Here you can find a detailed documentation of all toolbox routines we use throughout the book. The subroutines and functions are ordered by fields or purpose. Just click on the respective field to see all relevant routines. If you click on the name of a routine, you will get more detailed information.

legendre:
Calculates GaussLegendre nodes and weightsnormal_discrete (onedimensional):
Discretizes a onedimensional normal distribution into nodes and weightsnormal_discrete (twodimensional):
Discretizes a onedimensional normal distribution into nodes and weightslog_normal_discrete (onedimensional):
Discretizes a onedimensional normal distribution into nodes and weightslog_normal_discrete (twodimensional):
Discretizes a onedimensional normal distribution into nodes and weightsdiscretize_AR:
Discretizes a AR(1) process with normally distributed innvoations

uniformPDF:
Probability density function of a uniform distributionuniformCDF:
Cumulative distribution function of a uniform distributionuniformCDF_Inv:
Inverse cumulative distribution function of a uniform distributionnormalPDF:
Probability density function of a normal distributionnormalCDF:
Cumulative distribution function of a normal distributionnormalCDF_Inv:
Inverse cumulative distribution function of a normal distributionlog_normalPDF:
Probability density function of a lognormal distributionlog_normalCDF:
Cumulative distribution function of a lognormal distributionlog_normalCDF_Inv:
Inverse cumulative distribution function of a lognormal distributionGammaPDF:
Probability density function of a Gamma distributionGammaCDF:
Cumulative distribution function of a Gamma distributionbetaPDF:
Probability density function of a beta distributionbetaCDF:
Cumulative distribution function of a beta distributionbernoulliPDF:
Probability density function of a Bernoulli distributionbernoulliCDF:
Cumulative distribution function of a Bernoulli distributionbinomialPDF:
Probability density function of a binomial distributionbinomialCDF:
Cumulative distribution function of a binomial distributionbinomial_coefficient:
Calculates binomial coefficients

simulate_uniform:
Simulates realizations of a uniform distributionsimulate_normal:
Simulates realizations of a normal distributionsimulate_log_normal:
Simulates realizations of a lognormal distributionsimulate_Gamma:
Simulates realizations of a Gamma distributionsimulate_beta:
Simulates realizations of a beta distributionsimulate_bernoulli:
Simulates realizations of a Bernoulli distributionsimulate_binomial:
Simulates realizations of a binomial distributionsimulate_AR:
Simulates a sequence of discretized nodes of an AR(1) processinit_random_seed:
Initializes the random seed for generating random numbers.

grid_Cons_Equi:
Discretizes an interval into equidistant nodesgrid_Val_Equi:
Returns a specific equidistant node of the discretized setgrid_Inv_Equi:
Inverts the equidistant interval nodes to the interval [0, n]grid_Cons_Cheb:
Discretizes an interval into Chebychev nodesgrid_Val_Cheb:
Returns a specific Chebychev node of the discretized setgrid_Inv_Cheb:
Inverts the Chebychev interval nodes to the interval [0, n]grid_Cons_Grow:
Discretizes an interval into nodes of growing distancegrid_Val_Grow:
Returns a specific node of the growing distance discretized setgrid_Inv_Grow:
Inverts the growing distance interval nodes to the interval [0, n]

poly_interpol:
Polynomial interpolationlinint_Equi:
Linear interpolation on equidistant gridslinint_Cheb:
Linear interpolation on Chebychev style gridslinint_Grow:
Linear interpolation on grids with growing distancelinint_Gen:
Linear interpolation on arbitrary nodesspline:
Spline interpolation all in one stepspline_interp:
Calculate coefficients of an interpolating splinespline_eval:
Evaluate a spline function at a certain point

plot:
Create a standard line plotplot_hist (automatic creation):
Create a histogram plot from data that is supplied to the subroutine.plot_hist (manual creation):
Create a histogram plot with bin widths and heights supplied manually by the user.execplot:
Execute the plotting programplot3d (line):
Create a 3D line plotplot3d (surface):
Create a 3D surface plot