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Solution and simulation of life cycle models in Python with GPU acceleration.

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OpenSourceEconomics/lcm

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Life Cycle Models

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This package aims to generalize and facilitate the specification, solution, and simulation of discrete-continuous dynamic choice models.

Installation

LCM currently needs to be installed from GitHub and requires jax and jaxlib.

Important

We recommend installing at least version "0.4.34" of jax and jaxlib, due to memory issues with previous versions.

If you aim to run LCM on a GPU, you need to install jaxlib with CUDA support (for Linux) or with support for AMD GPUs / ARM-based Silicon GPUs (for MacOS). In any case, for installation of jax and jaxlib, please consult the jax docs.

Note

We currently test GPU support for LCM only on Linux with CUDA 12.

License

This project is licensed under the Apache License, Version 2.0. See the LICENSE file for details.

Copyright (c) 2023 The LCM Authors

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