Test Production Function (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_alpha = [0.30, 0.40, 0.50]; ar_fl_delta = [0.02, 0.07, 0.12]; it_z_n = 15;
Simulate Model with Discount = 0.87
for fl_delta = ar_fl_delta disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_alpha = ' num2str(ar_fl_alpha(1))]); disp(['fl_delta = ' num2str(fl_delta)]); 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_alpha') = ar_fl_alpha(1); param_map('fl_delta') = fl_delta; % 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_alpha = 0.3
fl_delta = 0.02
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Elapsed time is 0.576494 seconds.
Elapsed time is 0.510521 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 9.092 3.7799 0.41574 0.44365 57.744 0 0 1 0.010471 0 0.44365 0.44365 4.5509 5.2521 5.6528 6.1537 6.5544 6.9551 8.3576 9.76 11.062 11.563 12.665 14.068 16.572 21.38 27.391 14.288 1 0.44297 0.24849 11.904 0.98697 1.9405 0.85926 0.00051095 0.00051095 0.023328 0.046744 0.08179 0.11043 0.1673 0.22989 0.34998 0.49592 0.62124 0.68157 0.74958 0.81218 0.90232 0.97475 0.9968
cl_mt_pol_a 0.050798 0.47161 9.284 0 44.898 0.98153 0 0.018468 0.98153 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2.0408 7.1429 0.44297 0.24849 0.22241 1 0.17957 0.11933 0.040983 0.14546 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.20376 0.84517
cl_mt_pol_k 6.9638 3.191 0.45822 0 43.878 0.010471 0 0.98953 0.010471 1.2829e-08 0 0 3.0612 4.0816 4.0816 4.0816 5.102 5.102 6.1224 7.1429 8.1633 9.1837 10.204 11.224 13.265 17.347 22.449 11.904 0.98697 0.17957 0.11933 10.182 1 1.5425 0.80913 0 0 0.033124 0.10663 0.10663 0.10663 0.26483 0.26483 0.35527 0.48346 0.61358 0.71591 0.77753 0.82408 0.90336 0.9782 0.99743
cl_mt_pol_c 2.0773 0.59744 0.2876 0.024297 7.7445 0 0 1 0 0 0.44365 0.44365 1.252 1.3708 1.471 1.5712 1.6527 1.8158 2.0721 2.2724 2.4355 2.5985 2.6801 2.8804 3.0947 3.6515 4.3154 1.9405 0.85926 0.040983 0.14546 1.5425 0.80913 0.35693 1 0.0022363 0.0022363 0.024945 0.056464 0.10167 0.13947 0.18308 0.26921 0.39781 0.54882 0.66556 0.73574 0.79257 0.84784 0.9172 0.98131 0.99793
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fl_alpha = 0.3
fl_delta = 0.07
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Elapsed time is 0.540735 seconds.
Elapsed time is 0.450135 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 5.4406 2.29 0.42092 0.44365 56.099 0 0 1 0.010791 0 0.44365 0.44365 3.1512 3.2515 3.5523 3.6526 4.154 4.4548 4.856 5.4576 6.3602 6.7613 7.5635 8.2655 9.6694 13.781 19.296 5.2443 1 1.014 0.59458 3.3405 0.9282 0.88979 0.79695 0.00087998 0.00087998 0.036581 0.05704 0.10212 0.11894 0.17843 0.27511 0.38647 0.50097 0.61112 0.67408 0.74843 0.81442 0.89166 0.9702 0.99616
cl_mt_pol_a 0.16869 0.74471 4.4146 0 47.959 0.91389 0 0.086111 0.91389 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 4.0816 8.1633 1.014 0.59458 0.5546 1 0.33903 0.28968 0.12038 0.33155 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.23843 0.65621 0.94453
cl_mt_pol_k 3.6045 1.5715 0.436 0 15.306 0.010791 0 0.98921 0.010791 9.5338e-13 0 0 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 4.0816 4.0816 5.102 5.102 6.1224 6.1224 9.1837 12.245 3.3405 0.9282 0.33903 0.28968 2.4698 1 0.53171 0.69395 0 0 0.12362 0.12362 0.12362 0.12362 0.45277 0.45277 0.45277 0.6582 0.6582 0.78424 0.78424 0.90296 0.90296 0.98388 0.99682
cl_mt_pol_c 1.6674 0.48754 0.2924 0.02492 6.0991 0 0 1 0 0 0.44365 0.44365 1.0101 1.0928 1.1931 1.2107 1.311 1.3936 1.5942 1.7947 1.9953 2.078 2.2081 2.326 2.5442 2.9927 3.2882 0.88979 0.79695 0.12038 0.33155 0.53171 0.69395 0.2377 1 0.0028713 0.0028713 0.033507 0.059856 0.11569 0.14054 0.18276 0.25975 0.40326 0.55611 0.68974 0.72322 0.77796 0.84488 0.92804 0.98389 0.9979
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fl_alpha = 0.3
fl_delta = 0.12
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Elapsed time is 0.453228 seconds.
Elapsed time is 0.429256 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 3.9524 1.7088 0.43234 0.44365 55.369 0 0 1 0.010929 1.8129e-49 0.44365 0.44365 2.0473 2.2478 2.9493 3.0496 3.1498 3.25 3.4505 3.7512 4.4528 4.6532 5.1544 5.9562 7.2592 10.767 14.375 2.92 1 0.94518 0.69119 1.406 0.85722 0.56887 0.77403 0.0012267 0.0012267 0.02725 0.04773 0.09563 0.13871 0.20528 0.28999 0.38086 0.51381 0.6279 0.66937 0.73923 0.80915 0.88667 0.96956 0.9961
cl_mt_pol_a 0.26022 0.80024 3.0753 0 48.98 0.84961 0 0.15039 0.84961 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 1.0204 2.0408 4.0816 7.1429 0.94518 0.69119 0.64039 1 0.20281 0.26404 0.10198 0.29631 0 0 0 0 0 0 0 0 0 0 0 0 0.15971 0.32312 0.43465 0.8239 0.97598
cl_mt_pol_k 2.2377 0.95982 0.42893 0 8.1633 0.010929 0 0.98907 0.010929 7.5322e-09 0 0 1.0204 1.0204 1.0204 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 3.0612 3.0612 4.0816 5.102 7.1429 1.406 0.85722 0.20281 0.26404 0.92125 1 0.2819 0.68289 0 0 0.071594 0.071594 0.071594 0.59545 0.59545 0.59545 0.59545 0.59545 0.83732 0.83732 0.83732 0.83732 0.93834 0.97073 0.99649
cl_mt_pol_c 1.4545 0.43009 0.2957 0.024608 5.5872 0 0 1 0 0 0.44365 0.44365 0.90853 1.0088 1.0269 1.109 1.1271 1.2092 1.4097 1.5099 1.7104 1.7925 1.9385 2.0931 2.2755 2.558 3.0869 0.56887 0.77403 0.10198 0.29631 0.2819 0.68289 0.18498 1 0.0033336 0.0033336 0.041096 0.088829 0.10135 0.16503 0.17998 0.28182 0.44166 0.54893 0.68323 0.73483 0.77132 0.86107 0.91611 0.98208 0.99794
Simulate Model with Discount = 0.925
close all for fl_delta = ar_fl_delta disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_alpha = ' num2str(ar_fl_alpha(2))]); disp(['fl_delta = ' num2str(fl_delta)]); 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_alpha') = ar_fl_alpha(2); param_map('fl_delta') = fl_delta; % 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_alpha = 0.4
fl_delta = 0.02
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Elapsed time is 0.660486 seconds.
Elapsed time is 0.504219 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 18.384 7.7133 0.41957 0.44365 61.719 0 0 1 0.0098039 3.3299e-05 0.44365 6.16 8.3663 9.8706 10.974 11.776 12.879 14.985 17.292 20.3 22.507 23.81 25.716 28.323 32.636 42.564 54.398 59.495 1 1.0738 0.17773 51.554 0.99303 6.8667 0.93703 0.0002366 0.00039252 0.01885 0.043665 0.072539 0.10219 0.13565 0.22074 0.34312 0.49923 0.62179 0.67506 0.74729 0.81328 0.89792 0.97526 0.99714
cl_mt_pol_a 0.086028 0.78328 9.105 0 40.816 0.97799 0 0.022009 0.97799 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3.0612 12.245 1.0738 0.17773 0.61353 1 0.37377 0.070897 0.086482 0.11621 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.27876 0.8216
cl_mt_pol_k 15.194 6.7307 0.44299 0 50 0.0098039 0 0.9902 0.0098039 0.00046373 0 5.102 6.1224 8.1633 9.1837 9.1837 10.204 12.245 14.286 16.327 18.367 20.408 21.429 24.49 27.551 35.714 46.939 51.554 0.99303 0.37377 0.070897 45.303 1 5.8776 0.91913 0 0.0048119 0.019607 0.063611 0.10615 0.10615 0.14059 0.22987 0.35964 0.49117 0.61095 0.71712 0.74994 0.83567 0.89786 0.97321 0.99692
cl_mt_pol_c 3.104 0.95008 0.30609 0.024957 11.719 0 0 1 0 0 0.44365 1.0579 1.7424 2.0432 2.2213 2.3266 2.5096 2.6751 2.9759 3.3721 3.6729 3.851 4.0741 4.365 4.7486 5.7114 6.6741 6.8667 0.93703 0.086482 0.11621 5.8776 0.91913 0.90265 1 0.0014013 0.0015597 0.024006 0.052662 0.094154 0.12545 0.16817 0.24925 0.38554 0.53937 0.64932 0.71241 0.77307 0.84133 0.91443 0.98052 0.99747
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fl_alpha = 0.4
fl_delta = 0.07
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Elapsed time is 0.514326 seconds.
Elapsed time is 0.439999 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 9.2922 4.4159 0.47522 0.44365 59.219 0 0 1 0.010221 0 0.44365 0.44365 4.255 4.7565 5.3583 5.8598 6.3613 6.963 8.0663 9.972 11.376 12.479 13.683 14.786 17.494 24.014 33.342 19.5 1 2.9625 0.49717 13.831 0.9413 2.7063 0.88416 0.00048801 0.00048801 0.01852 0.044399 0.070291 0.10912 0.13821 0.21833 0.33526 0.48497 0.58912 0.65443 0.72339 0.7984 0.88611 0.96986 0.99619
cl_mt_pol_a 0.33892 1.3494 3.9814 0 46.939 0.89133 0 0.10867 0.89133 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 2.0408 7.1429 13.265 2.9625 0.49717 1.8209 1 0.83752 0.18653 0.30414 0.32517 0 0 0 0 0 0 0 0 0 0 0 0 0 0.028236 0.2345 0.71452 0.95006
cl_mt_pol_k 6.8232 3.3275 0.48767 0 37.755 0.010221 0 0.98978 0.010221 5.9096e-07 0 0 3.0612 3.0612 4.0816 4.0816 5.102 5.102 6.1224 7.1429 8.1633 9.1837 10.204 11.224 13.265 17.347 24.49 13.831 0.9413 0.83752 0.18653 11.072 1 1.9217 0.83318 0 0 0.050019 0.050019 0.12344 0.12344 0.27373 0.27373 0.39985 0.49705 0.61339 0.66732 0.75465 0.82381 0.90408 0.97392 0.99619
cl_mt_pol_c 2.1301 0.69315 0.32541 0.025031 9.2186 0 0 1 0 0 0.44365 0.44365 1.1938 1.2941 1.4424 1.4947 1.6604 1.8087 2.079 2.3277 2.5457 2.646 2.8598 3.0255 3.4615 3.9936 4.7527 2.7063 0.88416 0.30414 0.32517 1.9217 0.83318 0.48045 1 0.0021289 0.0021289 0.030224 0.061515 0.091129 0.12438 0.17068 0.23914 0.3836 0.53305 0.64555 0.70658 0.77001 0.83852 0.9197 0.98035 0.99772
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fl_alpha = 0.4
fl_delta = 0.12
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Elapsed time is 0.515975 seconds.
Elapsed time is 0.444460 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 5.8626 3.1884 0.54386 0.44365 57.373 0 0 1 0.010545 0 0.44365 0.44365 2.9493 3.1498 3.3503 3.3503 3.4505 4.2523 5.1544 5.9562 6.758 7.4596 8.4619 9.7648 12.271 17.783 24.899 10.166 1 3.0339 0.69209 5.6233 0.886 1.5088 0.83101 0.00079797 0.00079797 0.02385 0.071425 0.10298 0.10298 0.1326 0.2163 0.32372 0.46377 0.56805 0.63092 0.70409 0.77342 0.86852 0.96474 0.99536
cl_mt_pol_a 0.42681 1.3749 3.2213 0 48.98 0.83217 0 0.16783 0.83217 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 1.0204 3.0612 7.1429 13.265 3.0339 0.69209 1.8903 1 0.80998 0.29595 0.33364 0.42615 0 0 0 0 0 0 0 0 0 0 0 0 0.10545 0.19383 0.36315 0.79277 0.96964
cl_mt_pol_k 3.7351 1.9906 0.53294 0 18.367 0.010545 0 0.98946 0.010545 0.00029602 0 0 2.0408 2.0408 2.0408 2.0408 2.0408 3.0612 3.0612 4.0816 4.0816 5.102 5.102 6.1224 7.1429 10.204 15.306 5.6233 0.886 0.80998 0.29595 3.9625 1 0.85089 0.75065 0 0 0.17415 0.17415 0.17415 0.17415 0.17415 0.35429 0.35429 0.5864 0.5864 0.72359 0.72359 0.81538 0.88258 0.96623 0.99765
cl_mt_pol_c 1.7007 0.56945 0.33483 0.024607 7.3731 0 0 1 0 0 0.44365 0.44365 0.90853 1.0088 1.109 1.1911 1.3094 1.3915 1.6101 1.8927 2.0388 2.1752 2.3213 2.4759 2.7403 3.1786 3.8162 1.5088 0.83101 0.33364 0.42615 0.85089 0.75065 0.32427 1 0.0027507 0.0027507 0.026027 0.05863 0.098228 0.13224 0.17504 0.24462 0.39449 0.52058 0.63581 0.71066 0.76624 0.85187 0.92177 0.97952 0.9979
Simulate Model with Discount = 0.97
close all for fl_delta = ar_fl_delta disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_alpha = ' num2str(ar_fl_alpha(3))]); disp(['fl_delta = ' num2str(fl_delta)]); 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_alpha') = ar_fl_alpha(3); param_map('fl_delta') = fl_delta; % 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_alpha = 0.5
fl_delta = 0.02
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Elapsed time is 0.595347 seconds.
Elapsed time is 0.520217 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 38.334 12.432 0.32431 0.44365 67.595 0 0 1 0.0089419 0.0013199 0.44365 11.268 19.186 22.594 24.999 27.004 29.108 32.917 37.828 43.24 47.55 49.955 52.962 56.069 58.374 63.085 67.595 154.56 1 0.048243 0.011106 132.87 0.99669 21.646 0.90553 0.00010349 0.00041139 0.017795 0.045505 0.077372 0.11094 0.14886 0.22915 0.36798 0.53129 0.64952 0.70776 0.77842 0.84986 0.92575 0.99163 1
cl_mt_pol_a 0.016903 0.3494 20.671 0 26.531 0.99646 0 0.0035376 0.99646 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6.1224 0.048243 0.011106 0.12208 1 -0.066851 -0.017844 -0.0069845 -0.010397 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.54782
cl_mt_pol_k 32.786 10.723 0.32705 0 50 0.0089419 0 0.99106 0.0089419 0.070529 0 9.1837 16.327 19.388 21.429 22.449 24.49 28.571 32.653 37.755 40.816 43.878 45.918 47.959 50 50 50 132.87 0.99669 -0.066851 -0.017844 114.98 1 17.956 0.87092 0 0.00041422 0.022043 0.054994 0.09221 0.11039 0.14997 0.24735 0.38196 0.55623 0.65071 0.73064 0.78584 0.85181 1 1 1
cl_mt_pol_c 5.5313 1.9228 0.34762 0.024598 17.595 0 0 1 0 0 0.44365 1.966 3.1143 3.6163 3.8893 4.1356 4.3274 4.7102 5.3392 6.0407 6.4693 6.7518 7.0162 7.1899 8.5749 13.085 17.595 21.646 0.90553 -0.0069845 -0.010397 17.956 0.87092 3.6971 1 0.0007172 0.0010684 0.021555 0.05232 0.086449 0.1239 0.16316 0.24377 0.37926 0.53331 0.64591 0.7022 0.76431 0.83244 0.9017 0.98611 1
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fl_alpha = 0.5
fl_delta = 0.07
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Elapsed time is 0.591089 seconds.
Elapsed time is 0.477056 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 19.435 9.7699 0.50271 0.44365 65.095 0 0 1 0.0092879 0.00017553 0.44365 5.0545 7.6606 9.3646 10.768 11.87 12.973 14.276 17.083 20.992 24.199 26.304 28.91 32.619 39.034 51.263 60.585 95.451 1 10.122 0.37479 73.967 0.95177 11.362 0.94982 0.00021202 0.00049891 0.015858 0.036364 0.066238 0.096175 0.13668 0.19442 0.31352 0.46238 0.57574 0.64053 0.71325 0.79487 0.88116 0.97143 0.99787
cl_mt_pol_a 0.80951 2.7643 3.4148 0 44.898 0.86536 0 0.13464 0.86536 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2.0408 6.1224 15.306 23.469 10.122 0.37479 7.6414 1 1.6551 0.075269 0.82542 0.24388 0 0 0 0 0 0 0 0 0 0 0 0 0 0.072822 0.33028 0.7724 0.96971
cl_mt_pol_k 15.29 7.9545 0.52024 0 50 0.0092879 0 0.99071 0.0092879 0.0024638 0 4.0816 6.1224 7.1429 8.1633 9.1837 10.204 11.224 13.265 16.327 19.388 20.408 22.449 25.51 31.633 41.837 50 73.967 0.95177 1.6551 0.075269 63.275 1 9.0373 0.92791 0 0.0033673 0.026006 0.041526 0.074395 0.10174 0.15941 0.21828 0.3349 0.47474 0.60783 0.6466 0.70749 0.80001 0.90077 0.97026 1
cl_mt_pol_c 3.335 1.2244 0.36713 0.02465 15.095 0 0 1 0 0.00017553 0.44365 0.97283 1.6564 1.9671 2.1215 2.368 2.4502 2.7789 3.1798 3.6449 3.9095 4.2481 4.5127 4.9859 5.4429 6.8841 10.585 11.362 0.94982 0.82542 0.24388 9.0373 0.92791 1.4991 1 0.0012355 0.001547 0.020495 0.046794 0.077815 0.11763 0.14808 0.22764 0.3715 0.52182 0.6292 0.69002 0.75556 0.82965 0.90767 0.97584 0.9974
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fl_alpha = 0.5
fl_delta = 0.12
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Elapsed time is 0.503609 seconds.
Elapsed time is 0.485862 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 11.342 6.4504 0.5687 0.44365 62.595 0 0 1 0.0096618 0 0.44365 2.7493 4.2529 5.0549 5.6564 6.3581 6.7591 8.1625 9.9669 11.872 13.977 15.18 17.084 19.59 23.801 34.326 48.461 41.608 1 10.946 0.60341 25.452 0.88212 5.2096 0.91436 0.00037792 0.00050412 0.014785 0.035558 0.06369 0.089757 0.11508 0.18619 0.30989 0.44268 0.5598 0.62359 0.69623 0.77328 0.86851 0.96488 0.99545
cl_mt_pol_a 0.97758 2.8123 2.8768 0 47.959 0.80408 0 0.19592 0.80408 0 0 0 0 0 0 0 0 0 0 0 0 0 2.0408 3.0612 7.1429 13.265 25.51 10.946 0.60341 7.9093 1 2.0256 0.16102 1.0114 0.40716 0 0 0 0 0 0 0 0 0 0 0 0 0.085034 0.17507 0.46855 0.81739 0.97202
cl_mt_pol_k 7.993 4.473 0.55962 0 47.959 0.0096618 0 0.99034 0.0096618 1.1465e-05 0 2.0408 3.0612 3.0612 4.0816 4.0816 5.102 6.1224 7.1429 8.1633 10.204 10.204 12.245 13.265 16.327 23.469 32.653 25.452 0.88212 2.0256 0.16102 20.008 1 3.418 0.86511 0 0.0043047 0.035013 0.035013 0.089363 0.089363 0.16466 0.23413 0.34286 0.49367 0.64179 0.64179 0.72481 0.79834 0.87761 0.9674 0.99565
cl_mt_pol_c 2.3717 0.88328 0.37243 0.024707 12.595 0 0 1 0 0 0.44365 0.70846 1.1738 1.3742 1.4924 1.6391 1.7393 1.9577 2.2509 2.6056 2.8704 3.0065 3.3177 3.4927 3.9835 4.8706 6.1304 5.2096 0.91436 1.0114 0.40716 3.418 0.86511 0.78019 1 0.0018074 0.0019629 0.020459 0.052448 0.083823 0.11346 0.14852 0.23219 0.36273 0.52206 0.62558 0.69141 0.75913 0.82716 0.90437 0.97811 0.99724
