More than two states

[greimel]

I would like to replace my own HJB solver with this package. In the process I realized that it cannot handle more than two state variables.

One obvious reason is that the differentiate function has methods for one and two states. Did you also assume 2 states in the rest of the package, or would it be enough to provide another method for differentiate?

[matthieugomez]

Yes I think that a differentiate method with three states would be enough. It would be a great addition!

[matthieugomez]

Done (although three state variables is much slower)