Hi everyone,

I would like to ask for advice about multivariate shape-preserving approximation in Julia. I am working on a problem that involves solving the generalized Euler equation in a style of Klein, Krusell, and Ríos-Rull globally, unfortunately that problem involves 3 continuous state variables and one shock, hence univariate Schumaker splines aren’t an option. I need to use a shape-preserving approximation to ensure convergence of the projection algorithm (Maliar and Maliar, 2016).

Is there some ready to use package that provides multivariate shape-preserving approximation capabilities?

Best,

Honza