Smolyak Anisotropic Grid

To solve problems whith high dimensionality

To solve problems whith high dimensionality, there are two fitures: isotropic, all dimensions a treated equaly, and anisotropic, where some dimension could be treated differently.

It is recommended for working with high dimensionality problems;
The software correspond to this present for further explanation and features:
Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
Also Lilia and Serguei Maliar participate in the development in the present version of the software