My goal with this is repository is to provide some of my scripts that other economists might find useful. That said, these scripts come without warranty or support (but if you find a bug please let me know).
Thanks,
Ben Smith
Economist
University of Nebraska at Omaha
The current optimization scripts are (all implemented in Python):
- BFGS (Python)
- Downhill Simplex (Python)
- Newton's Method (Python)
All have example usage at the end of the respective file
Current simulations are:
- Gibbs Sampler from Multivariate Normal with Burn-In Feature (R Project)
- EG Statistic which Simulates Critical Values for Geographic Clustering (Python - Current Research by Andrew Cassey and Ben Smith)
An extremely common problem in economics is finding the physical distances between the Cartesian product of a list of cities (all of the various combinations between each of those cities). This is important in particular in gravity models (which are common in trade). The included Mathematica code solves this problem.
I've posted my slides for those who took my Python class. This explains the basics of programming and using NumPy and SciPy. Additionally, I've taught a class on LaTeX and Git. The handouts are under the the "Git and Latex Handouts" folder. The handout source is posted, and I purposely only loaded packages that I used and noted in the comments why I loaded them.
Optimization Methods (Wikipedia):
Software: