m1swd00@fed.FRB.GOV (Sean W. Doyle) (09/27/88)
We would like to obtain C source code for modeling nonlinear difference equations. Public domain source is prefered, but we can purchase code as well. We are extending an existing econometric software package, but the type of algorithms we want are fairly general in structure. The code that we need would contain (at least) the following: 1. A parser to build an internal tree structure and symbol table from a modeling language. 2. Functions for transforming tree. Analytic derivatives and normalization algorithms would be nice. 3. Routines for evaluating expressions and returning a matrix. This code will eventually be used for estimation, simulation, and optimization problems that may contain a few hundred equations, so efficient expression evaluation is important. Thanks in advance.... Sean Doyle Board of Governors of the Federal Reserve System, Washington, DC (202)-452-2352 uunet!fed!m1swd00