleskyexample.gms' example from the McCarl User Guide | |
| $offtext | |
| Set index /i1*i2/; |
trialsolution
/ definite.gms
Created
August 23, 2013 06:46
checks positive definiteness of a matirx (GAMS and R combined solution)
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| $ontext | |
| "Is there some GAMS template around to determine the definiteness of a given | |
| matrix? (At the moment, I need it for a 5x5 matrix, but the dimension will | |
| eventually be higher.) | |
| Or is it advisable to switch to another math package for solving this? | |
| Stefan" |
trialsolution
/ panel_R_link.gms
Created
June 3, 2013 08:34
GAMS script that calls the plm package in R to do some panel data econometrics.
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| $ontext | |
| Email: | |
| "Dear GAMS Users, | |
| Do you have some examples or code files for panel data estimation in GAMS? I was thinking to combine two indices - individual and time, into one index and run OLS, but I could not get any idea of combining two sets into one. | |
| I guess there is some smart way to do panel data estimation. |
trialsolution
/ panel.gms
Created
June 1, 2013 16:03
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| $ontext | |
| Email: | |
| "Dear GAMS Users, | |
| Do you have some examples or code files for panel data estimation in GAMS? I was thinking to combine two indices - individual and time, into one index and run OLS, but I could not get any idea of combining two sets into one. | |
| I guess there is some smart way to do panel data estimation. |
trialsolution
/ freund_1956.gms
Created
April 16, 2013 12:27
GAMS implementation of the textbook example for farm planning model
Published in Moss "Risk, uncertainty and the agricultural firm", originally from the article of Freund (1956) in Econometrica
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| $ontext | |
| Freund showed that the expected utility of a normally distributed gamble given | |
| negative exponential preferences could be written as: | |
| E(U(x)) = mu(x) - rho/2 * sigma^2(x) | |
| where mu and sigma are the mean and standard deviation of the normally distributed gamble | |
trialsolution
/ calibrated_share_form.gms
Created
March 26, 2013 12:33
A worked example for calibrated CES utility functions; from http://www.mpsge.org/calibration.pdf
trialsolution
/ exp_grate.gms
Last active
December 14, 2015 16:29
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| $title A Macro to Compute Exponential Growth Rates | |
| $ontext | |
| originally posted by T. Rutherford on the gams mailing list | |
| http://www.mpsge.org/exprate.html | |
| extended by me with a nested macro solution (probably easier to follow) | |
| $offtext | |
| $ontext |
trialsolution
/ fitting.R
Created
November 2, 2012 12:31
fits a linear function to a set of points on the EV-frontier
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| library(gdxrrw) | |
| library(ggplot2) | |
| # path to the gams installation | |
| igdx("n:/soft/gams/gams23.8_64") | |
| # data input | |
| gdxName <- "EV" | |
| symName <- "EV_frontier" |
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| $ontext | |
| PROBLEM STATMENT | |
| EV analysis from Hazell-Norton | |
| ctnd. from ev.gms | |
| Extension: find the optimal farm decision based on EUH; having the EV-frontier and assuming a utility function |