-
Notifications
You must be signed in to change notification settings - Fork 3
/
EGM.jl
57 lines (45 loc) · 848 Bytes
/
EGM.jl
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
abstract type EGMFramework end
"""
EGE{T<:AbstractFloat}<:EGMFramework
EGE variant of the EGM algorithm.
# Fields
- `gamma1::T`: momentum parameter
# Example
```julia
julia> model = EGE(0.99)
EGE{Float64}(0.99)
```
"""
struct EGE{T<:AbstractFloat}<:EGMFramework
gamma1::T
end
"""
EGR{T<:AbstractFloat}<:EGMFramework
EGR variant of the EGM algorithm.
# Fields
- `gamma2::T`: momentum parameter
# Example
```julia
julia> model = EGR(0.)
EGR{Float64}(0.0)
```
"""
struct EGR{T<:AbstractFloat}<:EGMFramework
gamma2::T
end
"""
EGA{T<:AbstractFloat}<:EGMFramework
EGA variant of the EGM algorithm.
# Fields
- `gamma1::T`: momentum parameter
- `gamma2::T`: momentum parameter
# Example
```julia
julia> model = EGA(0.99, 0.)
EGA{Float64}(0.99, 0.0)
```
"""
struct EGA{T<:AbstractFloat}<:EGMFramework
gamma1::T
gamma2::T
end