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Value Function Iteration (VFI) Toolkit for Matlab

version (457 KB) by Robert Kirkby
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration


Updated 28 Jun 2018

GitHub view license on GitHub

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration. Automatically parallelizes on CPUs and GPU. Includes commands for simulating time series and stationary distributions, and on evaluating moments of these.
For more information, including examples and documentation, see

Comments and Ratings (2)


Now includes codes explicitly for solving heterogeneous agent models and transition paths. Slight reordering of inputs to some commands to allow better handling of internal options and making it easier to not specify options and simply use defaults.

Have changed the way the VFI Toolkit handles parameters. This breaks compatibility with version 1.0.


improved description

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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