Test Preference (Savings Distribution), Test over Discount and Risk-Aversion Arrays (grid)

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

Contents

Simulate and Graph

Note: as for example fl_beta increases, willingness to save increases, leading to higher savings, which will exceed the benchmark max grid point. So to allow for higher beta, dramatically higher max savings bound is needed.

% Set which to graph, simulate over which variables
bl_simu_cross = 'g';
cl_st_param_keys = {'fl_crra', 'fl_beta'};

% Generate Benchmark Parameters
it_param_set = 9;
[param_map, support_map] = ffs_az_set_default_param(it_param_set);
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 = 10;
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);

Denser Simulation (All Graphs)

it_size_type = 2;
ar_it_plot_sets = [51,52,54, 5,6,153, 61,62,10];

% Simulate along parameters
[tb_outcomes, support_map] = 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);

close all;
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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: 48
      KeyType: char
    ValueType: any

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pos = 31 ; key = st_img_name_main ; val = _default
pos = 32 ; key = st_img_path ; val = C:/Users/fan/CodeDynaAsset//m_az//solve/img/
pos = 33 ; key = st_img_prefix ; val = 
pos = 34 ; key = st_img_suffix ; val = _p9.png
pos = 35 ; key = st_mat_name_main ; val = _default
pos = 36 ; key = st_mat_path ; val = C:/Users/fan/CodeDynaAsset//m_az//solve/mat/
pos = 37 ; key = st_mat_prefix ; val = 
pos = 38 ; key = st_mat_suffix ; val = _p9
pos = 39 ; key = st_mat_test_name_main ; val = r
pos = 40 ; key = st_mat_test_path ; val = C:/Users/fan/CodeDynaAsset//m_az//test/ff_az_ds_vecsv/mat/
pos = 41 ; key = st_mat_test_prefix ; val = 
pos = 42 ; key = st_mat_test_suffix ; val = _g12_cg_t2l20
pos = 43 ; key = st_matimg_path_root ; val = C:/Users/fan/CodeDynaAsset//m_az/
pos = 44 ; key = st_profile_name_main ; val = _default
pos = 45 ; key = st_profile_path ; val = C:/Users/fan/CodeDynaAsset//m_az//solve/profile/
pos = 46 ; key = st_profile_prefix ; val = 
pos = 47 ; key = st_profile_suffix ; val = _p9
pos = 48 ; 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_final                 4     4        0 
    bl_display_final_dist            5     5        1 
    bl_display_final_dist_detail     6     6        0 
    bl_display_funcgrids             7     7        0 
    bl_display_graph_stats           8     8        0 
    bl_display_simu_stats            9     9        1 
    bl_graph                        10    10        1 
    bl_graph_coh_t_coh              11    11        0 
    bl_graph_funcgrids              12    12        0 
    bl_graph_onebyones              13    13        1 
    bl_graph_pol_lvl                14    14        0 
    bl_graph_pol_pct                15    15        0 
    bl_graph_val                    16    16        0 
    bl_img_save                     17    17        0 
    bl_mat                          18    18        0 
    bl_mat_test                     19    19        1 
    bl_post                         20    20        1 
    bl_profile                      21    21        0 
    bl_profile_dist                 22    22        0 
    bl_replacefile                  23    23        0 
    bl_time                         24    24        0 
    bl_timer                        25    25        1 
    it_display_every                26    26       20 
    it_display_final_colmax         27    27       12 
    it_display_final_rowmax         28    28      100 
    it_display_summmat_colmax       29    29        5 
    it_display_summmat_rowmax       30    30        5 

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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: 29
      KeyType: char
    ValueType: any

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pos = 3 ; key = cl_st_param_keys ; val = fl_crra
pos = 28 ; key = st_analytical_stationary_type ; val = eigenvector
pos = 29 ; key = st_model ; val = az
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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       2      1.5     0.70711     1      2 

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Scalars in Container and Sizes and Basic Statistics
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                               i     idx    value
                               __    ___    _____

    bl_loglin                   1     2         0
    fl_a_max                    2     4        50
    fl_a_min                    3     5         0
    fl_b_bd                     4     6         0
    fl_beta                     5     7      0.94
    fl_crra                     6     8       1.5
    fl_loglin_threshold         7     9         1
    fl_nan_replace              8    10     -9999
    fl_r_save                   9    11     0.025
    fl_tol_dist                10    12     1e-05
    fl_tol_pol                 11    13     1e-05
    fl_tol_val                 12    14     1e-05
    fl_w                       13    15      1.28
    fl_z_mu                    14    16         0
    fl_z_rho                   15    17       0.8
    fl_z_sig                   16    18       0.2
    it_a_n                     17    19       750
    it_maxiter_dist            18    20      1000
    it_maxiter_val             19    21      1000
    it_size_type               20    22         2
    it_st_simu_type_g_seed     21    23       123
    it_st_simu_type_g_simun    22    24        20
    it_tol_pol_nochange        23    25        25
    it_trans_power_dist        24    26      1000
    it_z_n                     25    27        15

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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: 19
      KeyType: char
    ValueType: any

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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       10       0.92    0.033641     0.87    0.97
    fl_c_min                   5     5      1        5     0.0155    0.011463    0.001    0.03
    fl_crra                    6     6      1       10          3      1.3456        1       5
    fl_delta                   7     7      1        5       0.08    0.047434     0.02    0.14
    fl_r_borr                  8     8      1        5      0.125    0.098821        0    0.25
    fl_r_save                  9     9      1        5      0.025    0.011859     0.01    0.04
    fl_w                      10    10      1        5       1.25     0.11859      1.1     1.4
    fl_z_r_borr_max           11    11      1        5     0.1225    0.021741    0.095    0.15
    fl_z_r_borr_n             12    12      1        6         15      7.4833        5      25
    fl_z_r_borr_poiss_mean    13    13      1        5       12.5      5.9293        5      20
    fl_z_rho                  14    14      1        5      0.495     0.39133        0    0.99
    fl_z_sig                  15    15      1        5      0.255     0.19369     0.01     0.5
    fl_z_wage_rho             16    16      1        5      0.495     0.39133        0    0.99
    fl_z_wage_sig             17    17      1        5      0.255     0.19369     0.01     0.5
    it_a_n                    18    18      1        5       1300      948.68      100    2500
    it_z_n                    19    19      1        5         15      7.9057        5      25