Test Preference (Savings Distribution)
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@seealso
- SPEED savings only overall benchmark speed testing: fsi_az_ds_vecsv_speed
- PREFERENCE savings only preference testing: fsi_az_ds_vecsv_pref
- PREFERENCE savings only preference testing CROSS: fsi_az_ds_vecsv_pref_cross
- PREFERENCE savings only preference testing GRID: fsi_az_ds_vecsv_pref_grid
- SHOCK savings only shock testing: fsi_az_ds_vecsv_shock
- SHOCK savings only shock testing CROSS: fsi_az_ds_vecsv_shock_cross
- SHOCK savings only shock testing GRID: fsi_az_ds_vecsv_shock_grid
- PRICE savings only wage and interest rate testing CROSS: adjust wage and savings rate fsi_az_ds_vecsv_price_cross
- JOINT all parameters random draws joint test fsi_az_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_a_n = 750; 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_az/paramfunc/html/ffs_az_set_default_param.html ffs_az_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_az_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; 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_az_get_funcgrid.html ffs_az_get_funcgrid> [armt_map, func_map] = ffs_az_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_az_vf_vecsv.html ff_az_vf_vecsv> result_map = ff_az_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % 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 2.135408 seconds.
Elapsed time is 0.280224 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 1.4656 1.1209 0.76486 -1.7608 12.877 0 0.069109 0.93089 0.0027089 4.2006e-35 -1.7608 -0.88002 -0.41667 0.050547 0.51917 0.51917 0.51917 0.98834 1.4577 1.9272 2.3965 2.3965 2.4783 2.8655 3.3335 4.1304 4.8358 1.2565 1 0.035268 0.44883 0.51527 0.96 0.48 0.9806 -0.0032546 -0.020688 -0.032326 -0.029714 0.011944 0.011944 0.011944 0.11489 0.27921 0.47393 0.65308 0.65308 0.67323 0.78723 0.87756 0.9697 0.99677
cl_mt_pol_a 0.014958 0.070101 4.6866 0 43.725 0.91332 0 0.086683 0.91332 4.2006e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.066756 0.33378 0.86782 0.035268 0.44883 0.0049141 1 0.02175 0.64798 0.016836 0.54999 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.18202 0.62472 0.95059
cl_mt_coh 1.2953 0.47883 0.36966 0.44468 54.536 0 0 1 0.0027089 4.2006e-35 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.90837 1.0479 1.2088 1.3944 1.6085 1.6085 1.7454 1.8555 2.1405 2.9168 3.7648 0.51527 0.96 0.02175 0.64798 0.22928 1 0.20753 0.9925 0.00092996 0.012136 0.033709 0.079792 0.16227 0.16227 0.16227 0.2858 0.44003 0.59952 0.73585 0.73585 0.75243 0.83382 0.90033 0.97638 0.99727
cl_mt_pol_c 1.2804 0.43668 0.34106 0.44468 10.811 0 0 1 0.0027089 4.2006e-35 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.90837 1.0479 1.2088 1.3944 1.6085 1.6085 1.6786 1.8555 2.0737 2.6227 2.962 0.48 0.9806 0.016836 0.54999 0.20753 0.9925 0.19069 1 0.00094082 0.012278 0.034103 0.080724 0.16416 0.16416 0.16416 0.28914 0.44518 0.6067 0.74521 0.74521 0.76129 0.8457 0.91168 0.97854 0.9977
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fl_beta = 0.87
fl_crra = 1.5
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Elapsed time is 3.071644 seconds.
Elapsed time is 0.138385 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 1.2326 1.0671 0.86573 -2.2583 8.4129 0 0.14404 0.85596 0.0027041 1.1598e-36 -2.2583 -1.1754 -0.64578 -0.13734 0.3481 0.3481 0.3481 0.81085 1.2519 1.6724 2.0736 2.0736 2.3832 2.5427 2.9011 3.5791 4.1212 1.1387 1 0.13951 0.55589 0.57544 0.89861 0.43593 0.9769 -0.0049544 -0.032184 -0.053463 -0.061886 -0.030112 -0.030112 -0.030112 0.063946 0.21634 0.39518 0.56704 0.56704 0.65529 0.77053 0.86962 0.97 0.99689
cl_mt_pol_a 0.083735 0.23518 2.8087 0 45.995 0.74808 0 0.25192 0.74808 1.1598e-36 0 0 0 0 0 0 0 0 0 0 0.066756 0.066756 0.13351 0.26702 0.46729 1.2016 2.2029 0.13951 0.55589 0.055312 1 0.12028 0.85224 0.064969 0.6606 0 0 0 0 0 0 0 0 0 0 0.052537 0.052537 0.12124 0.27055 0.4437 0.81087 0.97399
cl_mt_coh 1.3658 0.6001 0.43937 0.44468 54.536 0 0 1 0.0027041 1.1598e-36 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.90837 1.0479 1.2088 1.3944 1.6085 1.677 1.8555 2.1292 2.5376 3.564 4.8641 0.57544 0.89861 0.12028 0.85224 0.36013 1 0.23984 0.95574 0.00088039 0.011457 0.031709 0.074569 0.14995 0.14995 0.14995 0.2603 0.39277 0.52445 0.64214 0.66567 0.73528 0.80259 0.88599 0.97008 0.9962
cl_mt_pol_c 1.2821 0.41818 0.32617 0.44468 8.5411 0 0 1 0.0027041 1.1598e-36 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.90837 1.0479 1.2088 1.3944 1.6085 1.6102 1.7888 1.8606 2.0124 2.3992 2.7801 0.43593 0.9769 0.064969 0.6606 0.23984 0.95574 0.17487 1 0.00093789 0.012205 0.033781 0.079445 0.15979 0.15979 0.15979 0.27786 0.4201 0.56515 0.69888 0.71783 0.8052 0.84629 0.91205 0.97989 0.99787
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fl_beta = 0.87
fl_crra = 2
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Elapsed time is 2.885347 seconds.
Elapsed time is 0.125003 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 1.0589 1.0507 0.9922 -2.8609 6.0047 0 0.1421 0.8579 0.0026651 1.9682e-35 -2.8609 -1.4983 -0.88169 -0.31936 0.19103 0.19103 0.33517 0.65411 1.0749 1.4939 1.8106 1.9216 2.143 2.3154 2.6196 3.1463 3.5667 1.1039 1 0.28262 0.61016 0.6875 0.84009 0.40488 0.97064 -0.0072004 -0.046489 -0.079096 -0.10094 -0.084037 -0.084037 -0.081026 -0.0083084 0.12232 0.31551 0.46642 0.55292 0.64128 0.74765 0.86119 0.96866 0.99656
cl_mt_pol_a 0.21493 0.44085 2.0511 0 47.263 0.55587 0 0.44413 0.55587 1.9682e-35 0 0 0 0 0 0 0 0 0 0.13351 0.20027 0.33378 0.46729 0.66756 1.1348 2.1362 3.5381 0.28262 0.61016 0.19435 1 0.3217 0.93689 0.12736 0.72766 0 0 0 0 0 0 0 0 0 0.069086 0.11448 0.19787 0.28728 0.40254 0.62414 0.87218 0.98304
cl_mt_coh 1.5003 0.77889 0.51916 0.44468 54.536 0 0 1 0.0026651 1.9682e-35 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 1.0479 1.0479 1.2772 1.5313 1.7562 1.9418 2.1559 2.4826 3.03 4.3985 6.0957 0.6875 0.84009 0.3217 0.93689 0.60668 1 0.28497 0.92156 0.00078993 0.010152 0.027728 0.063935 0.1253 0.1253 0.21269 0.21269 0.33273 0.46456 0.57404 0.63724 0.70756 0.78386 0.87103 0.96591 0.99565
cl_mt_pol_c 1.2854 0.39701 0.30887 0.44468 7.2728 0 0 1 0.0026651 1.9682e-35 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 1.0452 1.0479 1.2088 1.3961 1.5429 1.6152 1.7237 1.8021 1.9586 2.319 2.6049 0.40488 0.97064 0.12736 0.72766 0.28497 0.92156 0.15762 1 0.00092202 0.011852 0.032378 0.074684 0.14662 0.14662 0.15792 0.25159 0.379 0.53493 0.64797 0.70973 0.78205 0.84223 0.91669 0.98111 0.99789
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_az/paramfunc/html/ffs_az_set_default_param.html ffs_az_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_az_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; 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_az_get_funcgrid.html ffs_az_get_funcgrid> [armt_map, func_map] = ffs_az_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_az_vf_vecsv.html ff_az_vf_vecsv> result_map = ff_az_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % 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 2.444612 seconds.
Elapsed time is 0.127902 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 2.6594 1.4205 0.53415 -1.2225 18.009 0 0.02786 0.97214 0.0026784 -3.3462e-34 -1.2225 -0.19863 0.34254 0.88893 1.4375 1.4375 1.5101 1.9872 2.5379 3.1371 3.6437 3.7735 4.2021 4.4731 5.05 6.2134 7.2721 2.0179 1 0.39986 0.67428 0.96511 0.89902 0.56526 0.99396 -0.0012312 -0.0044673 0.00055697 0.024231 0.081501 0.081501 0.08525 0.17907 0.30766 0.45159 0.59401 0.6528 0.72804 0.80649 0.89191 0.97495 0.99722
cl_mt_pol_a 0.18804 0.41746 2.2201 0 47.53 0.58398 0 0.41602 0.58398 -3.3462e-34 0 0 0 0 0 0 0 0 0 0.066756 0.20027 0.26702 0.40053 0.6008 1.0013 2.0694 3.5381 0.39986 0.67428 0.17427 1 0.29256 0.92733 0.11828 0.70775 0 0 0 0 0 0 0 0 0 0.035968 0.11355 0.17134 0.25784 0.3814 0.57188 0.85843 0.98073
cl_mt_coh 1.4727 0.75572 0.51314 0.44468 54.536 0 0 1 0.0026784 -3.3462e-34 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.97679 1.0479 1.2088 1.4825 1.7365 1.8822 2.0875 2.4142 2.9616 4.3188 6.0407 0.96511 0.89902 0.29256 0.92733 0.57111 1 0.27855 0.92071 0.00080872 0.010439 0.028637 0.066429 0.13104 0.13104 0.13606 0.22274 0.3285 0.4699 0.57989 0.64296 0.70606 0.78588 0.8739 0.9657 0.99551
cl_mt_pol_c 1.2847 0.40033 0.31162 0.44468 7.0058 0 0 1 0.0026784 -3.3462e-34 0.44468 0.59175 0.68262 0.78744 0.90837 0.90837 0.97679 1.0479 1.2088 1.3961 1.5418 1.6147 1.7237 1.8005 1.9573 2.319 2.6015 0.56526 0.99396 0.11828 0.70775 0.27855 0.92071 0.16027 1 0.00092709 0.011968 0.032837 0.07619 0.15041 0.15041 0.15664 0.25751 0.38504 0.54561 0.64993 0.70869 0.78355 0.84135 0.91577 0.98099 0.99793
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fl_beta = 0.925
fl_crra = 1.5
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Elapsed time is 4.216978 seconds.
Elapsed time is 0.281671 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 2.4043 1.4061 0.58483 -1.8848 12.688 0 0.060142 0.93986 0.0025063 -3.9722e-37 -1.8848 -0.64835 -0.037379 0.55225 1.1182 1.1182 1.661 1.7806 2.3352 2.8956 3.3348 3.601 3.8476 4.211 4.7277 5.6713 6.5408 1.9771 1 0.81955 0.73154 1.3342 0.85824 0.5146 0.99329 -0.0019647 -0.0098366 -0.010657 0.0025325 0.04184 0.04184 0.11358 0.13729 0.26753 0.43601 0.56474 0.63932 0.71667 0.79795 0.89 0.97479 0.99719
cl_mt_pol_a 0.49033 0.79674 1.6249 0 48.732 0.35663 0 0.64337 0.35663 7.4014e-38 0 0 0 0 0 0 0 0 0.13351 0.40053 0.66756 0.80107 1.0681 1.4686 2.1362 3.7383 5.8077 0.81955 0.73154 0.6348 1 0.86064 0.97707 0.22584 0.76933 0 0 0 0 0 0 0 0 0.031851 0.13036 0.22585 0.28395 0.38309 0.51964 0.68981 0.90664 0.98684
cl_mt_coh 1.7826 1.1056 0.62019 0.44468 54.536 0 0 1 0.0025063 -3.9722e-37 0.44468 0.59175 0.68262 0.78744 0.90837 0.93387 1.0479 1.2088 1.4584 1.8049 2.1667 2.4164 2.7451 3.2219 4.0034 5.8926 8.219 1.3342 0.85824 0.86064 0.97707 1.2222 1 0.3616 0.88771 0.00062521 0.0078029 0.020741 0.046176 0.08708 0.088552 0.14363 0.20792 0.29033 0.42612 0.53863 0.60103 0.67566 0.75697 0.85542 0.96151 0.99494
cl_mt_pol_c 1.2923 0.36845 0.28512 0.44468 5.8042 0 0 1 0.0025063 -3.9722e-37 0.44468 0.59175 0.68262 0.78744 0.90837 0.92429 1.0479 1.1196 1.2822 1.4291 1.5501 1.6269 1.6686 1.7537 1.9123 2.1893 2.4809 0.5146 0.99329 0.22584 0.76933 0.3616 0.88771 0.13576 1 0.00086244 0.010775 0.02867 0.06392 0.12151 0.1234 0.20669 0.24747 0.39099 0.54368 0.65828 0.7204 0.78524 0.84892 0.9195 0.98203 0.99804
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fl_beta = 0.925
fl_crra = 2
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Elapsed time is 3.820879 seconds.
Elapsed time is 0.312200 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 2.2207 1.3879 0.62498 -2.6425 9.5134 0 0.058393 0.94161 0.002212 -1.7441e-34 -2.6425 -1.1103 -0.40643 0.24145 0.83535 1.0514 1.3804 1.8081 2.3209 2.8262 3.1757 3.3895 3.6505 3.9576 4.3958 5.1619 5.8568 1.9263 1 1.2022 0.75147 1.6757 0.83559 0.47353 0.98995 -0.0026321 -0.014493 -0.020343 -0.016698 0.0061356 0.020443 0.056519 0.1182 0.25384 0.42437 0.5588 0.63292 0.71357 0.79802 0.89108 0.97536 0.99728
cl_mt_pol_a 0.85479 1.1526 1.3484 0 49.466 0.19854 0 0.80146 0.19854 -1.7441e-34 0 0 0 0 0 0.066756 0.066756 0.13351 0.40053 0.80107 1.2016 1.4686 1.8024 2.3364 3.2043 5.2737 7.8772 1.2022 0.75147 1.3286 1 1.6488 0.98999 0.32021 0.80607 0 0 0 0 0 0.0078196 0.0078196 0.016469 0.07004 0.17576 0.29556 0.37156 0.45707 0.58489 0.73771 0.92678 0.99007
cl_mt_coh 2.1562 1.4449 0.67013 0.44468 54.536 0 0 1 0.002212 -1.7441e-34 0.44468 0.59175 0.75104 0.85587 0.92429 1.0479 1.1163 1.3456 1.7321 2.2244 2.7033 3.0366 3.456 4.0585 5.0828 7.3473 10.201 1.6757 0.83559 1.6488 0.98999 2.0878 1 0.43899 0.88154 0.0004562 0.0054368 0.015417 0.033845 0.054832 0.086326 0.10345 0.1652 0.26869 0.40596 0.51687 0.58377 0.66037 0.74553 0.85014 0.96011 0.99481
cl_mt_pol_c 1.3014 0.34465 0.26483 0.44468 5.0698 0 0 1 0.002212 -1.7441e-34 0.44468 0.59175 0.75104 0.85587 0.90837 1.0469 1.0495 1.142 1.2906 1.4178 1.5268 1.5936 1.6636 1.7537 1.8689 2.1305 2.4045 0.47353 0.98995 0.32021 0.80607 0.43899 0.88154 0.11878 1 0.00075584 0.0090376 0.026063 0.058562 0.093897 0.1294 0.1834 0.25194 0.39399 0.55527 0.66518 0.72498 0.78831 0.85333 0.92228 0.98281 0.99811
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_az/paramfunc/html/ffs_az_set_default_param.html ffs_az_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_az_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; 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_az_get_funcgrid.html ffs_az_get_funcgrid> [armt_map, func_map] = ffs_az_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_az_vf_vecsv.html ff_az_vf_vecsv> result_map = ff_az_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % 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 8.655768 seconds.
Elapsed time is 0.384052 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 9.7031 3.1321 0.32279 2.5093 33.653 0 0 1 0.0009622 3.1723e-11 2.6524 3.8193 5.0864 5.9362 6.5059 6.9925 7.4064 8.1842 9.3687 10.619 11.639 12.257 12.991 13.945 15.402 18.21 21.418 9.8102 1 10.258 0.92444 11.116 0.9367 0.85853 0.97806 0.00028773 0.0038435 0.023035 0.052103 0.084236 0.11885 0.15606 0.23699 0.37328 0.52627 0.64077 0.70262 0.76739 0.83689 0.91186 0.97983 0.99768
cl_mt_pol_a 3.5901 3.5427 0.98681 0 50 0.06711 0 0.93289 0.06711 3.7744e-10 0 0 0 0.13351 0.40053 0.6008 0.86782 1.4686 2.6035 4.0053 5.2069 6.008 7.0761 8.4112 10.681 15.554 21.762 10.258 0.92444 12.551 1 13.414 0.99933 0.86344 0.86966 0 0 0 0.00089503 0.0056551 0.011761 0.022573 0.055557 0.14401 0.27993 0.40484 0.48207 0.57311 0.67888 0.81017 0.95009 0.99334
cl_mt_coh 4.9598 3.7889 0.76393 0.44468 54.536 0 0 1 0.0009622 3.1723e-11 0.51297 0.68262 0.90837 1.198 1.4717 1.7774 2.0875 2.7718 3.9458 5.4403 6.7724 7.6166 8.7114 10.146 12.488 17.525 23.975 11.116 0.9367 13.414 0.99933 14.356 1 0.94198 0.88711 0.00031062 0.0023604 0.0085465 0.018288 0.032053 0.048023 0.067936 0.1171 0.21811 0.35845 0.48112 0.55393 0.63586 0.73014 0.84281 0.95897 0.99465
cl_mt_pol_c 1.3698 0.28025 0.2046 0.44468 4.5358 0 0 1 0.0009622 3.1723e-11 0.51297 0.66017 0.89624 1.039 1.0895 1.142 1.2081 1.2798 1.3794 1.4812 1.5492 1.6019 1.6519 1.7099 1.8172 2.0119 2.2427 0.85853 0.97806 0.86344 0.86966 0.94198 0.88711 0.078542 1 0.0011247 0.0042113 0.027016 0.06185 0.10079 0.14206 0.18529 0.27495 0.42049 0.57741 0.68748 0.74486 0.80382 0.86505 0.92959 0.98461 0.9983
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fl_beta = 0.97
fl_crra = 1.5
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Elapsed time is 11.309466 seconds.
Elapsed time is 0.269831 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 9.73 3.1172 0.32037 1.4354 26.197 0 0 1 0.00057637 6.7203e-09 2.1403 3.5805 4.9932 5.838 6.4762 7.0114 7.4668 8.3135 9.5138 10.786 11.776 12.356 13.042 13.913 15.201 17.6 20.188 9.7172 1 13.884 0.93426 14.73 0.94189 0.84561 0.98916 0.00040744 0.0041385 0.021298 0.049483 0.08124 0.116 0.15371 0.23416 0.37168 0.52844 0.64399 0.70559 0.77079 0.8399 0.91437 0.98077 0.99784
cl_mt_pol_a 5.4081 4.7673 0.88152 0 50 0.025303 0 0.9747 0.025303 1.2197e-07 0 0 0.13351 0.53405 0.93458 1.3351 1.8024 2.6702 4.2056 6.0748 7.8104 8.8785 10.147 11.949 14.82 20.961 28.772 13.884 0.93426 22.728 1 23.91 0.99973 1.1824 0.90439 0 0 0.00042546 0.0041313 0.011047 0.021795 0.037059 0.078287 0.1707 0.31411 0.44213 0.52092 0.60597 0.70798 0.82864 0.95526 0.99411
cl_mt_coh 6.8233 5.0167 0.73523 0.44468 54.536 0 0 1 0.00057637 6.7203e-09 0.51297 0.68262 1.1296 1.5997 2.0742 2.5506 3.0295 3.988 5.6323 7.614 9.393 10.488 11.815 13.693 16.673 23.012 31.1 14.73 0.94189 23.91 0.99973 25.168 1 1.2576 0.9141 0.00013148 0.00092583 0.006643 0.016531 0.030098 0.04724 0.067609 0.11854 0.22375 0.36799 0.492 0.56457 0.64604 0.73924 0.84931 0.96107 0.99497
cl_mt_pol_c 1.4152 0.27424 0.19378 0.44468 4.5358 0 0 1 0.00057637 6.7203e-09 0.51297 0.68262 0.968 1.0619 1.1463 1.2041 1.2422 1.3216 1.4183 1.5159 1.5952 1.6331 1.6877 1.7595 1.8589 2.0683 2.3223 0.84561 0.98916 1.1824 0.90439 1.2576 0.9141 0.075208 1 0.00063393 0.0045937 0.028828 0.065524 0.10505 0.14553 0.18905 0.27989 0.42469 0.57988 0.68964 0.74659 0.80516 0.86608 0.92988 0.98462 0.99829
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fl_beta = 0.97
fl_crra = 2
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Elapsed time is 10.945521 seconds.
Elapsed time is 0.363575 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 9.5817 2.9249 0.30526 0.29892 20.937 0 0 1 0.00034822 1.1243e-07 1.1791 3.1101 4.9002 5.833 6.4941 7.0328 7.5046 8.3635 9.5245 10.71 11.596 12.105 12.7 13.435 14.494 16.372 18.241 8.5552 1 16.155 0.93248 16.964 0.93809 0.80872 0.99428 0.00011489 0.0025868 0.020045 0.048562 0.080625 0.11615 0.15379 0.2368 0.37685 0.53555 0.65168 0.71315 0.77805 0.84594 0.91842 0.98206 0.99804
cl_mt_pol_a 7.2743 5.9232 0.81426 0 50 0.0148 0 0.9852 0.0148 2.4464e-06 0 0 0.40053 1.0013 1.6021 2.1362 2.8037 3.9386 5.9413 8.2777 10.347 11.682 13.218 15.421 18.825 26.235 35.447 16.155 0.93248 35.085 1 36.616 0.99986 1.5312 0.9296 0 0 0.0011338 0.006098 0.015481 0.027823 0.046522 0.09264 0.19414 0.33945 0.46632 0.54287 0.62555 0.72546 0.84023 0.95889 0.99469
cl_mt_coh 8.7362 6.1826 0.7077 0.44468 54.536 0 0 1 0.00034822 1.1243e-07 0.51297 0.78744 1.4558 2.1427 2.7825 3.3984 4.0585 5.2946 7.367 9.8195 11.982 13.32 14.962 17.2 20.754 28.349 37.86 16.964 0.93809 36.616 0.99986 38.224 1 1.6085 0.93558 6.1194e-05 0.0008539 0.0060183 0.016426 0.0306 0.0482 0.06966 0.12332 0.23165 0.37817 0.50228 0.57479 0.65547 0.74734 0.85469 0.9628 0.99525
cl_mt_pol_c 1.4619 0.27808 0.19022 0.44468 4.5358 0 0 1 0.00034822 1.1243e-07 0.51297 0.78744 1.0094 1.138 1.1737 1.2472 1.2767 1.361 1.4562 1.5552 1.6377 1.6865 1.742 1.8066 1.9273 2.1443 2.428 0.80872 0.99428 1.5312 0.9296 1.6085 0.93558 0.077329 1 0.0003657 0.0058832 0.030051 0.06696 0.10656 0.14806 0.19106 0.28189 0.42573 0.58084 0.68982 0.74668 0.80532 0.86592 0.92949 0.98448 0.99827
