Test Preference (Risky + Safe Asets + Two-Step + Interpolated Distribution)
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@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
Set Shared Parameters
close all; clear all; ar_fl_beta = [0.87, 0.925, 0.97]; ar_fl_crra = [1, 1.5, 2.0]; it_z_n = 15;
Simulate Model with Discount = 0.87
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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_z_n') = it_z_n; param_map('fl_beta') = ar_fl_beta(1); param_map('fl_crra') = fl_crra; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
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fl_beta = 0.87
fl_crra = 1
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Elapsed time is 1.681968 seconds.
Elapsed time is 0.527236 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 3.5606 1.2842 0.36067 0.44365 57.277 0 0 1 0.010563 0 0.44365 0.44365 2.0474 2.0474 2.2479 2.4484 3.0498 3.2502 3.5509 3.7514 3.9519 4.1524 4.4531 4.854 6.1571 8.1618 10.968 1.6492 1 0.0002524 0.024339 1.0761 0.962 0.57285 0.88239 0.0013162 0.0013162 0.059476 0.059476 0.084578 0.12688 0.16978 0.27956 0.4916 0.60147 0.68853 0.74534 0.78462 0.82608 0.90265 0.97553 0.99685
cl_mt_pol_a 5.4757e-05 0.0080751 147.47 0 44.898 0.99995 0 4.9218e-05 0.99995 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.0002524 0.024339 6.5207e-05 1 0.00013719 0.019505 4.9996e-05 0.012248 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 1.9974 0.87104 0.43609 0 21.429 0.010563 0 0.98944 0.010563 0 0 0 1.0204 1.0204 1.0204 1.0204 2.0408 2.0408 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 4.0816 5.102 7.1429 1.0761 0.962 0.00013719 0.019505 0.75872 1 0.31725 0.72047 0 0 0.11811 0.11811 0.11811 0.11811 0.76371 0.76371 0.76371 0.76371 0.76371 0.76371 0.76371 0.87022 0.95178 0.97877 0.99744
cl_mt_pol_c 1.5632 0.50552 0.32339 0.024653 12.598 0 0 1 0 0 0.44365 0.44365 0.92677 1.027 1.1092 1.2094 1.2094 1.3097 1.5101 1.7106 1.9111 1.9111 2.1115 2.1757 2.4764 3.2241 3.8436 0.57285 0.88239 4.9996e-05 0.012248 0.31725 0.72047 0.25555 1 0.002998 0.002998 0.02764 0.085118 0.1171 0.17635 0.17635 0.29477 0.46054 0.60107 0.73034 0.73034 0.82932 0.84006 0.92268 0.9789 0.99778
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fl_beta = 0.87
fl_crra = 1.5
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Elapsed time is 0.675843 seconds.
Elapsed time is 0.639874 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 3.7968 1.4444 0.38042 0.44365 57.277 0 0 1 0.012324 0 0.44365 0.44365 2.0474 2.2479 2.4484 2.9495 3.15 3.2502 3.5509 3.9519 4.1524 4.4531 4.854 5.4554 6.558 8.8634 12.271 2.0862 1 0.0030316 0.068951 1.4593 0.96792 0.62392 0.85513 0.00144 0.00144 0.037794 0.055326 0.088641 0.11661 0.18075 0.24528 0.4238 0.57952 0.63045 0.69194 0.76486 0.82004 0.89676 0.97393 0.99677
cl_mt_pol_a 0.00054336 0.03044 56.023 0 46.939 0.99961 0 0.00038734 0.99961 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.0030316 0.068951 0.00092661 1 0.0015575 0.049018 0.00054752 0.035607 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 2.2119 1.0438 0.47191 0 21.429 0.012324 0 0.98768 0.012324 4.7988e-84 0 0 1.0204 1.0204 1.0204 2.0408 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 4.0816 6.1224 8.1633 1.4593 0.96792 0.0015575 0.049018 1.0895 1 0.3682 0.6983 0 0 0.0828 0.0828 0.0828 0.61739 0.61739 0.61739 0.61739 0.61739 0.61739 0.81864 0.81864 0.81864 0.90044 0.98279 0.99611
cl_mt_pol_c 1.5844 0.50515 0.31883 0.12489 10.238 0 0 1 0 0 0.44365 0.44365 1.009 1.027 1.1092 1.2094 1.2275 1.3097 1.5101 1.7106 1.9111 1.9111 2.1115 2.1937 2.4764 3.1419 3.8255 0.62392 0.85513 0.00054752 0.035607 0.3682 0.6983 0.25518 1 0.0034509 0.0034509 0.041506 0.070247 0.10477 0.16231 0.18526 0.27535 0.43551 0.58046 0.71881 0.71881 0.82175 0.83342 0.9121 0.98039 0.99755
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fl_beta = 0.87
fl_crra = 2
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Elapsed time is 0.703762 seconds.
Elapsed time is 0.620137 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 3.8703 1.6201 0.4186 0.44365 57.277 0 0 1 0.012324 0 0.44365 0.44365 2.0474 2.2479 2.4484 2.9495 3.15 3.2502 3.5509 3.9519 4.3528 4.6535 4.854 5.7561 7.0592 10.267 13.675 2.6247 1 0.020214 0.15225 1.9156 0.97327 0.68888 0.84078 0.0014127 0.0014127 0.036918 0.054041 0.086578 0.11387 0.17629 0.23905 0.41268 0.56421 0.62812 0.70256 0.74153 0.82058 0.89161 0.97059 0.99642
cl_mt_pol_a 0.0032865 0.081951 24.935 0 47.959 0.99787 0 0.0021279 0.99787 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 0.020214 0.15225 0.006716 1 0.010025 0.10069 0.0034738 0.083817 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.43327
cl_mt_pol_k 2.2771 1.2149 0.53352 0 21.429 0.012324 0 0.98768 0.012324 7.0739e-09 0 0 1.0204 1.0204 1.0204 2.0408 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 5.102 7.1429 10.204 1.9156 0.97327 0.010025 0.10069 1.476 1 0.42965 0.69929 0 0 0.08007 0.08007 0.08007 0.595 0.595 0.595 0.595 0.595 0.595 0.78436 0.78436 0.78436 0.916 0.97141 0.99782
cl_mt_pol_c 1.5899 0.50573 0.31809 0.12489 8.8168 0 0 1 0 0 0.44365 0.44365 1.009 1.027 1.1092 1.2094 1.2275 1.3097 1.5101 1.7106 1.9111 1.9111 2.1115 2.2579 2.4944 3.1239 3.9899 0.68888 0.84078 0.0034738 0.083817 0.42965 0.69929 0.25576 1 0.003439 0.003439 0.041126 0.069641 0.10376 0.16061 0.18337 0.27212 0.42999 0.57118 0.70994 0.70994 0.81503 0.83604 0.91468 0.97885 0.99787
Simulate Model with Discount = 0.925
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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_z_n') = it_z_n; param_map('fl_beta') = ar_fl_beta(2); param_map('fl_crra') = fl_crra; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
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fl_beta = 0.925
fl_crra = 1
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Elapsed time is 0.723453 seconds.
Elapsed time is 0.458693 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 5.5176 2.1412 0.38806 0.44365 57.277 0 0 1 0 0 2.7491 2.9495 3.15 3.2502 3.5509 3.7514 4.1524 4.4531 4.854 5.7561 6.558 6.959 7.3599 8.4625 9.5651 13.174 17.183 4.5846 1 0.10746 0.21978 3.4274 0.97864 1.0498 0.87368 0.0011697 0.0097301 0.036372 0.057253 0.10327 0.1211 0.18394 0.28646 0.38749 0.50971 0.61761 0.68169 0.74759 0.83319 0.89718 0.97711 0.99693
cl_mt_pol_a 0.020088 0.22836 11.368 0 47.959 0.98943 0 0.010574 0.98943 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 3.0612 0.10746 0.21978 0.052149 1 0.036253 0.097059 0.019062 0.14875 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.14753 0.76824
cl_mt_pol_k 3.7407 1.6357 0.43726 0 21.429 0 0 1 0 1.7243e-07 2.0408 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 4.0816 4.0816 5.102 5.102 6.1224 7.1429 9.1837 13.265 3.4274 0.97864 0.036253 0.097059 2.6754 1 0.7158 0.77985 0.12244 0.12244 0.12244 0.12244 0.12244 0.12244 0.41864 0.41864 0.41864 0.60123 0.60123 0.78044 0.78044 0.87881 0.92971 0.97319 0.99841
cl_mt_pol_c 1.7568 0.56117 0.31942 -0.57676 8.5161 0 0 1 0 0 0.70825 0.90872 1.009 1.1092 1.2094 1.2916 1.3097 1.474 1.6745 1.875 2.0935 2.1757 2.34 2.4764 2.8051 3.4065 4.1542 1.0498 0.87368 0.019062 0.14875 0.7158 0.77985 0.31491 1 0.0009437 0.0090253 0.030421 0.075272 0.099679 0.14198 0.17071 0.25646 0.39535 0.54436 0.66054 0.70579 0.77924 0.83419 0.90953 0.97999 0.9976
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fl_beta = 0.925
fl_crra = 1.5
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Elapsed time is 1.105647 seconds.
Elapsed time is 0.516114 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 5.7834 2.5116 0.43428 0.44365 57.277 0 0 1 0.010563 0 0.44365 0.44365 3.15 3.2502 3.5509 3.7514 4.1524 4.4531 5.255 5.9566 6.8587 7.3599 8.1618 9.2644 10.367 14.276 19.99 6.3081 1 0.48088 0.39309 4.6046 0.96713 1.2227 0.86007 0.00081032 0.00081032 0.033673 0.052509 0.094015 0.11012 0.16233 0.23675 0.34496 0.49989 0.613 0.67586 0.73985 0.8245 0.8925 0.97192 0.99661
cl_mt_pol_a 0.075777 0.48707 6.4277 0 47.959 0.95958 0 0.040415 0.95958 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2.0408 6.1224 0.48088 0.39309 0.23724 1 0.17626 0.1909 0.067383 0.24442 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.52344 0.89226
cl_mt_pol_k 3.9484 1.8956 0.4801 0 22.449 0.010563 0 0.98944 0.010563 1.7502e-06 0 0 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 4.0816 5.102 5.102 6.1224 6.1224 7.1429 10.204 14.286 4.6046 0.96713 0.17626 0.1909 3.5934 1 0.83492 0.77816 0 0 0.10986 0.10986 0.10986 0.10986 0.32752 0.32752 0.32752 0.56332 0.71028 0.71028 0.80346 0.80346 0.89034 0.97313 0.99612
cl_mt_pol_c 1.7593 0.566 0.32173 0.024653 7.2772 0 0 1 0 0 0.44365 0.44365 1.009 1.1092 1.2094 1.2916 1.3097 1.474 1.6745 1.875 2.1035 2.1757 2.3581 2.5044 2.8232 3.3885 3.9177 1.2227 0.86007 0.067383 0.24442 0.83492 0.77816 0.32036 1 0.0026638 0.0026638 0.030666 0.07 0.093048 0.1425 0.16962 0.25028 0.37969 0.5353 0.64367 0.70717 0.76896 0.84035 0.92458 0.98154 0.99777
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fl_beta = 0.925
fl_crra = 2
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Elapsed time is 0.698005 seconds.
Elapsed time is 0.689429 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 5.7707 2.9751 0.51556 0.44365 57.277 0 0 1 0.012324 0 0.44365 0.44365 3.0498 3.2502 3.3505 3.5509 3.7514 4.1524 4.854 5.9566 6.8587 7.3599 8.1618 9.5651 11.77 16.882 23.097 8.8515 1 1.4984 0.57302 5.9839 0.94293 1.3692 0.83262 0.00094746 0.00094746 0.021279 0.063708 0.093359 0.12427 0.15104 0.21139 0.33294 0.49484 0.59442 0.65056 0.70689 0.78966 0.87142 0.96942 0.99569
cl_mt_pol_a 0.17956 0.87893 4.8948 0 47.959 0.93093 0 0.069074 0.93093 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 5.102 10.204 1.4984 0.57302 0.77252 1 0.54816 0.29238 0.17774 0.36587 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.1802 0.67149 0.95144
cl_mt_pol_k 3.8456 2.133 0.55467 0 22.449 0.012324 0 0.98768 0.012324 1.1441e-07 0 0 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 4.0816 5.102 5.102 5.102 6.1224 8.1633 11.224 15.306 5.9839 0.94293 0.54816 0.29238 4.5498 1 0.88593 0.75145 0 0 0.16228 0.16228 0.16228 0.16228 0.16228 0.3442 0.3442 0.55376 0.69409 0.69409 0.69409 0.78366 0.88768 0.96734 0.99643
cl_mt_pol_c 1.7455 0.55272 0.31665 0.12489 7.2772 0 0 1 0 0 0.44365 0.44365 1.009 1.1092 1.2094 1.2916 1.3097 1.474 1.6745 1.875 2.1115 2.1757 2.34 2.4764 2.759 3.2241 3.9376 1.3692 0.83262 0.17774 0.36587 0.88593 0.75145 0.3055 1 0.0031323 0.0031323 0.031883 0.068354 0.098769 0.14038 0.1787 0.249 0.37741 0.52875 0.65832 0.7138 0.77434 0.83874 0.91343 0.97981 0.99762
Simulate Model with Discount = 0.97
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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_z_n') = it_z_n; param_map('fl_beta') = ar_fl_beta(3); param_map('fl_crra') = fl_crra; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all; clear all;
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fl_beta = 0.97
fl_crra = 1
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Elapsed time is 1.441120 seconds.
Elapsed time is 0.841439 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 13.316 7.3232 0.54994 0.44365 57.277 0 0 1 0 0 3.8517 4.4531 5.3552 6.2573 6.8587 7.4601 7.8611 8.9637 11.069 14.176 16.882 18.586 20.691 23.598 28.008 37.23 48.657 53.629 1 39.71 0.90819 10.793 0.52426 3.126 0.79238 0.0003721 0.0038655 0.020149 0.045365 0.067749 0.098817 0.12964 0.1886 0.29979 0.43777 0.55461 0.62252 0.69546 0.78426 0.87533 0.96862 0.99625
cl_mt_pol_a 4.8221 5.9706 1.2382 0 47.959 0.28432 0 0.71568 0.28432 0 0 0 0 0 0 0 0 1.0204 2.0408 5.102 7.1429 8.1633 10.204 13.265 17.347 25.51 36.735 39.71 0.90819 35.649 1 2.0578 0.1226 2.0036 0.62293 0 0 0 0 0 0 0 0.016527 0.069083 0.20409 0.329 0.38926 0.49055 0.62699 0.77962 0.93936 0.99284
cl_mt_pol_k 6.4539 2.8113 0.43559 0 21.429 0 0 1 0 0.0013161 2.0408 3.0612 3.0612 4.0816 4.0816 4.0816 4.0816 5.102 6.1224 6.1224 7.1429 8.1633 9.1837 11.224 11.224 15.306 21.429 10.793 0.52426 2.0578 0.1226 7.9031 1 0.83216 0.54948 0.00063176 0.0047996 0.028082 0.15413 0.15413 0.15413 0.15413 0.30703 0.4571 0.48795 0.59709 0.66044 0.78594 0.80563 0.89074 0.97827 1
cl_mt_pol_c 2.0403 0.53871 0.26403 -0.57676 7.2772 0 0 1 0 0 0.79043 0.97285 1.1733 1.3377 1.456 1.5382 1.6484 1.8028 2.0393 2.2398 2.4222 2.5044 2.5965 2.7248 2.9253 3.3823 3.8212 3.126 0.79238 2.0036 0.62293 0.83216 0.54948 0.29021 1 0.00049569 0.0073142 0.029275 0.064168 0.091802 0.13041 0.16743 0.26038 0.40825 0.55263 0.67334 0.72736 0.79554 0.85827 0.9225 0.98288 0.99811
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fl_beta = 0.97
fl_crra = 1.5
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Elapsed time is 1.825683 seconds.
Elapsed time is 1.184164 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 16.248 9.6491 0.59385 0.44365 57.277 0 0 1 0.010563 0 0.44365 0.44365 5.5557 6.4578 7.1594 8.1618 8.663 10.567 13.775 17.885 21.493 23.598 26.304 30.113 35.927 45.65 53.468 93.105 1 75.68 0.94382 13.061 0.45942 4.3638 0.79714 0.00028842 0.00028842 0.015315 0.032287 0.052481 0.080522 0.10274 0.1625 0.27487 0.41953 0.53918 0.60867 0.6869 0.77185 0.87279 0.96968 0.99682
cl_mt_pol_a 7.6413 8.31 1.0875 0 47.959 0.2098 0 0.7902 0.2098 0 0 0 0 0 0 0 1.0204 2.0408 5.102 8.1633 12.245 14.286 16.327 19.388 25.51 34.694 40.816 75.68 0.94382 69.057 1 3.4806 0.14215 3.1426 0.66655 0 0 0 0 0 0 0.006942 0.029993 0.1102 0.22337 0.3758 0.45467 0.53814 0.66001 0.80412 0.9601 0.99544
cl_mt_pol_k 6.5061 2.9464 0.45287 0 21.429 0.010563 0 0.98944 0.010563 0.0015054 0 0 3.0612 4.0816 4.0816 4.0816 5.102 5.102 6.1224 7.1429 8.1633 9.1837 9.1837 11.224 13.265 15.306 21.429 13.061 0.45942 3.4806 0.14215 8.6814 1 0.89937 0.53802 0 0 0.024489 0.049021 0.12283 0.12283 0.14177 0.29791 0.41479 0.49262 0.5916 0.77075 0.77075 0.87467 0.88781 0.97951 1
cl_mt_pol_c 2.101 0.56734 0.27003 0.024653 7.2772 0 0 1 0 0 0.44365 0.44365 1.1733 1.3838 1.5201 1.6023 1.7305 1.875 2.1035 2.3239 2.4863 2.5685 2.6607 2.7908 3.0174 3.4682 3.9694 4.3638 0.79714 3.1426 0.66655 0.89937 0.53802 0.32188 1 0.0022306 0.0022306 0.022533 0.056792 0.09229 0.12513 0.16551 0.2521 0.39566 0.5538 0.66769 0.72728 0.79002 0.85265 0.92212 0.98239 0.99779
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fl_beta = 0.97
fl_crra = 2
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Elapsed time is 1.865286 seconds.
Elapsed time is 0.961065 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 18.667 11.369 0.60902 0.44365 57.277 0 0 1 0.010563 0 0.44365 0.44365 5.3552 6.6582 7.6606 8.5627 9.5651 11.87 15.679 21.092 25.703 28.409 31.517 35.727 41.34 50.361 54.571 129.25 1 109.9 0.95893 14.014 0.41235 5.3413 0.80415 0.00025105 0.00025105 0.01062 0.028247 0.048747 0.06883 0.095322 0.14886 0.25896 0.40696 0.53234 0.60644 0.68674 0.77801 0.87481 0.97367 0.99787
cl_mt_pol_a 9.9845 10.08 1.0096 0 47.959 0.18346 0 0.81654 0.18346 0 0 0 0 0 0 1.0204 1.0204 3.0612 7.1429 11.224 16.327 18.367 21.429 25.51 30.612 38.776 42.857 109.9 0.95893 101.61 1 4.1797 0.13871 4.1018 0.69648 0 0 0 0 0 0.0046614 0.0070453 0.033088 0.11764 0.24314 0.38104 0.47198 0.58185 0.6922 0.83104 0.96249 0.996
cl_mt_pol_k 6.5221 2.9893 0.45833 0 22.449 0.010563 0 0.98944 0.010563 0.00058498 0 0 3.0612 3.0612 4.0816 4.0816 5.102 5.102 6.1224 7.1429 8.1633 9.1837 9.1837 11.224 13.265 15.306 21.429 14.014 0.41235 4.1797 0.13871 8.9357 1 0.89808 0.51423 0 0 0.025696 0.041144 0.12322 0.12322 0.15795 0.28211 0.39257 0.50256 0.60713 0.76366 0.76366 0.86824 0.94341 0.97794 0.99799
cl_mt_pol_c 2.1608 0.58424 0.27038 0.024653 7.2772 0 0 1 0 0 0.44365 0.44365 1.2374 1.4199 1.5382 1.6745 1.7766 1.9329 2.1595 2.3899 2.5505 2.6426 2.7367 2.8811 3.0915 3.5024 4.5708 5.3413 0.80415 4.1018 0.69648 0.89808 0.51423 0.34134 1 0.0021688 0.0021688 0.024042 0.056005 0.088291 0.12685 0.16658 0.25118 0.39355 0.55157 0.66909 0.73254 0.78997 0.85788 0.92242 0.98184 0.99797
