An Rcpp package containing routines to solve a simple AK-OLG-model for closed economy
This package is a prerequisite for running https://github.com/solveCGE/solveOLG_closed_Rcpp. The package provides the same routines as in https://github.com/solveCGE/solveOLG_closed_R but rewritten in C++ using the linear algebra library Armadillo (RcppArmadillo). Solving the household problem is parallalized with OpenMP. In comparison to the pure R-implementation this results in a significant speed increase. Many initialization header files can be automatically generated using the included R function gencppcode(). The package experiments with different ways of memory/scope management: using fixed dimension arma objects vs. non-fixed and treating all model data as global variables vs. collecting them in a struct and passing a reference to the struct between functions (including struct unpacking). The different ways can be tested by defining the macros ___USEFIXED___ and ___USEGLOBAL___ in src/support.h.
A model description can be found here: https://github.com/solveCGE/solveOLG_doc.
- simply run
devtools::install_github("solveCGE/pkgsolveOLG")or - clone the repository, then open the R-project file in Rstudio and click Build -> Install.
Philip Schuster