Test Preference With Default (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
Set Shared Parameters
close all; clear all; ar_fl_beta = [0.94, 0.96, 0.98]; ar_fl_crra = [1, 1.5, 2.0]; % Accuracy % ar_it_a_n_hg = [750, 1250, 1750, 2250]; % ar_it_z_n_hg = [15, 19, 23, 27]; ar_it_a_n_hg = [750]; % Borrowing/Savings Parameters bl_default = true;
Simulate Model with Discount Low
for fl_crra = ar_fl_crra disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_beta = ' num2str(ar_fl_beta(1))]); disp(['fl_crra = ' num2str(fl_crra)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); 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> it_param_set = 9; [param_map, support_map] = ffs_abz_set_default_param(it_param_set); % Preference param_map('fl_beta') = ar_fl_beta(1); param_map('fl_crra') = fl_crra; % Borrowing Parameters param_map('bl_default') = bl_default; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = 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); it_z_n = param_map('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); % 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); end % Snap snapnow; end % close all close all;
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fl_beta = 0.94
fl_crra = 1
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it_a_n = 750, it_z_n = 55
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Elapsed time is 18.996080 seconds.
Elapsed time is 5.623704 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 7.9781 1.8151 0.22751 4.3847 22 0 0 1 0.00066964 6.1038e-35 4.4947 4.6243 4.9357 5.3306 5.8018 6.1151 6.4125 7.167 8.1252 9.0075 9.537 9.828 10.08 10.322 10.602 11.298 11.735 3.2946 1 3.014 0.27013 11.796 0.9729 1.3414 0.54615 0.0018902 0.0068175 0.036547 0.075659 0.096664 0.13417 0.17323 0.25889 0.40245 0.56619 0.68142 0.7403 0.82202 0.88436 0.93758 0.99036 0.99854
cl_mt_pol_a -8.2994 6.1473 -0.74069 -19.512 46.501 0.14267 0.85733 1.6313e-32 0.00021928 6.1038e-35 -19.185 -18.868 -18.265 -18.265 -15.107 -14.424 -13.964 -10.839 -7.5961 -4.6942 -2.6458 -2.3044 -1.2143 0 0 0 0 3.014 0.27013 37.789 1 10.223 0.24896 -5.2156 -0.62702 0.0055099 0.030256 0.31553 0.31553 0.33029 0.42496 0.50765 0.65365 0.82081 0.92955 0.97882 0.98892 0.99927 1 1 1 1
cl_mt_coh -8.908 6.6798 -0.74986 -19.968 50.122 0 0.85729 0.14271 0.00022084 -1.1129e-34 -19.946 -19.923 -19.901 -19.878 -16.327 -15.579 -15.112 -11.654 -8.1251 -4.9699 -2.7756 -2.4018 -1.2316 0.0992 0.1216 0.1216 0.1216 11.796 0.9729 10.223 0.24896 44.619 1 5.2107 0.57649 0.0054398 0.030136 0.11236 0.3177 0.33235 0.4287 0.50709 0.65789 0.82388 0.9331 0.98143 0.99122 1.001 1.0013 1 1 1
cl_mt_pol_c 3.2319 1.3531 0.41867 0.01 6.7775 0 0 1 0.14224 6.1038e-35 0.01 0.01 0.01 0.01 3.092 3.3948 3.4376 3.5322 3.6312 3.7519 3.8697 3.959 4.0608 4.2077 4.4242 4.8782 5.4011 1.3414 0.54615 -5.2156 -0.62702 5.2107 0.57649 1.831 1 0.0004401 0.0004401 0.0004401 0.0004401 0.0077612 0.059271 0.11171 0.22012 0.38602 0.55679 0.67551 0.73496 0.79722 0.86228 0.92828 0.98444 0.9983
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fl_beta = 0.94
fl_crra = 1.5
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it_a_n = 750, it_z_n = 55
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Elapsed time is 20.565973 seconds.
Elapsed time is 3.793058 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 1.9417 3.6144 1.8614 -17.865 14.906 0 0.17243 0.82757 3.1473e-05 3.9297e-31 -16.363 -13.041 -5.5078 -1.9112 -0.41813 0.4289 1.051 1.8886 2.7933 3.559 4.0499 4.3741 4.7024 5.1565 5.7987 6.9592 8.0892 13.064 1 10.469 0.90925 11.623 0.93881 0.78105 0.65772 -0.0097198 -0.075644 -0.25587 -0.34332 -0.3711 -0.37006 -0.34991 -0.27499 -0.09621 0.15142 0.34998 0.45488 0.57298 0.69449 0.83474 0.96166 0.99577
cl_mt_pol_a -0.58053 3.1855 -5.4872 -19.512 48.416 0.055249 0.48664 0.45811 5.7067e-06 3.9297e-31 -18.561 -15.107 -6.5052 -3.2092 -2.0484 -1.3878 -0.96985 -0.42675 0 0.36471 0.72943 1.003 1.3677 1.9147 2.9177 5.106 7.9325 10.469 0.90925 10.147 1 10.168 0.93184 0.54272 0.51855 0.038841 0.29602 0.99106 1.3825 1.6017 1.7455 1.8457 1.9733 2.0152 1.9642 1.8786 1.8129 1.7139 1.5719 1.3607 1.1074 1.0149
cl_mt_coh -0.55615 3.4255 -6.1594 -19.968 50.122 0 0.45027 0.54973 5.811e-06 -4.267e-31 -19.901 -16.327 -6.9812 -3.3587 -2.1214 -1.3961 -0.95124 -0.34569 0.0992 0.47303 0.86926 1.1496 1.5235 2.0842 3.1123 5.3552 8.2524 11.623 0.93881 10.168 0.93184 11.734 1 0.62402 0.55445 0.047358 0.33247 1.1144 1.5476 1.7865 1.9405 2.0437 2.166 2.1856 2.1167 1.9876 1.909 1.7937 1.6319 1.3956 1.1168 1.0161
cl_mt_pol_c 1.2628 0.32855 0.26018 0.01 4.8627 0 0 1 0.0036788 3.9297e-31 0.01 0.84175 0.87507 0.90278 0.93041 0.96295 0.99538 1.0647 1.198 1.3842 1.4959 1.5326 1.6352 1.7486 1.8762 2.1349 2.4061 0.78105 0.65772 0.54272 0.51855 0.62402 0.55445 0.10795 1 2.9132e-05 0.004324 0.031433 0.066737 0.10325 0.14111 0.17937 0.26324 0.39977 0.55638 0.66244 0.72087 0.78895 0.85132 0.92134 0.98263 0.99805
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fl_beta = 0.94
fl_crra = 2
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it_a_n = 750, it_z_n = 55
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Elapsed time is 24.986832 seconds.
Elapsed time is 3.128831 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 2.1611 3.8348 1.7745 -99.249 11.406 0 0.13804 0.86196 8.6813e-07 -2.185e-29 -46.695 -9.2478 -2.5979 -0.75065 0.16026 0.81653 1.227 1.9411 2.735 3.461 3.9488 4.2263 4.5454 4.9162 5.4575 6.416 7.309 14.706 1 6.4415 0.76016 6.6635 0.74941 0.93367 0.7092 -0.031594 -0.10229 -0.18918 -0.22514 -0.23081 -0.21846 -0.19465 -0.1183 0.049455 0.26956 0.43772 0.53753 0.63527 0.74246 0.86015 0.96848 0.99652
cl_mt_pol_a 0.46835 2.2097 4.7181 -19.512 48.78 0.037956 0.38498 0.57706 5.6206e-08 -2.4838e-29 -11.266 -5.2042 -2.7755 -1.8215 -1.2802 -0.86736 -0.59745 -0.1707 0.27354 0.91178 1.4589 1.8236 2.3706 3.1001 4.2854 7.0207 10.394 6.4415 0.76016 4.8828 1 5.0738 0.99027 0.68817 0.90714 -0.030292 -0.16001 -0.46908 -0.71063 -0.8805 -0.9893 -1.0771 -1.146 -1.1155 -0.92577 -0.69429 -0.53079 -0.27859 -0.0042204 0.37346 0.82763 0.97621
cl_mt_coh 0.5579 2.3187 4.1561 -19.968 50.122 0 0.36089 0.63911 7.6922e-08 -2.7224e-29 -12.121 -5.5083 -2.8691 -1.8634 -1.2803 -0.83538 -0.53261 -0.065316 0.37957 1.0338 1.6169 1.9908 2.5291 3.2992 4.5141 7.2955 10.753 6.6635 0.74941 5.0738 0.99027 5.3763 1 0.68933 0.86597 -0.027497 -0.14399 -0.42822 -0.6283 -0.77283 -0.86243 -0.93087 -0.97414 -0.92972 -0.74578 -0.50677 -0.35699 -0.14995 0.11646 0.45109 0.84403 0.97858
cl_mt_pol_c 1.2596 0.34331 0.27256 0.01 4.498 0 0 1 6.165e-05 -2.185e-29 0.36284 0.53468 0.73611 0.83688 0.89364 0.93863 0.99766 1.0832 1.27 1.4002 1.5164 1.5485 1.6486 1.6848 1.8147 2.0802 2.2778 0.93367 0.7092 0.68817 0.90714 0.68933 0.86597 0.11786 1 0.00025725 0.0035539 0.024841 0.056419 0.090791 0.12767 0.16585 0.2525 0.38809 0.54788 0.66211 0.72316 0.78552 0.85194 0.92244 0.98282 0.9981
Simulate Model with Discount Medium
close all for fl_crra = ar_fl_crra disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_beta = ' num2str(ar_fl_beta(2))]); disp(['fl_crra = ' num2str(fl_crra)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); 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> it_param_set = 9; [param_map, support_map] = ffs_abz_set_default_param(it_param_set); % Preference param_map('fl_beta') = ar_fl_beta(2); param_map('fl_crra') = fl_crra; % Borrowing Parameters param_map('bl_default') = bl_default; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = 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); it_z_n = param_map('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); % 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); end % Snap snapnow; end % close all close all;
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fl_beta = 0.96
fl_crra = 1
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it_a_n = 750, it_z_n = 55
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Elapsed time is 19.292400 seconds.
Elapsed time is 11.624191 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 12.035 1.8183 0.15109 8.3458 28.65 0 0 1 0.00066963 2.3548e-35 8.4689 8.614 8.9632 9.407 9.8267 10.165 10.503 11.217 12.182 13.037 13.601 13.831 14.058 14.325 14.632 15.408 16.118 3.3064 1 3.3515 0.29989 11.746 0.96725 1.1121 0.45353 0.0023532 0.0083621 0.043665 0.089018 0.11453 0.15608 0.1993 0.28979 0.43551 0.59345 0.70352 0.76378 0.8285 0.88253 0.93745 0.9898 0.99866
cl_mt_pol_a -8.0452 6.1462 -0.76395 -19.512 48.325 0.13986 0.8595 0.00064487 0.00021038 2.3548e-35 -19.185 -18.868 -18.265 -18.265 -14.766 -14.253 -13.827 -10.498 -7.1694 -4.3528 -2.4286 -2.0484 -1.1095 0 0 0 0 3.3515 0.29989 37.775 1 10.796 0.26301 -5.6654 -0.68354 0.00557 0.030717 0.31911 0.31911 0.34162 0.43159 0.51765 0.66291 0.82978 0.93438 0.9752 0.98975 0.99921 1 1 1 1
cl_mt_coh -8.6318 6.6786 -0.77371 -19.968 50.122 0 0.85945 0.14055 0.0002165 -5.5452e-35 -19.946 -19.923 -19.878 -19.878 -15.953 -15.392 -14.925 -11.28 -7.6578 -4.6448 -2.5176 -2.1214 -1.1158 0.0992 0.1216 0.1216 0.1216 11.746 0.96725 10.796 0.26301 44.603 1 4.5115 0.50092 0.0055036 0.030489 0.32142 0.32142 0.34311 0.43455 0.52248 0.67119 0.83369 0.93773 0.97808 0.99213 1.0011 1.0013 1 1 1
cl_mt_pol_c 3.2024 1.3485 0.4211 0.01 6.8718 0 0 1 0.13949 5.7061e-16 0.01 0.01 0.01 0.01 3.0511 3.2545 3.2898 3.4013 3.5381 3.7157 3.879 3.9846 4.1224 4.2851 4.5442 5.0337 5.5781 1.1121 0.45353 -5.6654 -0.68354 4.5115 0.50092 1.8186 1 0.00043558 0.00043558 0.00043558 0.00043558 0.010578 0.075954 0.11114 0.21911 0.37779 0.54706 0.66557 0.72708 0.79191 0.85605 0.92444 0.98353 0.99823
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fl_beta = 0.96
fl_crra = 1.5
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it_a_n = 750, it_z_n = 55
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Elapsed time is 31.733934 seconds.
Elapsed time is 4.576674 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 5.5418 2.4778 0.4471 -16.921 20.425 0 0.016361 0.98364 1.3008e-06 1.6312e-16 -8.7599 -0.84048 1.611 2.6156 3.2292 3.6709 4.0516 4.6649 5.5608 6.4606 7.1263 7.533 7.9902 8.5958 9.4755 11.12 12.8 6.1394 1 5.6747 0.87689 5.6174 0.84223 0.71718 0.95095 -0.0020757 -0.0065038 -0.0010638 0.019243 0.046016 0.081886 0.11125 0.19118 0.33048 0.49219 0.61456 0.68135 0.7502 0.82533 0.90556 0.9786 0.9976
cl_mt_pol_a 1.963 2.6118 1.3305 -19.512 48.78 0.041186 0.15788 0.80093 1.9199e-07 7.5076e-16 -9.1695 -1.963 -0.76815 -0.2645 -0.08535 0.091178 0.18236 0.54707 1.2765 2.1883 3.1001 3.6471 4.3766 5.3795 7.1119 10.668 15.227 5.6747 0.87689 6.8214 1 6.958 0.9897 0.68249 0.85851 -0.0069429 -0.021586 -0.044961 -0.057109 -0.061613 -0.059919 -0.057886 -0.038083 0.038952 0.164 0.30111 0.38039 0.48785 0.6094 0.7694 0.93623 0.99133
cl_mt_coh 2.1157 2.6918 1.2723 -19.968 50.122 0 0.13451 0.86549 2.215e-07 4.8549e-16 -9.8784 -2.0279 -0.71952 -0.20357 0.028142 0.17026 0.30852 0.68235 1.4076 2.3646 3.2992 3.8599 4.6076 5.6356 7.3889 11.056 15.729 5.6174 0.84223 6.958 0.9897 7.2459 1 0.67665 0.82586 -0.0069586 -0.021217 -0.04271 -0.052334 -0.05383 -0.051395 -0.045056 -0.021162 0.052656 0.18674 0.32245 0.40024 0.50517 0.62334 0.77395 0.93884 0.9917
cl_mt_pol_c 1.3243 0.30438 0.22984 0.01 4.498 0 0 1 0.00014191 1.6312e-16 0.63488 0.69642 0.82006 0.88571 0.97936 1.054 1.1045 1.2129 1.3292 1.4477 1.5506 1.5868 1.6164 1.7304 1.7879 2.0544 2.2871 0.71718 0.95095 0.68249 0.85851 0.67665 0.82586 0.092646 1 0.00042806 0.0049894 0.028287 0.06077 0.096046 0.13402 0.17467 0.26517 0.41178 0.56639 0.67863 0.73709 0.79779 0.86069 0.92677 0.98387 0.99823
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fl_beta = 0.96
fl_crra = 2
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it_a_n = 750, it_z_n = 55
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Elapsed time is 28.628271 seconds.
Elapsed time is 3.185421 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 5.3751 2.4108 0.44852 -98.388 16.099 0 0.020271 0.97973 1.058e-08 1.0993e-12 -6.6794 -1.2146 1.431 2.4519 3.1565 3.5715 3.9768 4.623 5.5006 6.3182 6.941 7.323 7.7362 8.2519 9.0137 10.344 11.678 5.8121 1 6.6115 0.85626 6.5608 0.82695 0.68526 0.96832 -0.0022249 -0.0069149 -0.0031596 0.015558 0.045306 0.07353 0.10877 0.18905 0.3308 0.49563 0.61854 0.68596 0.75518 0.82959 0.90887 0.97968 0.99776
cl_mt_pol_a 2.8396 3.2027 1.1279 -19.512 48.78 0.026087 0.12466 0.84926 8.446e-10 8.2421e-12 -3.7296 -1.8777 -0.6828 -0.1707 0 0.27354 0.54707 1.0941 2.0059 3.2824 4.2854 5.106 5.9266 7.2031 9.209 13.403 18.783 6.6115 0.85626 10.258 1 10.488 0.99509 0.84438 0.89814 -0.0017058 -0.009722 -0.025939 -0.03261 -0.033151 -0.028975 -0.020392 0.0070023 0.090491 0.23169 0.35718 0.44777 0.53681 0.65555 0.79731 0.94529 0.99272
cl_mt_coh 3.016 3.2909 1.0912 -19.968 50.122 0 0.10849 0.89151 1.052e-09 5.3299e-12 -3.9195 -1.9345 -0.62606 -0.065316 0.1216 0.40197 0.65995 1.2431 2.1777 3.4637 4.5141 5.3104 6.1964 7.5048 9.5161 13.86 19.374 6.5608 0.82695 10.488 0.99509 10.83 1 0.84007 0.86963 -0.0017087 -0.0095557 -0.024594 -0.029432 -0.028365 -0.022084 -0.014379 0.017965 0.10409 0.23899 0.37044 0.45153 0.54748 0.66396 0.79797 0.94684 0.99294
cl_mt_pol_c 1.3452 0.29354 0.21822 0.01 4.498 0 0 1 7.5836e-07 1.0993e-12 0.54072 0.69941 0.83262 0.94692 1.0045 1.0946 1.1657 1.2289 1.3474 1.4728 1.5166 1.6145 1.646 1.6876 1.8284 2.0368 2.2751 0.68526 0.96832 0.84438 0.89814 0.84007 0.86963 0.086167 1 0.00036086 0.004697 0.028101 0.061115 0.098366 0.14043 0.17885 0.27024 0.41556 0.57165 0.68203 0.74019 0.80075 0.86217 0.92794 0.98427 0.99826
Simulate Model with Discount High
close all for fl_crra = ar_fl_crra disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_beta = ' num2str(ar_fl_beta(3))]); disp(['fl_crra = ' num2str(fl_crra)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); 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> it_param_set = 9; [param_map, support_map] = ffs_abz_set_default_param(it_param_set); % Preference param_map('fl_beta') = ar_fl_beta(3); param_map('fl_crra') = fl_crra; % Borrowing Parameters param_map('bl_default') = bl_default; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = 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); it_z_n = param_map('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); % 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); end % Snap snapnow; end % close all close all; clear all;
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fl_beta = 0.98
fl_crra = 1
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it_a_n = 750, it_z_n = 55
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Elapsed time is 49.661392 seconds.
Elapsed time is 18.615312 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 24.237 1.8373 0.075806 20.421 47.703 0 0 1 0.00066576 2.9685e-19 20.56 20.724 21.118 21.622 21.98 22.343 22.718 23.413 24.372 25.238 25.785 25.984 26.193 26.47 26.815 27.685 28.88 3.3756 1 3.7732 0.33337 11.798 0.95932 0.87421 0.34921 0.0028161 0.00991 0.050773 0.10286 0.1323 0.17868 0.22467 0.31986 0.46774 0.62138 0.72684 0.78071 0.83394 0.89287 0.94362 0.98984 0.99937
cl_mt_pol_a -7.7572 6.1603 -0.79414 -19.512 48.78 0.1396 0.85802 0.0023775 0.00020885 1.3586e-17 -19.185 -18.868 -18.265 -18.265 -14.509 -14.051 -13.571 -10.157 -6.7426 -3.9261 -2.1337 -1.8215 -0.52901 0 0 0 0.54707 3.7732 0.33337 37.95 1 11.529 0.27958 -6.1786 -0.73609 0.0057124 0.031391 0.32448 0.32448 0.35034 0.4433 0.54323 0.67828 0.84269 0.94107 0.98245 0.99101 0.99979 1.0002 1.0002 1.0002 1.0001
cl_mt_coh -8.3189 6.6938 -0.80465 -19.968 50.122 0 0.85797 0.14203 0.00021226 8.7856e-18 -19.946 -19.923 -19.878 -19.878 -15.602 -15.134 -14.69 -10.906 -7.2616 -4.1775 -2.2372 -1.841 -0.46155 0.0992 0.1216 0.1216 0.68235 11.798 0.95932 11.529 0.27958 44.807 1 3.8205 0.41889 0.0055987 0.031016 0.32698 0.32698 0.35404 0.44664 0.53437 0.6861 0.84513 0.94445 0.98207 0.99357 1.0018 1.0016 1.0002 1.0002 1.0001
cl_mt_pol_c 3.1763 1.3625 0.42897 0.01 7.0635 0 0 1 0.13676 1.8509e-13 0.01 0.01 0.01 0.01 2.7181 3.0094 3.1143 3.2798 3.4535 3.7144 3.9436 4.0537 4.2003 4.4028 4.6859 5.2043 5.7813 0.87421 0.34921 -6.1786 -0.73609 3.8205 0.41889 1.8565 1 0.00043057 0.00043057 0.00043057 0.00043057 0.011899 0.060107 0.11045 0.20788 0.36626 0.5343 0.65502 0.71771 0.78263 0.85028 0.92142 0.98292 0.99813
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fl_beta = 0.98
fl_crra = 1.5
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it_a_n = 750, it_z_n = 55
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Elapsed time is 54.179472 seconds.
Elapsed time is 5.578832 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 35.399 1.1548 0.032622 -10.955 37.687 0 2.0454e-14 1 1.0133e-17 0.0024153 29.853 31.824 33.246 33.892 34.279 34.568 34.778 35.136 35.579 35.958 36.204 36.362 36.511 36.729 36.895 37.405 37.687 1.3335 1 3.1189 0.93526 3.0844 0.90234 0.3105 0.8058 0.00081875 0.0087618 0.04583 0.093386 0.14155 0.19028 0.23916 0.33792 0.48852 0.64147 0.74151 0.79361 0.86766 0.89701 0.94785 0.9964 1
cl_mt_pol_a 45.834 2.8879 0.063007 -19.512 48.78 5.3964e-11 1.1256e-10 1 1.233e-18 0.10676 31.548 36.289 40.119 41.851 42.945 43.857 44.495 45.407 46.592 47.595 48.142 48.416 48.598 48.78 48.78 48.78 48.78 3.1189 0.93526 8.3398 1 8.5125 0.99579 0.64916 0.67364 0.00064768 0.0076391 0.042285 0.086615 0.13295 0.18555 0.23368 0.33372 0.48716 0.64166 0.75106 0.80857 0.84913 1 1 1 1
cl_mt_coh 47.091 2.9601 0.062859 -19.968 50.122 0 8.9135e-11 1 1.4425e-18 0.069039 32.458 37.318 41.221 43.019 44.14 45.03 45.707 46.641 47.856 48.907 49.445 49.703 49.935 50.077 50.122 50.122 50.122 3.0844 0.90234 8.5125 0.99579 8.7623 1 0.6405 0.64844 0.00064852 0.0076452 0.041231 0.086649 0.13299 0.18016 0.22884 0.32751 0.47936 0.64171 0.73906 0.78896 0.84915 0.89714 1 1 1
cl_mt_pol_c 2.4259 0.33369 0.13756 0.01 5.6879 0 0 1 9.2934e-16 7.3786e-23 1.7994 1.9459 2.0751 2.1293 2.1604 2.1865 2.2091 2.2963 2.3595 2.4579 2.5122 2.5878 2.6904 2.7356 3.0188 3.9037 4.498 0.3105 0.8058 0.64916 0.67364 0.6405 0.64844 0.11135 1 0.00072079 0.0077847 0.041101 0.084528 0.1289 0.17369 0.21991 0.31193 0.45564 0.60419 0.70982 0.76227 0.81733 0.86826 0.93617 0.99471 1
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fl_beta = 0.98
fl_crra = 2
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it_a_n = 750, it_z_n = 55
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Elapsed time is 47.744821 seconds.
Elapsed time is 8.465662 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 28.903 0.88502 0.03062 -93.13 30.438 0 4.963e-11 1 1.0491e-17 0.0021594 23.832 26.003 27.291 27.789 28.081 28.293 28.466 28.743 29.064 29.352 29.536 29.597 29.735 29.843 29.939 30.283 30.438 0.78326 1 2.9266 0.95238 2.9184 0.92652 0.22515 0.78333 0.00079053 0.0086975 0.045836 0.093841 0.14185 0.19099 0.23983 0.33909 0.49014 0.64216 0.74388 0.79414 0.84694 0.89615 0.95002 0.99666 1
cl_mt_pol_a 45.132 3.4722 0.076934 -19.512 48.78 7.4875e-09 1.4094e-08 1 1.0435e-18 0.09263 26.533 33.554 38.477 40.574 41.851 42.672 43.31 44.495 45.954 47.23 47.869 48.142 48.507 48.689 48.78 48.78 48.78 2.9266 0.95238 12.056 1 12.316 0.99666 0.78604 0.69707 0.00052174 0.006796 0.039852 0.085379 0.1329 0.17631 0.22641 0.32265 0.47513 0.63719 0.74194 0.78932 0.85021 0.89988 1 1 1
cl_mt_coh 46.372 3.559 0.07675 -19.968 50.122 0 1.1124e-08 1 1.1001e-18 0.0599 27.318 34.514 39.561 41.688 42.952 43.86 44.514 45.729 47.224 48.51 49.165 49.467 49.819 50.028 50.122 50.122 50.122 2.9184 0.92652 12.316 0.99666 12.667 1 0.78095 0.67566 0.00052289 0.0068038 0.039878 0.083643 0.12892 0.17637 0.22648 0.32272 0.4752 0.62763 0.73277 0.78936 0.83951 0.8999 1 1 1
cl_mt_pol_c 2.4083 0.32476 0.13485 0.01 4.498 0 0 1 7.1003e-16 0.0021594 1.7447 1.9202 2.0433 2.1009 2.139 2.1726 2.2195 2.2913 2.3458 2.4465 2.5008 2.5718 2.6216 2.7247 3.0188 3.8103 4.498 0.22515 0.78333 0.78604 0.69707 0.78095 0.67566 0.10547 1 0.00069445 0.0077002 0.04099 0.084346 0.12802 0.1731 0.21852 0.31379 0.45701 0.60505 0.70989 0.76001 0.81363 0.87017 0.94278 0.98347 1