https://github.com/mchatcher/discretization-normal-rv
Discretization of Normal random variables and simulations
https://github.com/mchatcher/discretization-normal-rv
discrete-state-stochastic-processes discretization finite-states matlab
Last synced: about 1 month ago
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Discretization of Normal random variables and simulations
- Host: GitHub
- URL: https://github.com/mchatcher/discretization-normal-rv
- Owner: MCHatcher
- Created: 2024-01-02T20:03:09.000Z (about 2 years ago)
- Default Branch: main
- Last Pushed: 2024-01-03T15:27:04.000Z (about 2 years ago)
- Last Synced: 2025-03-04T09:15:03.550Z (11 months ago)
- Topics: discrete-state-stochastic-processes, discretization, finite-states, matlab
- Language: MATLAB
- Homepage:
- Size: 5.86 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Discretization-normal
Discretization of a normal R.V.
This repository provides codes to approximate one or more IID-Normal processes, and generate simulated series, using the method in Adda and Cooper (2003, Dynamic Economics). Our approach follows the notes of Makoto Nakajima (https://makotonakajima.github.io/comp/).