SIDD Simulator of Individual Dynamic Decisions

# Downloads.

## Model variants.

All versions of SIDD can be downloaded from this
page; click on a model version to start. Each
download delivers a single installer file; details
concerning model installation can be found here.
Please note that the model downloads accessible
from this page include limited access to the
underlying source code. Individuals who would like
access to the full source code should submit a
request via the form found here. Enjoy!
NOTE: Versions of the model prior to 3.21 (03 Mar
2018) are parameterised for the UK to data
reported by a withdrawn public access file of the
Wealth and Assets Survey.

## Code snippets.

Selected components of the model code,
organised by subheading, can be
downloaded here (by clicking on the blue
down arrow down-load icons). The code
snippets provided here are not subject to
licensing, and can be used in any way
(including porting into third-party
applications). This code is made available
without warranty, and subject to the
usual disclaimer indemnifying the
developers from any and all associated
damages incurred.

## Optimisation

### Brent’s method.

A method for finding a (local) minimum in a single
dimension.
### Powell’s method.

A method for finding a (local) minimum in multiple
dimensions - uses calls to Brent’s method (see
above).
### Linear evaluation of a zero using only

### function calls

Uses the Bus-Dekker algorithm to search for a zero to
a function along a single dimension

## Interpolation

### Linear spline interpolation.

A method for finding a (local) minimum in a single
dimension.
### Cubic spline interpolation.

A method for finding a (local) minimum in multiple
dimensions - uses calls to Brent’s method (see
above).

## Miscellaneous

### Gauss Hermite Quadrature

Given the order of the Hermite polynomial, this
subroutine returns vectors for abscissae and weights
implied by the Gauss Hermite Quadrature.
### Function to calculate the cumulative

### Normal density

Given an observation X, and the mean and standard
deviation, the function evaluates the probability
associated with a value less than or equal to X.
### Function to calculate the inverse of the

### cumulative Normal

The function returns the value X, under which a
normal Given a probability P, and the mean and
standard deviation, the function evaluates the value X
associated with a value less than or equal to X.
### FORTRAN communications with Excel

Code managing read and write routines between
FORTRAN and Excel. FORTRAN communication is
undertaken by C# routines accessed via C++ native
and a C/CLI wrapper. While an Intel Fortran module
wizard exists to facilitate direct communication with
Excel via COM (the Autodice example), we have found
the routines generated by the wizard to be unreliable,
which motivated development of the code provided
here. C# was selected for Excel communication
because it is a low-level Microsoft language, which we
hope will provide reliable communications with Excel
into the future. The C/CLI wrapper provides a useful
bridge between managed (C#) and unmanaged (C++)
code, and communication between C/C++ and
FORTRAN is straight-forward. The code that is
provided here could be easily adapted to omit the
FORTRAN extension. A full walk-through of the Visual
Studio 2015 Solution set-up is also provided to clarify
compiler settings, along with the associated VS2015
source code.
Downloads can only be accessed via the desktop variant of this website.