Test Shock Grid Cout (Save + Borr Dynamic Programming Problem)
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Testing the ff_abz_vf_vecsv program for solving the savings and borrowing dynamic programming problem.
Loop over the number of shock points. 9, 15, and 27 shocks points share the same AR1 shock process parameters following the benchmark simulation. The benchmark parameters can be adjusted below or inside the default parameters function: ffs_abz_set_default_param.
@seealso
- PRECISION: savings only quick vs benchmark testing: fsi_az_vf_vecsv_main
- PRECISION: savings only asset grid count testing: fsi_az_vf_vecsv_a_n
- PRECISION: savings only shock grid count testing: fsi_az_vf_vecsv_z_n
- BORROW GRID: borrowing choice grid with default: ffs_abz_get_funcgrid_defnodfalt
- BORROW: borrow and default small grid testing: ff_abz_vf_vecsv_default_small
- BORROW: borrow and default large grid testing: ff_abz_vf_vecsv_default_large
- PRECISION: borr + save quick vs benchmark testing: fsi_abz_vf_vecsv_main
- PRECISION: borr + save asset grid count testing: fsi_abz_vf_vecsv_a_n
- PRECISION: borr + save shock grid count testing: fsi_abz_vf_vecsv_z_n
Contents
Simulate Model with Different Shock Grid Count
close all ar_it_z_n = [9, 15, 27]; for it_z_n = ar_it_z_n disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['it_z_n = ' num2str(it_z_n)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); it_param_set = 4; [param_map, support_map] = ffs_abz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = 750; param_map('it_z_n') = it_z_n; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; % Call Program ff_abz_vf_vecsv(param_map, support_map); % Snap snapnow; end % close all close all; clear all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 9 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 1.237454 seconds.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 15 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 2.025212 seconds.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 27 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 9.804266 seconds.