Test Joint Randomly (Risky + Safe Asets + Two-Step + Interpolated Distribution), Test Preference, Price and Shocks
back to Fan's Dynamic Assets Repository Table of Content. cross test: given (x,y), vary x along X, y along Y, one at a time
@include
@seealso
- SPEED risky + safe (two-step interp) overall benchmark speed testing: fsi_iwkz_ds_vecsv_speed
- PREFERENCE risky + safe (two-step interp) preference testing: fsi_iwkz_ds_vecsv_pref
- PREFERENCE risky + safe (two-step interp) preference testing cross: fsi_iwkz_ds_vecsv_pref_cross
- SHOCK risky + safe (two-step interp) shock testing: fsi_iwkz_ds_vecsv_shock
- SHOCK risky + safe (two-step interp) shock testing cross: fsi_iwkz_ds_vecsv_shock_cross
- CAPITAL risky + safe (two-step interp) capital return testing: fsi_iwkz_ds_vecsv_prod
- CAPITAL risky + safe (two-step interp) capital return testing cross: fsi_iwkz_ds_vecsv_prod_cross
- PRICE risky + safe (two-step interp) wage and interest rate testing cross: adjust wage and savings rate fsi_iwkz_ds_vecsv_price_cross
- JOINT all parameters random draws joint test fsi_iwkz_ds_vecsv_joint_rand
Contents
Simulate and Graph
Randomly draw 100 sets of parameters based on the min and max grids
% Set which to graph, simulate over which variables ar_it_plot_sets = [1,2,101,3,4,102,5,6,103,104,105,106]; bl_simu_cross = 'r'; cl_st_param_keys = {'fl_crra','fl_beta','fl_r_save','fl_z_rho','fl_z_sig'}; % Generate Benchmark Parameters it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); param_map('it_st_simu_type_g_seed') = 123; param_map('it_st_simu_type_g_simun') = 200; support_map('bl_replacefile') = false; support_map('bl_graph_onebyones') = true; support_map('bl_display_graph_stats') = false; % Generate Arrays of Parameter Values to Loop Over it_simu_vec_len = 2; param_tstar_map = containers.Map('KeyType','char', 'ValueType','any'); param_tstar_map('fl_crra') = linspace(1, 5, it_simu_vec_len); param_tstar_map('fl_beta') = linspace(0.87, 0.97, it_simu_vec_len); param_tstar_map('fl_r_save') = linspace(0, 0.06, it_simu_vec_len); param_tstar_map('fl_z_rho') = linspace(0, 0.985, it_simu_vec_len); param_tstar_map('fl_z_sig') = linspace(0.05, 0.65, it_simu_vec_len);
Medium Grid Simulation
it_size_type = 2; % Simulate along parameters ff_az_test_analyze( ... ar_it_plot_sets, bl_simu_cross, it_size_type, cl_st_param_keys, ... param_map, support_map, param_tstar_map);
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Begin: Show all key and value pairs from container
CONTAINER NAME: SUPPORT_MAP
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Map with properties:
Count: 50
KeyType: char
ValueType: any
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pos = 1 ; key = bl_display ; val = false
pos = 2 ; key = bl_display_defparam ; val = false
pos = 3 ; key = bl_display_dist ; val = false
pos = 4 ; key = bl_display_evf ; val = false
pos = 5 ; key = bl_display_final ; val = false
pos = 6 ; key = bl_display_final_dist ; val = true
pos = 7 ; key = bl_display_final_dist_detail ; val = false
pos = 8 ; key = bl_display_funcgrids ; val = false
pos = 9 ; key = bl_display_graph_stats ; val = false
pos = 10 ; key = bl_display_simu_stats ; val = true
pos = 11 ; key = bl_graph ; val = true
pos = 12 ; key = bl_graph_coh_t_coh ; val = false
pos = 13 ; key = bl_graph_evf ; val = false
pos = 14 ; key = bl_graph_funcgrids ; val = false
pos = 15 ; key = bl_graph_onebyones ; val = true
pos = 16 ; key = bl_graph_pol_lvl ; val = false
pos = 17 ; key = bl_graph_pol_pct ; val = false
pos = 18 ; key = bl_graph_val ; val = false
pos = 19 ; key = bl_img_save ; val = false
pos = 20 ; key = bl_mat ; val = false
pos = 21 ; key = bl_mat_test ; val = true
pos = 22 ; key = bl_post ; val = true
pos = 23 ; key = bl_profile ; val = false
pos = 24 ; key = bl_profile_dist ; val = false
pos = 25 ; key = bl_replacefile ; val = false
pos = 26 ; key = bl_time ; val = false
pos = 27 ; key = bl_timer ; val = true
pos = 28 ; key = it_display_every ; val = 20
pos = 29 ; key = it_display_final_colmax ; val = 12
pos = 30 ; key = it_display_final_rowmax ; val = 100
pos = 31 ; key = it_display_summmat_colmax ; val = 7
pos = 32 ; key = it_display_summmat_rowmax ; val = 7
pos = 33 ; key = st_img_name_main ; val = _default
pos = 34 ; key = st_img_path ; val = C:/Users/fan/CodeDynaAsset//m_akz//solve/img/
pos = 35 ; key = st_img_prefix ; val =
pos = 36 ; key = st_img_suffix ; val = _p9.png
pos = 37 ; key = st_mat_name_main ; val = _default
pos = 38 ; key = st_mat_path ; val = C:/Users/fan/CodeDynaAsset//m_akz//solve/mat/
pos = 39 ; key = st_mat_prefix ; val =
pos = 40 ; key = st_mat_suffix ; val = _p9
pos = 41 ; key = st_mat_test_name_main ; val = r
pos = 42 ; key = st_mat_test_path ; val = C:/Users/fan/CodeDynaAsset//m_akz//test/ff_iwkz_ds_vecsv/mat/
pos = 43 ; key = st_mat_test_prefix ; val =
pos = 44 ; key = st_mat_test_suffix ; val = _g12456_cr_t2l10
pos = 45 ; key = st_matimg_path_root ; val = C:/Users/fan/CodeDynaAsset//m_akz/
pos = 46 ; key = st_profile_name_main ; val = _default
pos = 47 ; key = st_profile_path ; val = C:/Users/fan/CodeDynaAsset//m_akz//solve/profile/
pos = 48 ; key = st_profile_prefix ; val =
pos = 49 ; key = st_profile_suffix ; val = _p9
pos = 50 ; key = st_title_prefix ; val =
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Scalars in Container and Sizes and Basic Statistics
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i idx value
__ ___ _____
bl_display 1 1 0
bl_display_defparam 2 2 0
bl_display_dist 3 3 0
bl_display_evf 4 4 0
bl_display_final 5 5 0
bl_display_final_dist 6 6 1
bl_display_final_dist_detail 7 7 0
bl_display_funcgrids 8 8 0
bl_display_graph_stats 9 9 0
bl_display_simu_stats 10 10 1
bl_graph 11 11 1
bl_graph_coh_t_coh 12 12 0
bl_graph_evf 13 13 0
bl_graph_funcgrids 14 14 0
bl_graph_onebyones 15 15 1
bl_graph_pol_lvl 16 16 0
bl_graph_pol_pct 17 17 0
bl_graph_val 18 18 0
bl_img_save 19 19 0
bl_mat 20 20 0
bl_mat_test 21 21 1
bl_post 22 22 1
bl_profile 23 23 0
bl_profile_dist 24 24 0
bl_replacefile 25 25 0
bl_time 26 26 0
bl_timer 27 27 1
it_display_every 28 28 20
it_display_final_colmax 29 29 12
it_display_final_rowmax 30 30 100
it_display_summmat_colmax 31 31 7
it_display_summmat_rowmax 32 32 7
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Strings in Container and Sizes and Basic Statistics
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i idx
__ ___
st_img_name_main 1 33
st_img_path 2 34
st_img_prefix 3 35
st_img_suffix 4 36
st_mat_name_main 5 37
st_mat_path 6 38
st_mat_prefix 7 39
st_mat_suffix 8 40
st_mat_test_name_main 9 41
st_mat_test_path 10 42
st_mat_test_prefix 11 43
st_mat_test_suffix 12 44
st_matimg_path_root 13 45
st_profile_name_main 14 46
st_profile_path 15 47
st_profile_prefix 16 48
st_profile_suffix 17 49
st_title_prefix 18 50
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Begin: Show all key and value pairs from container
CONTAINER NAME: PARAM_MAP
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Map with properties:
Count: 42
KeyType: char
ValueType: any
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pos = 1 ; key = ar_param_keys_idx ;rown= 1 ,coln= 5
ar_param_keys_idx :mu= 3.6 ,sd= 2.0736 ,min= 1 ,max= 6
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 1 2 4 5 6
pos = 2 ; key = bl_default ; val = 0
pos = 3 ; key = bl_loglin ; val = false
pos = 4 ; key = cl_st_param_keys ; val = fl_crra
pos = 5 ; key = fl_Amean ; val = 1
pos = 6 ; key = fl_a_max ; val = 50
pos = 7 ; key = fl_a_min ; val = 0
pos = 8 ; key = fl_alpha ; val = 0.36
pos = 9 ; key = fl_b_bd ; val = 0
pos = 10 ; key = fl_beta ; val = 0.94
pos = 11 ; key = fl_c_min ; val = 0.001
pos = 12 ; key = fl_coh_interp_grid_gap ; val = 0.1
pos = 13 ; key = fl_crra ; val = 1.5
pos = 14 ; key = fl_default_aprime ; val = 0
pos = 15 ; key = fl_delta ; val = 0.08
pos = 16 ; key = fl_k_min ; val = 0
pos = 17 ; key = fl_loglin_threshold ; val = 1
pos = 18 ; key = fl_nan_replace ; val = -9999
pos = 19 ; key = fl_r_borr ; val = 0.025
pos = 20 ; key = fl_r_save ; val = 0.025
pos = 21 ; key = fl_tol_dist ; val = 1e-05
pos = 22 ; key = fl_tol_pol ; val = 1e-05
pos = 23 ; key = fl_tol_val ; val = 1e-05
pos = 24 ; key = fl_w ; val = 0.44365
pos = 25 ; key = fl_w_max ; val = 50
pos = 26 ; key = fl_z_mu ; val = 0
pos = 27 ; key = fl_z_rho ; val = 0.8
pos = 28 ; key = fl_z_sig ; val = 0.2
pos = 29 ; key = it_a_n ; val = 750
pos = 30 ; key = it_ak_n ; val = 50
pos = 31 ; key = it_c_interp_grid_gap ; val = 0.0001
pos = 32 ; key = it_maxiter_dist ; val = 1000
pos = 33 ; key = it_maxiter_val ; val = 250
pos = 34 ; key = it_size_type ; val = 2
pos = 35 ; key = it_st_simu_type_g_seed ; val = 123
pos = 36 ; key = it_st_simu_type_g_simun ; val = 200
pos = 37 ; key = it_tol_pol_nochange ; val = 25
pos = 38 ; key = it_trans_power_dist ; val = 1000
pos = 39 ; key = it_w_n ; val = 50
pos = 40 ; key = it_z_n ; val = 15
pos = 41 ; key = st_analytical_stationary_type ; val = eigenvector
pos = 42 ; key = st_model ; val = akz_wkz_iwkz
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Matrix in Container and Sizes and Basic Statistics
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i idx rowN colN mean std min max
_ ___ ____ ____ ____ ______ ___ ___
ar_param_keys_idx 1 1 1 5 3.6 2.0736 1 6
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Scalars in Container and Sizes and Basic Statistics
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i idx value
__ ___ _______
bl_default 1 2 0
bl_loglin 2 3 0
fl_Amean 3 5 1
fl_a_max 4 6 50
fl_a_min 5 7 0
fl_alpha 6 8 0.36
fl_b_bd 7 9 0
fl_beta 8 10 0.94
fl_c_min 9 11 0.001
fl_coh_interp_grid_gap 10 12 0.1
fl_crra 11 13 1.5
fl_default_aprime 12 14 0
fl_delta 13 15 0.08
fl_k_min 14 16 0
fl_loglin_threshold 15 17 1
fl_nan_replace 16 18 -9999
fl_r_borr 17 19 0.025
fl_r_save 18 20 0.025
fl_tol_dist 19 21 1e-05
fl_tol_pol 20 22 1e-05
fl_tol_val 21 23 1e-05
fl_w 22 24 0.44365
fl_w_max 23 25 50
fl_z_mu 24 26 0
fl_z_rho 25 27 0.8
fl_z_sig 26 28 0.2
it_a_n 27 29 750
it_ak_n 28 30 50
it_c_interp_grid_gap 29 31 0.0001
it_maxiter_dist 30 32 1000
it_maxiter_val 31 33 250
it_size_type 32 34 2
it_st_simu_type_g_seed 33 35 123
it_st_simu_type_g_simun 34 36 200
it_tol_pol_nochange 35 37 25
it_trans_power_dist 36 38 1000
it_w_n 37 39 50
it_z_n 38 40 15
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Strings in Container and Sizes and Basic Statistics
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i idx
_ ___
cl_st_param_keys 1 4
st_analytical_stationary_type 2 41
st_model 3 42
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Begin: Show all key and value pairs from container
CONTAINER NAME: PARAM_TSTAR_MAP
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Map with properties:
Count: 18
KeyType: char
ValueType: any
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pos = 1 ; key = fl_a_max ;rown= 1 ,coln= 5
fl_a_max :mu= 65 ,sd= 11.8585 ,min= 50 ,max= 80
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 50 57.5 65 72.5 80
pos = 2 ; key = fl_alpha ;rown= 1 ,coln= 5
fl_alpha :mu= 0.4 ,sd= 0.079057 ,min= 0.3 ,max= 0.5
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0.3 0.35 0.4 0.45 0.5
pos = 3 ; key = fl_b_bd ;rown= 1 ,coln= 5
fl_b_bd :mu= -12.5 ,sd= 5.9293 ,min= -20 ,max= -5
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 -20 -16.25 -12.5 -8.75 -5
pos = 4 ; key = fl_beta ;rown= 1 ,coln= 2
fl_beta :mu= 0.92 ,sd= 0.070711 ,min= 0.87 ,max= 0.97
zi_1_c1 zi_2_c2
_______ _______
zi_1_r1 0.87 0.97
pos = 5 ; key = fl_c_min ;rown= 1 ,coln= 5
fl_c_min :mu= 0.0155 ,sd= 0.011463 ,min= 0.001 ,max= 0.03
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0.03 0.02275 0.0155 0.00825 0.001
pos = 6 ; key = fl_crra ;rown= 1 ,coln= 2
fl_crra :mu= 3 ,sd= 2.8284 ,min= 1 ,max= 5
zi_1_c1 zi_2_c2
_______ _______
zi_1_r1 1 5
pos = 7 ; key = fl_delta ;rown= 1 ,coln= 5
fl_delta :mu= 0.08 ,sd= 0.047434 ,min= 0.02 ,max= 0.14
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0.02 0.05 0.08 0.11 0.14
pos = 8 ; key = fl_r_save ;rown= 1 ,coln= 2
fl_r_save :mu= 0.03 ,sd= 0.042426 ,min= 0 ,max= 0.06
zi_1_c1 zi_2_c2
_______ _______
zi_1_r1 0 0.06
pos = 9 ; key = fl_w ;rown= 1 ,coln= 5
fl_w :mu= 1.25 ,sd= 0.11859 ,min= 1.1 ,max= 1.4
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 1.1 1.175 1.25 1.325 1.4
pos = 10 ; key = fl_z_r_borr_max ;rown= 1 ,coln= 5
fl_z_r_borr_max :mu= 0.1225 ,sd= 0.021741 ,min= 0.095 ,max= 0.15
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0.095 0.10875 0.1225 0.13625 0.15
pos = 11 ; key = fl_z_r_borr_n ;rown= 1 ,coln= 6
fl_z_r_borr_n :mu= 15 ,sd= 7.4833 ,min= 5 ,max= 25
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5 zi_6_c6
_______ _______ _______ _______ _______ _______
zi_1_r1 5 9 13 17 21 25
pos = 12 ; key = fl_z_r_borr_poiss_mean ;rown= 1 ,coln= 5
fl_z_r_borr_poiss_mean :mu= 12.5 ,sd= 5.9293 ,min= 5 ,max= 20
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 5 8.75 12.5 16.25 20
pos = 13 ; key = fl_z_rho ;rown= 1 ,coln= 2
fl_z_rho :mu= 0.4925 ,sd= 0.6965 ,min= 0 ,max= 0.985
zi_1_c1 zi_2_c2
_______ _______
zi_1_r1 0 0.985
pos = 14 ; key = fl_z_sig ;rown= 1 ,coln= 2
fl_z_sig :mu= 0.35 ,sd= 0.42426 ,min= 0.05 ,max= 0.65
zi_1_c1 zi_2_c2
_______ _______
zi_1_r1 0.05 0.65
pos = 15 ; key = fl_z_wage_rho ;rown= 1 ,coln= 5
fl_z_wage_rho :mu= 0.495 ,sd= 0.39133 ,min= 0 ,max= 0.99
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0 0.2475 0.495 0.7425 0.99
pos = 16 ; key = fl_z_wage_sig ;rown= 1 ,coln= 5
fl_z_wage_sig :mu= 0.255 ,sd= 0.19369 ,min= 0.01 ,max= 0.5
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 0.01 0.1325 0.255 0.3775 0.5
pos = 17 ; key = it_a_n ;rown= 1 ,coln= 5
it_a_n :mu= 1300 ,sd= 948.6833 ,min= 100 ,max= 2500
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 100 700 1300 1900 2500
pos = 18 ; key = it_z_n ;rown= 1 ,coln= 5
it_z_n :mu= 15 ,sd= 7.9057 ,min= 5 ,max= 25
zi_1_c1 zi_2_c2 zi_3_c3 zi_4_c4 zi_5_c5
_______ _______ _______ _______ _______
zi_1_r1 5 10 15 20 25
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Matrix in Container and Sizes and Basic Statistics
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i idx rowN colN mean std min max
__ ___ ____ ____ ______ ________ _____ _____
fl_a_max 1 1 1 5 65 11.859 50 80
fl_alpha 2 2 1 5 0.4 0.079057 0.3 0.5
fl_b_bd 3 3 1 5 -12.5 5.9293 -20 -5
fl_beta 4 4 1 2 0.92 0.070711 0.87 0.97
fl_c_min 5 5 1 5 0.0155 0.011463 0.001 0.03
fl_crra 6 6 1 2 3 2.8284 1 5
fl_delta 7 7 1 5 0.08 0.047434 0.02 0.14
fl_r_save 8 8 1 2 0.03 0.042426 0 0.06
fl_w 9 9 1 5 1.25 0.11859 1.1 1.4
fl_z_r_borr_max 10 10 1 5 0.1225 0.021741 0.095 0.15
fl_z_r_borr_n 11 11 1 6 15 7.4833 5 25
fl_z_r_borr_poiss_mean 12 12 1 5 12.5 5.9293 5 20
fl_z_rho 13 13 1 2 0.4925 0.6965 0 0.985
fl_z_sig 14 14 1 2 0.35 0.42426 0.05 0.65
fl_z_wage_rho 15 15 1 5 0.495 0.39133 0 0.99
fl_z_wage_sig 16 16 1 5 0.255 0.19369 0.01 0.5
it_a_n 17 17 1 5 1300 948.68 100 2500
it_z_n 18 18 1 5 15 7.9057 5 25
