Test Borrowing Natural Borrowing Constraint (Save + Borr Distribution)
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@seealso
- test speed: fsi_abz_ds_vecsv_speed
- test joint RANDOM: fsi_abz_ds_vecsv_joint_rand
- test price no default CROSS: fsi_abz_ds_vecsv_price_nbc_cross
- test price default CROSS: fsi_abz_ds_vecsv_price_default_cross
- test interest rate no default: fsi_abz_ds_vecsv_nbc
- test interest rate no default CROSS: fsi_abz_ds_vecsv_nbc_cross
- test interest rate no default GRID: fsi_abz_ds_vecsv_nbc_grid
- test interest rate default: fsi_abz_ds_vecsv_default
- test interest rate default V(a,z) Comparison: fsi_abz_ds_vecsv_default_compaz
- test interest rate default CROSS: fsi_abz_ds_vecsv_default_cross
- test interest rate default GRID: fsi_abz_ds_vecsv_default_grid
- test shock default (very low cmin): fsi_abz_ds_vecsv_shk_default_lowcmin
- test shock no default: fsi_abz_ds_vecsv_shk_nbc
- test shock no default CROSS: fsi_abz_ds_vecsv_shk_nbc_cross
- test shock default: fsi_abz_ds_vecsv_shk_default
- test shock default CROSS: fsi_abz_ds_vecsv_shk_default_cross
- test preference no default: fsi_abz_ds_vecsv_pref_nbc
- test preference no default CROSS: fsi_abz_ds_vecsv_pref_nbc_cross
- test preference default: fsi_abz_ds_vecsv_pref_default
- test preference default CROSS: fsi_abz_ds_vecsv_pref_default_cross
- test preference default (very low cmin): fsi_abz_ds_vecsv_pref_default_lowcmin
Contents
Test Borrowing Interest Rates, No Default, NBC, Shift Borrow Interest
The natural borrowing constraint restricts borrowing. Note that pYisMINY in tables below is generally very close to 0. That is the correct mass. As we shift the formal borrowing interest rate, the natural borrowing constraints changes (lower borrowing interest rate, more borrowing allowed), but the mass at the borrowing bound is 0 because at the bound, households would go to negative infinite utility, approximated by -9999 in default parameters pYisMINY. Note the min value in table shows how the natural borrowing constraint is adjusting. that is the NBC bound.
As the borrowing interest rate increases, households borrow more and average/aggregate savings decrease.
close all; clear all; it_size = 5; % default or not bl_default = false; ar_bl_default = zeros([1,it_size]) + bl_default; % cmin fl_c_min = 0.001; ar_fl_c_min = zeros([1,it_size]) + fl_c_min; % borrow bound fl_b_bd = -20; ar_fl_b_bd = zeros([1,it_size]) + fl_b_bd; % fl_z_r_borr_poiss_mean: see fft_gen_discrete_var ar_fl_z_r_borr_poiss_mean = linspace(5, 20, it_size); % Accuracy ar_fl_z_r_borr_n_hg = 3:5:17; ar_it_a_n_hg = zeros([1,length(ar_fl_z_r_borr_n_hg)]) + 750; % other parameters fl_crra = 1.5; fl_beta = 0.94; fl_r_save = 0.025; % Simulate Model for it_cur_param = 1:1:length(ar_bl_default) disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['ar_bl_default = ' num2str(ar_bl_default(it_cur_param))]); disp(['ar_fl_c_min = ' num2str(ar_fl_c_min(it_cur_param))]); disp(['ar_fl_b_bd = ' num2str(ar_fl_b_bd(it_cur_param))]); disp(['fl_z_r_borr_poiss_mean = ' num2str(ar_fl_z_r_borr_poiss_mean(it_cur_param))]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_abz_set_default_param(it_param_set); % Borrowing Parameters param_map('bl_default') = ar_bl_default(it_cur_param); param_map('fl_b_bd') = ar_fl_b_bd(it_cur_param); % Interest Rates param_map('fl_z_r_borr_poiss_mean') = ar_fl_z_r_borr_poiss_mean(it_cur_param); % Preference param_map('fl_crra') = fl_crra; param_map('fl_beta') = fl_beta; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_funcgrids') = false; for it_accuracy = 1:length(ar_it_a_n_hg) % Accuracy Regular param_map('it_a_n') = ar_it_a_n_hg(it_accuracy); param_map('fl_z_r_borr_n') = ar_fl_z_r_borr_n_hg(it_accuracy); it_z_n = param_map('it_z_wage_n') * param_map('fl_z_r_borr_n'); param_map('it_z_n') = it_z_n; disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid> [armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv> result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); end % Snap snapnow; end % close all close all;
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ar_bl_default = 0
ar_fl_c_min = 0.001
ar_fl_b_bd = -20
fl_z_r_borr_poiss_mean = 5
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it_a_n = 750, it_z_n = 33
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Elapsed time is 14.139813 seconds.
Elapsed time is 1.038622 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ _______ _______ ________ ________ ______ _______ _______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.5612 2.3406 0.91389 -20.368 14.903 0 0.12363 0.87637 1.7173e-05 2.8189e-34 -8.7354 -4.6517 -1.7204 -0.44347 0.3547 0.90149 1.358 2.0423 2.8913 3.6092 4.1164 4.4215 4.7427 5.1958 5.8325 6.9924 8.1 5.4785 1 3.3749 0.87307 3.3285 0.82111 0.7802 0.9447 -0.0042758 -0.025167 -0.069137 -0.088514 -0.088599 -0.075981 -0.052609 0.013348 0.16808 0.34686 0.49855 0.58233 0.66883 0.76805 0.87389 0.97101 0.99673
cl_mt_pol_a 0.066243 1.6515 24.931 -4.414 48.353 0.040317 0.47362 0.48606 1.3047e-05 2.8189e-34 -4.1993 -3.6646 -2.5966 -1.9239 -1.4619 -1.0964 -0.82063 -0.39391 0 0.36355 0.79139 1.0766 1.4331 2.0036 3.0019 5.2124 7.9933 3.3749 0.87307 2.7275 1 2.8295 0.98927 0.53161 0.91228 -0.065374 -0.6383 -2.4961 -4.1308 -5.3711 -6.3468 -7.0437 -7.9904 -8.308 -7.9246 -7.0429 -6.332 -5.4341 -4.1024 -2.2041 0.066673 0.86913
cl_mt_coh 0.14144 1.7318 12.244 -4.6385 50.122 0 0.44942 0.55058 2.1033e-05 6.5328e-34 -4.4475 -3.8911 -2.7217 -1.9625 -1.4792 -1.0854 -0.79307 -0.30974 0.1216 0.49424 0.93278 1.2251 1.5906 2.1753 3.1985 5.4195 8.2982 3.3285 0.82111 2.8295 0.98927 2.9993 1 0.52468 0.85862 -0.037415 -0.30266 -1.2031 -2.0195 -2.6103 -3.0626 -3.3829 -3.7837 -3.8231 -3.5343 -3.0373 -2.6595 -2.1953 -1.5187 -0.57138 0.52933 0.93384
cl_mt_pol_c 1.2506 0.35284 0.28215 0.038494 4.9258 0 0 1 1.7173e-05 2.8189e-34 0.33615 0.56892 0.73967 0.83479 0.88552 0.92802 0.99665 1.0486 1.2123 1.3976 1.4965 1.5785 1.6341 1.7112 1.8797 2.1175 2.3635 0.7802 0.9447 0.53161 0.91228 0.52468 0.85862 0.1245 1 0.00022548 0.0037489 0.025492 0.057748 0.091737 0.12814 0.16793 0.24855 0.38549 0.53977 0.65632 0.7186 0.78066 0.8491 0.92013 0.98233 0.99806
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it_a_n = 750, it_z_n = 88
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Elapsed time is 33.192416 seconds.
Elapsed time is 6.769565 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ _______ _______ _______ _______ ________ _______ _______ _______ ________ ________ _______ _______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ ________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.1502 2.5661 1.1934 -17.245 14.907 0 0.18209 0.81791 2.0453e-05 -4.6047e-35 -9.0093 -5.2929 -2.6063 -1.2678 -0.42438 0.20432 0.72177 1.5412 2.498 3.3589 3.9077 4.2626 4.6093 5.0662 5.7122 6.8928 8.0251 6.5847 1 4.2724 0.88625 4.2426 0.8382 0.85384 0.95189 -0.0049485 -0.032637 -0.10041 -0.14403 -0.16307 -0.16525 -0.15426 -0.10078 0.041521 0.2465 0.41763 0.51427 0.61898 0.72591 0.85066 0.9656 0.99611
cl_mt_pol_a -0.55049 1.8787 -3.4127 -4.4853 48.353 0.018542 0.61535 0.36611 1.1762e-05 -4.6047e-35 -4.3854 -4.2087 -3.5968 -3.0247 -2.5565 -2.1613 -1.7956 -1.2285 -0.47364 0.078328 0.43486 0.72008 1.1479 1.7184 2.6454 4.8558 7.7081 4.2724 0.88625 3.5294 1 3.6719 0.99089 0.60935 0.92789 0.010167 0.08431 0.36875 0.66518 0.91709 1.1303 1.3102 1.581 1.8131 1.8592 1.8154 1.7653 1.6701 1.5429 1.3605 1.1088 1.015
cl_mt_coh -0.52093 1.9725 -3.7865 -4.6385 50.122 0 0.59906 0.40094 2.6302e-05 -4.3401e-35 -4.6001 -4.4283 -3.7705 -3.1511 -2.6486 -2.2228 -1.8355 -1.2124 -0.42122 0.15069 0.54173 0.85969 1.247 1.8317 2.8075 5.0732 7.9712 4.2426 0.8382 3.6719 0.99089 3.8907 1 0.6056 0.87832 0.0091523 0.087704 0.40144 0.73116 1.0112 1.2437 1.4378 1.732 1.9626 1.9919 1.9296 1.8619 1.7619 1.6171 1.4025 1.1209 1.0172
cl_mt_pol_c 1.2213 0.34956 0.28622 0.038494 4.9258 0 0 1 2.0453e-05 -4.6047e-35 0.26134 0.50929 0.71511 0.81638 0.87943 0.93138 0.97018 1.0613 1.1708 1.3192 1.4761 1.5378 1.5962 1.6943 1.8637 2.1033 2.3492 0.85384 0.95189 0.60935 0.92789 0.6056 0.87832 0.12219 1 0.00017823 0.0033092 0.024129 0.055845 0.090638 0.12769 0.16673 0.24974 0.38642 0.53805 0.65204 0.71361 0.77827 0.84618 0.91819 0.98185 0.998
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it_a_n = 750, it_z_n = 143
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Elapsed time is 56.034384 seconds.
Elapsed time is 19.635870 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ _________ _______ _______ __________ __________ _______ _______ _______ _______ _______ ________ _________ _______ _______ ________ ________ ________ _______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ ________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 1.6268 2.6084 1.6034 -14.662 14.916 0 0.25533 0.74467 2.7492e-06 6.3182e-35 -8.1109 -5.1488 -3.0643 -1.8735 -1.1043 -0.54178 -0.049382 0.79366 1.8574 2.8379 3.5144 3.8833 4.296 4.7754 5.4774 6.7122 7.8766 6.8039 1 4.5726 0.87854 4.5206 0.83083 0.86631 0.97414 -0.005687 -0.039736 -0.13478 -0.20766 -0.25347 -0.27791 -0.2869 -0.26256 -0.13905 0.078689 0.27413 0.38712 0.51435 0.65342 0.80871 0.9558 0.99497
cl_mt_pol_a -1.6052 1.9954 -1.243 -4.5566 48.353 0.0086929 0.78857 0.20273 5.3938e-06 6.3182e-35 -4.4853 -4.4305 -4.2698 -4.0368 -3.7648 -3.4986 -3.2339 -2.6823 -1.8549 -0.89948 -0.27353 0.007022 0.43486 0.934 1.9323 4.1428 6.995 4.5726 0.87854 3.9814 1 4.1267 0.99145 0.62946 0.92529 0.003061 0.032147 0.14024 0.26698 0.38885 0.50359 0.60656 0.79232 1.0022 1.1312 1.1686 1.1723 1.1634 1.1454 1.1008 1.0331 1.0049
cl_mt_coh -1.6307 2.086 -1.2792 -4.6385 50.122 0 0.7833 0.2167 0.00014055 5.713e-35 -4.6236 -4.6012 -4.4475 -4.1701 -3.8927 -3.6286 -3.3437 -2.7665 -1.8894 -0.88109 -0.23076 0.083998 0.49266 1.0491 2.0425 4.3232 7.2467 4.5206 0.83083 4.1267 0.99145 4.3512 1 0.62436 0.87793 0.0073766 0.036336 0.14062 0.27647 0.39718 0.51071 0.61881 0.80663 1.0184 1.146 1.1806 1.1823 1.1736 1.1511 1.1054 1.0342 1.0051
cl_mt_pol_c 1.1853 0.34093 0.28763 0.038494 4.9258 0 0 1 2.7492e-06 6.3182e-35 0.25242 0.44659 0.6604 0.77887 0.85648 0.91187 0.96276 1.0458 1.1548 1.2599 1.3757 1.4661 1.5553 1.664 1.7878 2.0789 2.3261 0.86631 0.97414 0.62946 0.92529 0.62436 0.87793 0.11624 1 0.00016809 0.0032316 0.022299 0.053102 0.087495 0.12498 0.16439 0.24921 0.38892 0.5423 0.65413 0.71606 0.77771 0.84479 0.91739 0.98154 0.998
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ar_bl_default = 0
ar_fl_c_min = 0.001
ar_fl_b_bd = -20
fl_z_r_borr_poiss_mean = 8.75
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it_a_n = 750, it_z_n = 33
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Elapsed time is 15.191775 seconds.
Elapsed time is 0.962231 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7394 2.1882 0.79881 -21.523 14.902 0 0.096704 0.9033 1.0709e-05 -3.2324e-36 -8.2529 -4.0095 -1.1224 0.012128 0.7268 1.2255 1.5667 2.1958 2.9213 3.6359 4.1855 4.4582 4.7959 5.2338 5.8771 7.0144 8.1172 4.7884 1 2.8963 0.86129 2.8366 0.80665 0.731 0.94719 -0.0037821 -0.021494 -0.053463 -0.0622 -0.054231 -0.03633 -0.011371 0.063058 0.20335 0.38285 0.52608 0.60431 0.6899 0.77963 0.88107 0.97258 0.99694
cl_mt_pol_a 0.28322 1.5367 5.426 -4.414 48.353 0.044541 0.41564 0.53982 2.1241e-06 -3.2324e-36 -4.065 -3.3308 -1.9959 -1.3284 -0.9279 -0.66091 -0.47587 -0.19367 0.078328 0.50617 0.8627 1.2192 1.5758 2.1462 3.0732 5.2837 8.0646 2.8963 0.86129 2.3616 1 2.4409 0.98838 0.48683 0.89824 -0.020068 -0.13255 -0.50995 -0.80877 -1.0066 -1.1414 -1.2312 -1.3459 -1.3516 -1.1778 -0.98186 -0.75004 -0.53759 -0.2072 0.22254 0.77452 0.96859
cl_mt_coh 0.37792 1.607 4.2523 -4.6385 50.122 0 0.38517 0.61483 2.9686e-06 1.511e-34 -4.3296 -3.4974 -2.0639 -1.333 -0.89445 -0.60209 -0.42762 -0.090469 0.20189 0.59562 1.0059 1.3265 1.7368 2.3215 3.2716 5.5374 8.3878 2.8366 0.80665 2.4409 0.98838 2.5824 1 0.47722 0.842 -0.014923 -0.10492 -0.39994 -0.62774 -0.77424 -0.86921 -0.92823 -0.99139 -0.94799 -0.80364 -0.59531 -0.43605 -0.22352 0.044878 0.38863 0.82409 0.97561
cl_mt_pol_c 1.2631 0.35268 0.27922 0.038494 4.9258 0 0 1 1.0709e-05 -3.2324e-36 0.3877 0.60202 0.75882 0.8359 0.88933 0.92991 0.97176 1.0766 1.2212 1.4056 1.5071 1.5874 1.6597 1.7165 1.8832 2.1199 2.3671 0.731 0.94719 0.48683 0.89824 0.47722 0.842 0.12439 1 0.00023917 0.0040016 0.026324 0.058498 0.092102 0.13041 0.16555 0.24775 0.38542 0.54753 0.65763 0.71837 0.78185 0.84986 0.92006 0.98236 0.99806
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it_a_n = 750, it_z_n = 88
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Elapsed time is 33.372046 seconds.
Elapsed time is 6.045048 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ _______ _______ ________ ________ ______ _______ _______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.5668 2.3383 0.91098 -19.865 14.903 0 0.12273 0.87727 1.4172e-05 -7.8099e-37 -8.6555 -4.6505 -1.6986 -0.40214 0.37123 0.90975 1.3578 2.0733 2.8898 3.609 4.1155 4.4206 4.7557 5.1951 5.8319 6.992 8.0997 5.4675 1 3.3674 0.8732 3.3212 0.82132 0.77917 0.94433 -0.0042141 -0.025265 -0.068927 -0.087964 -0.087718 -0.074881 -0.05239 0.01513 0.16881 0.35209 0.49863 0.58254 0.66966 0.76814 0.87393 0.971 0.99673
cl_mt_pol_a 0.074242 1.6492 22.214 -4.4853 48.353 0.038221 0.47471 0.48707 1.8188e-08 -7.8099e-37 -4.2372 -3.6983 -2.5769 -1.8624 -1.4211 -1.0811 -0.80172 -0.39391 0 0.36355 0.79139 1.0766 1.5045 2.0036 3.0019 5.2124 7.9933 3.3674 0.8732 2.7199 1 2.8216 0.9893 0.53073 0.91198 -0.066068 -0.54976 -2.1991 -3.7088 -4.7557 -5.6108 -6.2584 -7.0431 -7.3342 -6.9929 -6.2294 -5.5598 -4.6127 -3.5636 -1.8656 0.16469 0.88268
cl_mt_coh 0.15006 1.7294 11.525 -4.6385 50.122 0 0.44719 0.55281 2.2346e-07 -2.6072e-36 -4.4886 -3.9039 -2.6742 -1.9177 -1.4317 -1.0662 -0.76107 -0.30974 0.1088 0.49424 0.93278 1.2251 1.6125 2.1753 3.1857 5.4387 8.302 3.3212 0.82132 2.8216 0.9893 2.9907 1 0.52381 0.85838 -0.03151 -0.28 -1.1419 -1.9085 -2.4413 -2.8627 -3.1737 -3.5215 -3.5733 -3.2948 -2.8394 -2.4639 -2.0186 -1.3835 -0.51032 0.55607 0.93842
cl_mt_pol_c 1.2509 0.35287 0.2821 0.038494 4.9258 0 0 1 1.4172e-05 -7.8099e-37 0.33615 0.57139 0.74564 0.8335 0.88552 0.92621 0.99665 1.0509 1.2123 1.3948 1.4965 1.5785 1.6359 1.7112 1.8797 2.1175 2.3617 0.77917 0.94433 0.53073 0.91198 0.52381 0.85838 0.12452 1 0.00021239 0.0037949 0.025581 0.057323 0.091968 0.12811 0.16687 0.24926 0.38402 0.54153 0.65575 0.71816 0.78078 0.84885 0.91999 0.98229 0.99806
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it_a_n = 750, it_z_n = 143
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Elapsed time is 62.511863 seconds.
Elapsed time is 20.838828 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ _______ _______ _______ _______ ________ _______ _______ ________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.2813 2.5096 1.1001 -17.688 14.906 0 0.16355 0.83645 9.9123e-06 -8.5735e-36 -9.1087 -5.1852 -2.3872 -1.0263 -0.18209 0.43868 0.92908 1.7047 2.6298 3.4478 3.9663 4.3173 4.6438 5.1144 5.7491 6.9304 8.0437 6.2982 1 4.0411 0.88488 4.0089 0.83605 0.83429 0.94795 -0.004664 -0.030119 -0.091093 -0.12687 -0.13956 -0.13646 -0.12134 -0.062525 0.081747 0.28399 0.44562 0.53597 0.63351 0.74079 0.8583 0.96771 0.99633
cl_mt_pol_a -0.35082 1.8197 -5.187 -4.4853 48.353 0.023881 0.57459 0.40153 8.5323e-08 -8.5735e-36 -4.3582 -4.1311 -3.3849 -2.7301 -2.2318 -1.815 -1.4619 -0.89948 -0.26902 0.14963 0.57747 0.8627 1.2192 1.7897 2.788 4.9985 7.7794 4.0411 0.88488 3.3114 1 3.4441 0.99057 0.58954 0.92381 0.013785 0.12417 0.54853 0.98098 1.3342 1.622 1.8516 2.1857 2.4409 2.4611 2.3538 2.2499 2.114 1.8982 1.5756 1.1705 1.0242
cl_mt_coh -0.30805 1.9107 -6.2025 -4.6385 50.122 0 0.56086 0.43914 4.0367e-07 6.0993e-36 -4.5788 -4.3446 -3.5406 -2.8321 -2.3055 -1.8595 -1.4733 -0.88109 -0.21582 0.26004 0.66871 0.976 1.3564 1.9411 2.9419 5.1928 8.0656 4.0089 0.83605 3.4441 0.99057 3.6506 1 0.58504 0.87313 0.018567 0.14714 0.65413 1.1678 1.5819 1.9185 2.1859 2.5639 2.8282 2.812 2.6698 2.5354 2.3507 2.084 1.6989 1.2091 1.0295
cl_mt_pol_c 1.2303 0.35069 0.28504 0.038494 4.9258 0 0 1 9.9123e-06 -8.5735e-36 0.2817 0.5245 0.72911 0.82357 0.88682 0.93685 0.97355 1.0553 1.1862 1.3578 1.4822 1.5678 1.6034 1.6996 1.8708 2.1079 2.3546 0.83429 0.94795 0.58954 0.92381 0.58504 0.87313 0.12298 1 0.00017846 0.0034603 0.024622 0.056395 0.091285 0.12842 0.16716 0.2494 0.38532 0.54088 0.65437 0.71605 0.7815 0.84724 0.91895 0.98193 0.99804
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ar_bl_default = 0
ar_fl_c_min = 0.001
ar_fl_b_bd = -20
fl_z_r_borr_poiss_mean = 12.5
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it_a_n = 750, it_z_n = 33
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Elapsed time is 13.152710 seconds.
Elapsed time is 0.864501 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7586 2.1834 0.79149 -22.045 14.901 0 0.096736 0.90326 1.1216e-05 -4.5078e-36 -8.4403 -3.9983 -1.105 0.057325 0.78581 1.2366 1.615 2.1831 2.9591 3.6726 4.2076 4.4716 4.8091 5.237 5.874 7.028 8.1179 4.7671 1 2.8594 0.8592 2.8 0.80464 0.7296 0.94624 -0.0037774 -0.021308 -0.052794 -0.061012 -0.052203 -0.034852 -0.0088545 0.062293 0.20556 0.39508 0.52964 0.6061 0.69352 0.78136 0.882 0.97313 0.99695
cl_mt_pol_a 0.32308 1.5242 4.7178 -4.414 48.353 0.046691 0.40278 0.55053 6.1686e-07 -4.5078e-36 -4.065 -3.2339 -1.9291 -1.2616 -0.86115 -0.59416 -0.39391 -0.12692 0.078328 0.50617 0.934 1.2192 1.5758 2.1462 3.1445 5.2837 8.0646 2.8594 0.8592 2.3233 1 2.4008 0.98826 0.48254 0.89646 -0.013704 -0.1128 -0.43775 -0.68639 -0.85084 -0.95647 -1.0367 -1.1116 -1.1053 -0.95043 -0.73755 -0.57085 -0.37218 -0.07739 0.32788 0.79922 0.9719
cl_mt_coh 0.42244 1.5938 3.7728 -4.6385 50.122 0 0.36978 0.63022 1.6075e-06 -4.2192e-35 -4.3296 -3.3795 -1.9908 -1.2599 -0.82136 -0.529 -0.30974 -0.01738 0.20189 0.64042 1.079 1.3713 1.7368 2.3215 3.2999 5.5374 8.3878 2.8 0.80464 2.4008 0.98826 2.5402 1 0.47292 0.84024 -0.010557 -0.097621 -0.35046 -0.54333 -0.66646 -0.74103 -0.79248 -0.82597 -0.78282 -0.61916 -0.42739 -0.28357 -0.11567 0.12914 0.44515 0.84 0.97772
cl_mt_pol_c 1.2648 0.35315 0.2792 0.038494 4.9258 0 0 1 1.1216e-05 -4.5078e-36 0.40038 0.59612 0.76133 0.8359 0.89186 0.92991 0.95638 1.0757 1.2291 1.4056 1.507 1.5874 1.6658 1.7165 1.885 2.1211 2.3671 0.7296 0.94624 0.48254 0.89646 0.47292 0.84024 0.12471 1 0.00024849 0.0039918 0.026326 0.057936 0.092525 0.12814 0.16673 0.24672 0.38403 0.54631 0.65759 0.71902 0.78205 0.84949 0.91996 0.98243 0.99807
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it_a_n = 750, it_z_n = 88
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Elapsed time is 33.029312 seconds.
Elapsed time is 6.856059 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ ______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ ________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7298 2.2 0.80594 -21.036 14.902 0 0.098471 0.90153 9.1404e-06 -6.1009e-35 -8.4262 -4.0727 -1.1882 0.013359 0.65989 1.228 1.5499 2.1973 2.9224 3.6368 4.1863 4.4579 4.7805 5.2251 5.8599 7.0137 8.1175 4.8401 1 2.9323 0.8624 2.8742 0.80814 0.73447 0.94654 -0.003804 -0.021712 -0.05458 -0.064011 -0.057121 -0.038585 -0.01413 0.061972 0.20203 0.38172 0.52539 0.60266 0.68728 0.77892 0.88014 0.97252 0.99695
cl_mt_pol_a 0.27309 1.5455 5.6593 -4.4419 48.353 0.046682 0.41521 0.53811 1.2076e-08 -6.1009e-35 -4.1318 -3.3308 -2.0715 -1.3951 -0.95403 -0.6732 -0.52741 -0.19367 0.078328 0.50617 0.8627 1.2192 1.5758 2.1462 3.0732 5.2837 8.0646 2.9323 0.8624 2.3886 1 2.4697 0.98851 0.48988 0.89869 -0.016214 -0.14485 -0.51761 -0.83387 -1.0424 -1.1898 -1.3054 -1.4275 -1.4329 -1.2532 -1.0499 -0.81023 -0.59088 -0.249 0.19562 0.76689 0.96755
cl_mt_coh 0.3667 1.6166 4.4084 -4.6385 50.122 0 0.38484 0.61516 1.2012e-08 -2.8986e-35 -4.3552 -3.5256 -2.137 -1.4061 -0.93285 -0.62769 -0.45591 -0.090469 0.20189 0.60202 1.0059 1.3329 1.724 2.3087 3.2716 5.5374 8.3878 2.8742 0.80814 2.4697 0.98851 2.6133 1 0.48046 0.84265 -0.012878 -0.11318 -0.4134 -0.64424 -0.79805 -0.9024 -0.97969 -1.0471 -1.0025 -0.85896 -0.64008 -0.48195 -0.27524 0.0016462 0.37104 0.81912 0.97494
cl_mt_pol_c 1.2624 0.3527 0.27939 0.038494 4.9258 0 0 1 9.1404e-06 -6.1009e-35 0.38266 0.60029 0.75882 0.8359 0.89069 0.92718 0.97176 1.0766 1.2194 1.4056 1.507 1.5874 1.6633 1.7165 1.8832 2.1194 2.3671 0.73447 0.94654 0.48988 0.89869 0.48046 0.84265 0.1244 1 0.00023347 0.0039819 0.026262 0.057944 0.092411 0.1282 0.16551 0.24862 0.38487 0.54842 0.65683 0.71871 0.78174 0.85005 0.92018 0.98228 0.99805
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it_a_n = 750, it_z_n = 143
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Elapsed time is 55.613629 seconds.
Elapsed time is 16.426245 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
________ ______ _________ ________ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ _______ _______ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.567 2.338 0.91082 -19.723 14.903 0 0.12303 0.87697 8.8461e-06 9.6296e-35 -8.6706 -4.6471 -1.7046 -0.40417 0.37492 0.90525 1.3578 2.073 2.8896 3.6089 4.1154 4.4205 4.7556 5.195 5.8318 6.9919 8.0997 5.4663 1 3.3678 0.8734 3.3216 0.82151 0.77917 0.94436 -0.0041758 -0.025229 -0.068854 -0.087932 -0.087766 -0.074956 -0.05259 0.014534 0.1687 0.35201 0.49863 0.58247 0.66963 0.76811 0.87392 0.971 0.99673
cl_mt_pol_a 0.074706 1.6492 22.076 -4.4853 48.353 0.038987 0.47354 0.48747 2.9118e-10 9.6296e-35 -4.2438 -3.704 -2.5709 -1.8723 -1.4102 -1.0786 -0.80296 -0.39602 0 0.36355 0.79139 1.0766 1.5045 2.0036 3.0019 5.2124 7.9933 3.3678 0.8734 2.7199 1 2.8216 0.9893 0.53087 0.91215 -0.060893 -0.5358 -2.1814 -3.642 -4.7518 -5.5793 -6.2065 -6.981 -7.285 -6.9453 -6.1862 -5.5205 -4.579 -3.5362 -1.8483 0.16972 0.88339
cl_mt_coh 0.15056 1.7294 11.486 -4.6385 50.122 0 0.44551 0.55449 3.8241e-09 3.7071e-35 -4.4833 -3.906 -2.671 -1.9252 -1.421 -1.063 -0.7632 -0.3172 0.10667 0.49424 0.93278 1.2251 1.6114 2.1753 3.1836 5.4419 8.2998 3.3216 0.82151 2.8216 0.9893 2.9907 1 0.524 0.85861 -0.034601 -0.27923 -1.1357 -1.8851 -2.4453 -2.8531 -3.1569 -3.502 -3.5617 -3.2821 -2.828 -2.4535 -2.0125 -1.3764 -0.51083 0.5578 0.93829
cl_mt_pol_c 1.2509 0.3529 0.28212 0.038494 4.9258 0 0 1 8.8461e-06 9.6296e-35 0.3365 0.57086 0.74602 0.83313 0.88552 0.92672 0.99532 1.0506 1.2123 1.3948 1.4965 1.5785 1.6359 1.7112 1.8797 2.1175 2.3617 0.77917 0.94436 0.53087 0.91215 0.524 0.85861 0.12454 1 0.00021588 0.0037664 0.025628 0.057281 0.091982 0.12795 0.16652 0.24899 0.38363 0.54128 0.65569 0.71809 0.78076 0.84881 0.91997 0.98229 0.99805
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ar_bl_default = 0
ar_fl_c_min = 0.001
ar_fl_b_bd = -20
fl_z_r_borr_poiss_mean = 16.25
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it_a_n = 750, it_z_n = 33
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Elapsed time is 11.820365 seconds.
Elapsed time is 0.867680 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ ______ _________ ________ ______ _______ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7658 2.1818 0.78884 -22.341 14.901 0 0.095364 0.90464 1.1224e-05 -3.3475e-34 -8.3631 -3.9874 -1.1122 0.060907 0.77139 1.2753 1.6634 2.213 2.9591 3.6685 4.2042 4.4835 4.8062 5.2383 5.8718 7.0265 8.1297 4.7601 1 2.8431 0.85803 2.7838 0.80348 0.72942 0.94604 -0.0037747 -0.021374 -0.052726 -0.060571 -0.052485 -0.032192 -0.0079514 0.06359 0.21327 0.39446 0.52864 0.61075 0.69289 0.7831 0.88164 0.97294 0.99697
cl_mt_pol_a 0.3411 1.5187 4.4526 -4.414 48.353 0.04991 0.39478 0.55531 2.8091e-07 -3.3475e-34 -4.0614 -3.1973 -1.9291 -1.2616 -0.86115 -0.59416 -0.39391 -0.12692 0.078328 0.50617 0.934 1.2192 1.5758 2.1462 3.1445 5.355 8.1359 2.8431 0.85803 2.3066 1 2.3833 0.9882 0.4809 0.89599 -0.012219 -0.10605 -0.40123 -0.62871 -0.782 -0.87816 -0.95034 -1.021 -1.0146 -0.86322 -0.65954 -0.50035 -0.31118 -0.030491 0.35708 0.81502 0.97465
cl_mt_coh 0.44277 1.588 3.5865 -4.6385 50.122 0 0.36334 0.63666 9.8934e-07 -1.5066e-34 -4.2565 -3.3795 -1.9908 -1.2599 -0.82136 -0.529 -0.30974 -0.01738 0.20189 0.64042 1.079 1.3713 1.7368 2.3215 3.3447 5.6105 8.4609 2.7838 0.80348 2.3833 0.9882 2.5217 1 0.47132 0.83986 -0.013713 -0.085579 -0.32362 -0.50141 -0.61693 -0.68528 -0.73162 -0.7626 -0.72016 -0.55931 -0.37417 -0.23567 -0.074457 0.16053 0.47973 0.85148 0.97974
cl_mt_pol_c 1.2655 0.3534 0.27924 0.038494 4.9258 0 0 1 1.1224e-05 -3.3475e-34 0.39426 0.59646 0.76251 0.83742 0.89208 0.93023 0.9598 1.0736 1.2355 1.4056 1.5071 1.5892 1.6676 1.7183 1.8868 2.1211 2.3671 0.72942 0.94604 0.4809 0.89599 0.47132 0.83986 0.12489 1 0.00024139 0.0040296 0.026129 0.058681 0.092032 0.12829 0.16556 0.24676 0.38445 0.54527 0.65816 0.72049 0.7833 0.85005 0.92036 0.98232 0.99805
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it_a_n = 750, it_z_n = 88
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Elapsed time is 32.867400 seconds.
Elapsed time is 6.091987 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7542 2.1874 0.79423 -21.645 14.902 0 0.097823 0.90218 8.543e-06 -1.3506e-34 -8.3745 -4.025 -1.1378 0.062044 0.73199 1.221 1.6114 2.1843 2.96 3.6734 4.2082 4.4721 4.8069 5.2374 5.8743 7.0155 8.1181 4.7849 1 2.8733 0.8598 2.8145 0.80539 0.73082 0.94605 -0.003847 -0.021441 -0.053306 -0.061704 -0.053976 -0.035521 -0.0093597 0.061925 0.2053 0.39497 0.52954 0.60605 0.68955 0.78135 0.8821 0.9727 0.99695
cl_mt_pol_a 0.31721 1.5277 4.8161 -4.4419 48.353 0.048475 0.40214 0.54939 2.3384e-09 -1.3506e-34 -4.065 -3.2568 -1.9959 -1.3284 -0.87717 -0.59416 -0.39754 -0.12809 0.078328 0.50617 0.934 1.2192 1.5758 2.1462 3.1445 5.2837 8.0646 2.8733 0.8598 2.3339 1 2.4122 0.98834 0.48369 0.89653 -0.015521 -0.11547 -0.43688 -0.68573 -0.85568 -0.9868 -1.057 -1.1389 -1.139 -0.98144 -0.76451 -0.59165 -0.39383 -0.094419 0.31747 0.79602 0.97145
cl_mt_coh 0.4159 1.5976 3.8413 -4.6385 50.122 0 0.37042 0.62958 1.3849e-09 -8.4217e-35 -4.3296 -3.4051 -2.0639 -1.333 -0.84696 -0.529 -0.32254 -0.03018 0.20189 0.64042 1.079 1.3585 1.7368 2.3215 3.3191 5.5374 8.3878 2.8145 0.80539 2.4122 0.98834 2.5523 1 0.47413 0.84037 -0.011932 -0.093226 -0.34881 -0.54215 -0.66967 -0.76263 -0.80724 -0.8493 -0.80625 -0.64052 -0.44572 -0.32186 -0.1304 0.11754 0.43775 0.83782 0.97741
cl_mt_pol_c 1.2645 0.35315 0.27928 0.038494 4.9258 0 0 1 8.543e-06 -1.3506e-34 0.3877 0.59583 0.75981 0.83742 0.89186 0.92991 0.95638 1.0783 1.2291 1.4056 1.507 1.5874 1.6658 1.7165 1.885 2.1211 2.3653 0.73082 0.94605 0.48369 0.89653 0.47413 0.84037 0.12472 1 0.00023527 0.0040092 0.026296 0.057962 0.092518 0.12882 0.16669 0.24675 0.38464 0.54677 0.6583 0.71927 0.78232 0.84966 0.92013 0.98247 0.99804
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it_a_n = 750, it_z_n = 143
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Elapsed time is 53.658555 seconds.
Elapsed time is 17.056475 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7232 2.2073 0.81056 -20.832 14.902 0 0.099682 0.90032 7.6069e-06 2.0488e-36 -8.4236 -4.1131 -1.1978 0.013415 0.65626 1.207 1.5527 2.199 2.9237 3.6379 4.1772 4.4571 4.7813 5.2258 5.8605 7.0142 8.1178 4.8724 1 2.9556 0.86316 2.8982 0.80906 0.73658 0.94622 -0.0038196 -0.021908 -0.055252 -0.065088 -0.058436 -0.041078 -0.015292 0.061057 0.20115 0.38107 0.52293 0.60215 0.68693 0.77871 0.88003 0.9725 0.99695
cl_mt_pol_a 0.26519 1.5513 5.8496 -4.4599 48.353 0.046429 0.41675 0.53682 1.7465e-10 2.0488e-36 -4.1536 -3.3849 -2.0961 -1.4026 -0.99464 -0.6753 -0.53023 -0.19471 0.078328 0.50617 0.8627 1.2192 1.5758 2.1462 3.0732 5.2837 8.0646 2.9556 0.86316 2.4064 1 2.4887 0.98857 0.49207 0.89947 -0.015999 -0.14268 -0.54083 -0.86541 -1.092 -1.2447 -1.359 -1.4897 -1.5006 -1.3161 -1.1072 -0.86092 -0.63544 -0.28396 0.1732 0.76084 0.96702
cl_mt_coh 0.35794 1.6228 4.5339 -4.6385 50.122 0 0.3869 0.6131 1.3415e-10 -2.3545e-36 -4.4027 -3.548 -2.1594 -1.4135 -0.96754 -0.63196 -0.46338 -0.097936 0.19442 0.60309 1.0059 1.3116 1.7218 2.2991 3.2716 5.5299 8.3804 2.8982 0.80906 2.4887 0.98857 2.6336 1 0.48277 0.84354 -0.014174 -0.1118 -0.4197 -0.66548 -0.83195 -0.93971 -1.0163 -1.0904 -1.0568 -0.9018 -0.67706 -0.5189 -0.30757 -0.029821 0.35686 0.81204 0.97404
cl_mt_pol_c 1.2619 0.35266 0.27947 0.038494 4.9258 0 0 1 7.6069e-06 2.0488e-36 0.37321 0.59948 0.75842 0.8359 0.88942 0.92617 0.98176 1.0761 1.2185 1.4056 1.507 1.5874 1.6597 1.7147 1.8832 2.1194 2.3671 0.73658 0.94622 0.49207 0.89947 0.48277 0.84354 0.12437 1 0.00023042 0.0039802 0.026179 0.058082 0.0924 0.12812 0.16558 0.24751 0.38405 0.54909 0.65722 0.71906 0.78173 0.84865 0.92027 0.98231 0.99806
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ar_bl_default = 0
ar_fl_c_min = 0.001
ar_fl_b_bd = -20
fl_z_r_borr_poiss_mean = 20
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it_a_n = 750, it_z_n = 33
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Elapsed time is 12.142054 seconds.
Elapsed time is 0.737851 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ ______ _________ ________ ______ _______ ________ _______ __________ ___________ _______ _______ _______ _______ ________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7725 2.1761 0.7849 -22.532 14.901 0 0.093882 0.90612 1.0809e-05 -1.5288e-36 -8.3362 -3.9425 -1.1044 0.11467 0.76236 1.2689 1.6658 2.2208 2.9558 3.666 4.213 4.4815 4.8044 5.2367 5.8704 7.0284 8.129 4.7354 1 2.822 0.85724 2.762 0.80253 0.72805 0.94646 -0.0037907 -0.021394 -0.052016 -0.059688 -0.051407 -0.031637 -0.004636 0.064999 0.21327 0.3943 0.53072 0.61057 0.69258 0.78224 0.88154 0.97299 0.99697
cl_mt_pol_a 0.35348 1.5128 4.2796 -4.414 48.353 0.05117 0.39083 0.55801 1.7933e-07 -1.5288e-36 -3.9983 -3.1306 -1.9291 -1.2616 -0.86115 -0.52741 -0.33797 -0.12692 0.078328 0.50617 0.934 1.2192 1.6471 2.1462 3.1445 5.355 8.1359 2.822 0.85724 2.2885 1 2.3641 0.98812 0.4791 0.89592 -0.013435 -0.10294 -0.37483 -0.59177 -0.73755 -0.85025 -0.89717 -0.96254 -0.95633 -0.82215 -0.61233 -0.4556 -0.23717 0.0011112 0.37692 0.82074 0.97543
cl_mt_coh 0.45673 1.5816 3.4628 -4.6385 50.122 0 0.35927 0.64073 6.4257e-07 6.2793e-35 -4.2565 -3.3064 -1.9908 -1.2599 -0.82136 -0.45591 -0.28145 -0.01738 0.20189 0.64042 1.079 1.3713 1.765 2.3215 3.3447 5.6105 8.4609 2.762 0.80253 2.3641 0.98812 2.5013 1 0.4695 0.83978 -0.010721 -0.083614 -0.3037 -0.47411 -0.58434 -0.66385 -0.69342 -0.72098 -0.67912 -0.53432 -0.34201 -0.20491 -0.044682 0.18222 0.4933 0.85537 0.98027
cl_mt_pol_c 1.2661 0.3535 0.2792 0.038494 4.9258 0 0 1 1.0809e-05 -1.5288e-36 0.40327 0.59683 0.76516 0.83742 0.89297 0.93102 0.96184 1.0863 1.2418 1.4056 1.5071 1.5892 1.6676 1.7183 1.8868 2.1212 2.3689 0.72805 0.94646 0.4791 0.89592 0.4695 0.83978 0.12496 1 0.00024923 0.0040537 0.026322 0.057821 0.092844 0.12995 0.16608 0.24663 0.38633 0.54446 0.65763 0.71975 0.78252 0.84967 0.92016 0.98242 0.99807
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it_a_n = 750, it_z_n = 88
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Elapsed time is 35.857364 seconds.
Elapsed time is 6.443294 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ ________ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7638 2.1833 0.78995 -22.011 14.901 0 0.096084 0.90392 9.2769e-06 -2.2354e-34 -8.4044 -4.0175 -1.1069 0.056354 0.77333 1.2595 1.6574 2.214 2.9597 3.669 4.2047 4.4839 4.8066 5.2386 5.8721 7.0266 8.1299 4.7667 1 2.8505 0.85844 2.7914 0.80396 0.72988 0.94608 -0.0037682 -0.021271 -0.052923 -0.060836 -0.052811 -0.03441 -0.0078262 0.063009 0.21318 0.39428 0.5286 0.6107 0.69284 0.78308 0.88162 0.97294 0.99697
cl_mt_pol_a 0.33806 1.5209 4.4989 -4.4419 48.353 0.050077 0.39525 0.55467 7.3055e-10 -2.2354e-34 -4.065 -3.1973 -1.9291 -1.2616 -0.86115 -0.59416 -0.39391 -0.12692 0.078328 0.50617 0.934 1.2192 1.5758 2.1462 3.1445 5.355 8.1359 2.8505 0.85844 2.3132 1 2.3903 0.98824 0.48167 0.89627 -0.012928 -0.10723 -0.40901 -0.64187 -0.79565 -0.89306 -0.96502 -1.0373 -1.0308 -0.8783 -0.67302 -0.51254 -0.32174 -0.039036 0.35173 0.81348 0.97444
cl_mt_coh 0.43931 1.5903 3.62 -4.6385 50.122 0 0.36397 0.63603 3.7329e-10 -1.8702e-34 -4.3296 -3.3795 -1.9908 -1.2599 -0.82136 -0.529 -0.30974 -0.01738 0.20189 0.64042 1.079 1.3713 1.7368 2.3215 3.3447 5.5977 8.4481 2.7914 0.80396 2.3903 0.98824 2.529 1 0.47215 0.84021 -0.010139 -0.087152 -0.32941 -0.51136 -0.62698 -0.69614 -0.74239 -0.77448 -0.73194 -0.5702 -0.38387 -0.24448 -0.082039 0.15435 0.47587 0.84586 0.97865
cl_mt_pol_c 1.2654 0.35335 0.27925 0.038494 4.9258 0 0 1 9.2769e-06 -2.2354e-34 0.39404 0.59646 0.75981 0.8386 0.89223 0.93077 0.95937 1.0736 1.2355 1.4056 1.5071 1.5874 1.6676 1.7183 1.8868 2.1211 2.3671 0.72988 0.94608 0.48167 0.89627 0.47215 0.84021 0.12486 1 0.00024173 0.0040082 0.026214 0.057843 0.092077 0.12856 0.1655 0.24654 0.38448 0.54502 0.65835 0.71848 0.78344 0.85012 0.9204 0.98232 0.99805
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it_a_n = 750, it_z_n = 143
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Elapsed time is 51.537181 seconds.
Elapsed time is 18.470875 seconds.
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9
_______ _______ _________ ________ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ________________ ________________ __________________ __________________ ________________ ________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________
cl_mt_val 2.7491 2.1919 0.79732 -21.464 14.902 0 0.09839 0.90161 7.5332e-06 -2.1143e-35 -8.3708 -4.0394 -1.1507 0.065698 0.71671 1.2153 1.6088 2.1857 2.9449 3.6681 4.209 4.4728 4.8049 5.238 5.8748 7.0159 8.1154 4.8045 1 2.8876 0.86028 2.8294 0.80597 0.73217 0.94598 -0.0038022 -0.021622 -0.053749 -0.06241 -0.054739 -0.036724 -0.010792 0.061399 0.20268 0.38459 0.5295 0.60595 0.68933 0.7813 0.88207 0.9727 0.99692
cl_mt_pol_a 0.31057 1.5314 4.9308 -4.4599 48.353 0.048553 0.40371 0.54773 1.7619e-11 -2.1143e-35 -4.0868 -3.2641 -2.0066 -1.3284 -0.9279 -0.60056 -0.40031 -0.12829 0.078328 0.50617 0.934 1.2192 1.5758 2.1462 3.1445 5.2837 8.0646 2.8876 0.86028 2.345 1 2.4241 0.98838 0.48505 0.89703 -0.014313 -0.12023 -0.44596 -0.71085 -0.88243 -1.0025 -1.0862 -1.1781 -1.1795 -1.0191 -0.79804 -0.6218 -0.42 -0.11452 0.3046 0.79209 0.9709
cl_mt_coh 0.40853 1.6016 3.9203 -4.6385 50.122 0 0.37268 0.62732 9.5976e-12 1.5297e-36 -4.3371 -3.4526 -2.0713 -1.333 -0.89445 -0.54394 -0.3396 -0.032314 0.20189 0.63295 1.0715 1.3638 1.7368 2.314 3.3074 5.5374 8.3878 2.8294 0.80597 2.4241 0.98838 2.565 1 0.47555 0.8409 -0.011706 -0.096185 -0.35507 -0.56022 -0.6886 -0.77411 -0.82844 -0.87722 -0.83405 -0.68581 -0.48887 -0.33599 -0.14773 0.091494 0.42707 0.83524 0.97705
cl_mt_pol_c 1.2641 0.35311 0.27933 0.038494 4.9258 0 0 1 7.5332e-06 -2.1143e-35 0.38173 0.59553 0.76068 0.83742 0.89186 0.92991 0.95631 1.0829 1.2263 1.4056 1.507 1.5874 1.6658 1.7165 1.885 2.1211 2.3653 0.73217 0.94598 0.48505 0.89703 0.47555 0.8409 0.12468 1 0.00023451 0.0039932 0.026177 0.058003 0.092811 0.12942 0.16544 0.24765 0.38404 0.54732 0.65893 0.71969 0.78262 0.849 0.92024 0.98248 0.99805