Test Shock Persistence and Variance (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_z_rho = [0.0, 0.50, 0.99]; ar_fl_z_sig = [0.05, 0.10, 0.3]; it_a_n = 750; it_z_n = 15;
Simulate Model with schok persistence = 0.0, IID
for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(1))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); 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_z_rho') = ar_fl_z_rho(1); param_map('fl_z_sig') = fl_z_sig; % 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_z_rho = 0
fl_z_sig = 0.05
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Elapsed time is 3.816040 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
7.604831e-17. Consider using a different value for sigma.
Elapsed time is 0.302079 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 3.8352 0.048674 0.012691 3.688 14.429 0 0 1 0.0021324 1.6022e-35 3.688 3.7284 3.7483 3.768 3.7875 3.7875 3.8067 3.818 3.8359 3.8537 3.8633 3.8819 3.8819 3.9015 3.921 3.9447 3.9875 0.0023692 1 0.0010174 0.72196 0.0034473 0.99908 0.0024299 0.94061 0.0020506 0.020826 0.052476 0.11269 0.20921 0.20921 0.33967 0.35406 0.51202 0.66632 0.76137 0.85683 0.85683 0.92089 0.96009 0.98967 0.99911
cl_mt_pol_a 0.014137 0.028953 2.0481 0 48.064 0.79852 0 0.20148 0.79852 5.0855e-36 0 0 0 0 0 0 0 0 0 0 0 0.066756 0.066756 0.066756 0.066756 0.066756 0.13351 0.0010174 0.72196 0.00083829 1 0.0015234 0.74222 0.00068508 0.44583 0 0 0 0 0 0 0 0 0 0 0 0.90431 0.90431 0.90431 0.90431 0.90431 0.99568
cl_mt_coh 1.2945 0.070889 0.054762 1.1003 52.735 0 0 1 0.0021324 1.6022e-35 1.1003 1.1485 1.1734 1.1988 1.2248 1.2248 1.2513 1.2672 1.2932 1.3197 1.3344 1.3633 1.3633 1.3928 1.423 1.4612 1.5296 0.0034473 0.99908 0.0015234 0.74222 0.0050252 1 0.0035018 0.93077 0.0018126 0.018874 0.048227 0.10498 0.19744 0.19744 0.32444 0.33859 0.49517 0.65071 0.74798 0.84696 0.84696 0.9144 0.95626 0.98844 0.99897
cl_mt_pol_c 1.2804 0.053073 0.041452 1.1003 4.6923 0 0 1 0.0021324 1.5701e-35 1.1003 1.1485 1.1734 1.1988 1.2248 1.2248 1.2513 1.2672 1.2932 1.3061 1.3197 1.3344 1.3344 1.336 1.3518 1.387 1.3945 0.0024299 0.94061 0.00068508 0.44583 0.0035018 0.93077 0.0028168 1 0.0018326 0.019083 0.048759 0.10613 0.19962 0.19962 0.32802 0.34233 0.50064 0.68885 0.75017 0.88307 0.88307 0.90744 0.94688 0.98912 0.99892
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fl_z_rho = 0
fl_z_sig = 0.1
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Elapsed time is 4.078413 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
2.686277e-17. Consider using a different value for sigma.
Elapsed time is 0.113281 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 3.8221 0.10533 0.027559 3.4853 14.449 0 0 1 0.0011244 1.672e-35 3.4853 3.5717 3.6544 3.6945 3.7097 3.7337 3.7464 3.7753 3.8187 3.8562 3.894 3.9007 3.9327 3.9613 4.0129 4.0945 4.1743 0.011095 1 0.007949 0.90699 0.016252 0.99782 0.0083027 0.94737 0.0010253 0.011239 0.064433 0.12779 0.14875 0.21978 0.2542 0.34038 0.52427 0.65775 0.76893 0.79804 0.85579 0.89575 0.95134 0.99013 0.99896
cl_mt_pol_a 0.071441 0.083204 1.1647 0 48.264 0.42104 0 0.57896 0.42104 1.672e-35 0 0 0 0 0 0 0 0 0.066756 0.066756 0.13351 0.13351 0.13351 0.20027 0.26702 0.33378 0.46729 0.007949 0.90699 0.0069229 1 0.011955 0.9292 0.0050316 0.72683 0 0 0 0 0 0 0 0 0.26849 0.26849 0.59461 0.59461 0.59461 0.77871 0.88081 0.97176 0.99606
cl_mt_coh 1.3532 0.15462 0.11426 0.94347 52.969 0 0 1 0.0011244 1.672e-35 0.94347 1.0279 1.1199 1.1689 1.1883 1.2201 1.2374 1.2782 1.342 1.3977 1.4559 1.4662 1.5167 1.5622 1.6463 1.7832 1.9207 0.016252 0.99782 0.011955 0.9292 0.023909 1 0.011954 0.9292 0.00078391 0.0090164 0.054488 0.11089 0.12986 0.19537 0.22748 0.30954 0.48977 0.62537 0.74168 0.77258 0.83514 0.87902 0.94188 0.9876 0.99862
cl_mt_pol_c 1.2818 0.083202 0.064911 0.94347 4.7048 0 0 1 0.0011244 1.672e-35 0.94347 1.0279 1.1199 1.1689 1.1883 1.2201 1.2374 1.2735 1.2885 1.3208 1.3327 1.3436 1.3782 1.3832 1.3909 1.42 1.4566 0.0083027 0.94737 0.0050316 0.72683 0.011954 0.9292 0.0069226 1 0.00082761 0.009519 0.057524 0.11707 0.1371 0.20626 0.24016 0.38858 0.48562 0.6297 0.74788 0.78951 0.85466 0.91218 0.96034 0.98868 0.99888
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fl_z_rho = 0
fl_z_sig = 0.3
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Elapsed time is 4.365843 seconds.
Elapsed time is 0.317462 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 3.7859 0.40478 0.10692 2.3614 14.566 0 0 1 0.00033188 1.0817e-34 2.538 2.8589 3.1411 3.2754 3.3857 3.4463 3.5018 3.6173 3.7666 3.9232 4.0487 4.1236 4.2086 4.3213 4.486 4.8108 5.1772 0.16385 1 0.18073 0.96382 0.2476 0.99126 0.066869 0.96342 0.0007517 0.0078564 0.041876 0.087366 0.1277 0.17687 0.21998 0.31365 0.46528 0.61281 0.71884 0.77113 0.82497 0.8807 0.93928 0.98707 0.99862
cl_mt_pol_a 0.523 0.46324 0.88575 0 49.533 0.12428 0 0.87572 0.12428 1.0817e-34 0 0 0 0 0.066756 0.13351 0.13351 0.26702 0.40053 0.6008 0.80107 0.86782 1.0013 1.2016 1.4019 2.0027 2.6702 0.18073 0.96382 0.21459 1 0.28299 0.98996 0.068394 0.86103 0 0 0 0 0.0077863 0.025035 0.025035 0.086769 0.16852 0.3265 0.48887 0.54415 0.63479 0.74803 0.83586 0.96248 0.99461
cl_mt_coh 1.8161 0.61708 0.33979 0.49728 54.258 0 0 1 0.00033188 1.0817e-34 0.56551 0.73134 0.94579 1.0826 1.2124 1.2879 1.36 1.5159 1.7331 1.9758 2.1811 2.3072 2.4548 2.6564 2.962 3.6034 4.3872 0.2476 0.99126 0.28299 0.98996 0.38078 1 0.097796 0.92425 0.00034388 0.0040369 0.02454 0.055164 0.084422 0.12186 0.15631 0.23533 0.37464 0.52313 0.63838 0.69823 0.76225 0.83167 0.90924 0.97858 0.99745
cl_mt_pol_c 1.2931 0.17147 0.13261 0.49728 4.7257 0 0 1 0.00033188 1.0817e-34 0.56551 0.73134 0.94579 1.0826 1.1456 1.1564 1.2157 1.248 1.3164 1.3733 1.4066 1.4377 1.4584 1.4844 1.5383 1.6217 1.7083 0.066869 0.96342 0.068394 0.86103 0.097796 0.92425 0.029402 1 0.00048296 0.0056697 0.034466 0.077476 0.11957 0.16175 0.21619 0.30403 0.45539 0.61285 0.71507 0.76743 0.82589 0.8812 0.93926 0.98736 0.99868
Simulate Model with schok persistence = 0.5
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(2))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); 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_z_rho') = ar_fl_z_rho(2); param_map('fl_z_sig') = fl_z_sig; % 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_z_rho = 0.5
fl_z_sig = 0.05
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Elapsed time is 3.669387 seconds.
Elapsed time is 0.085203 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 3.8176 0.099885 0.026164 3.5195 14.453 0 0 1 0.002686 2.5609e-35 3.5195 3.6054 3.6481 3.6905 3.7326 3.7326 3.7326 3.7744 3.8159 3.857 3.8978 3.8978 3.9382 3.9382 3.9782 4.0588 4.1384 0.0099769 1 0.00082533 0.46332 0.0079515 0.9919 0.0071262 0.98951 0.0024762 0.025385 0.063482 0.13564 0.24955 0.24955 0.24955 0.39947 0.56405 0.71513 0.83187 0.83187 0.90895 0.90895 0.95373 0.98974 0.99938
cl_mt_pol_a 0.0040527 0.017834 4.4005 0 48.064 0.94567 0 0.05433 0.94567 -7.4605e-36 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.066756 0.066756 0.13351 0.00082533 0.46332 0.00031805 1 0.00078038 0.54523 0.00046234 0.35956 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.80207 0.80207 0.96497
cl_mt_coh 1.2842 0.080257 0.062498 1.0746 52.769 0 0 1 0.002686 2.5609e-35 1.0746 1.1291 1.1574 1.1864 1.2161 1.2161 1.2161 1.2466 1.2778 1.3099 1.3427 1.3427 1.3763 1.3763 1.4111 1.5132 1.5879 0.0079515 0.9919 0.00078038 0.54523 0.0064412 1 0.0056608 0.97827 0.0022477 0.023501 0.059426 0.12834 0.23852 0.23852 0.23852 0.38527 0.54805 0.69864 0.81547 0.81547 0.89282 0.89282 0.94815 0.98824 0.99912
cl_mt_pol_c 1.2801 0.072101 0.056324 1.0746 4.7054 0 0 1 0.002686 2.5609e-35 1.0746 1.1291 1.1574 1.1864 1.2161 1.2161 1.2161 1.2466 1.2778 1.3099 1.3427 1.3427 1.3763 1.3763 1.4108 1.4156 1.4544 0.0071262 0.98951 0.00046234 0.35956 0.0056608 0.97827 0.0051985 1 0.0022548 0.023576 0.059614 0.12875 0.23928 0.23928 0.23928 0.38649 0.54979 0.70097 0.81844 0.81844 0.90577 0.90577 0.97654 0.99 0.99974
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fl_z_rho = 0.5
fl_z_sig = 0.1
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Elapsed time is 4.294621 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
2.562586e-18. Consider using a different value for sigma.
Elapsed time is 0.166681 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 3.7703 0.2281 0.060498 3.11 14.499 0 0 1 0.0024529 3.9152e-38 3.11 3.2918 3.3811 3.4691 3.5557 3.5557 3.6411 3.6904 3.7711 3.8526 3.933 3.9728 4.0145 4.0576 4.1739 4.3293 4.5223 0.052029 1 0.020925 0.80199 0.048051 0.9693 0.027126 0.97412 0.0020233 0.020638 0.051024 0.10771 0.19702 0.19702 0.31517 0.35618 0.5056 0.64713 0.76397 0.80308 0.85034 0.89452 0.94727 0.98839 0.99893
cl_mt_pol_a 0.072602 0.11439 1.5755 0 48.331 0.52906 0 0.47094 0.52906 3.9152e-38 0 0 0 0 0 0 0 0 0 0.066756 0.066756 0.13351 0.20027 0.20027 0.33378 0.53405 0.73431 0.020925 0.80199 0.013084 1 0.022707 0.91339 0.0096225 0.68906 0 0 0 0 0 0 0 0 0 0.21329 0.21329 0.374 0.5215 0.5215 0.80186 0.93883 0.98985
cl_mt_coh 1.3544 0.21733 0.16046 0.89914 53.048 0 0 1 0.0024529 3.9152e-38 0.89914 0.99269 1.0431 1.096 1.1516 1.1644 1.21 1.2714 1.3359 1.4043 1.4727 1.5405 1.5497 1.6283 1.755 2.0201 2.3125 0.048051 0.9693 0.022707 0.91339 0.047234 1 0.024527 0.9244 0.0016284 0.016747 0.04174 0.088513 0.16155 0.17174 0.25771 0.36695 0.47763 0.62479 0.7034 0.75969 0.81271 0.87036 0.93342 0.98444 0.99834
cl_mt_pol_c 1.2818 0.12208 0.095242 0.89914 4.7166 0 0 1 0.0024529 3.9152e-38 0.89914 0.99269 1.0431 1.096 1.1516 1.1644 1.21 1.2714 1.2784 1.3375 1.4053 1.4076 1.4098 1.4131 1.4297 1.5065 1.5697 0.027126 0.97412 0.0096225 0.68906 0.024527 0.9244 0.014904 1 0.0017206 0.017696 0.044104 0.093527 0.17071 0.18151 0.27316 0.39683 0.47199 0.65553 0.75688 0.78252 0.84903 0.88796 0.94316 0.98827 0.99878
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fl_z_rho = 0.5
fl_z_sig = 0.3
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Elapsed time is 4.865116 seconds.
Elapsed time is 0.491750 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 3.6035 0.91546 0.25405 0.75369 14.706 0 0 1 0.0010815 1.5539e-34 0.75369 1.461 2.1062 2.4352 2.6958 2.8213 2.9776 3.2447 3.5768 3.9246 4.2065 4.3572 4.5581 4.7986 5.1624 5.8686 6.6269 0.83808 1 0.78788 0.90549 1.0235 0.94629 0.23562 0.98716 0.00022619 0.0037191 0.02678 0.058441 0.10523 0.13437 0.17385 0.26049 0.40303 0.55606 0.67143 0.72881 0.79075 0.85388 0.92238 0.98285 0.99809
cl_mt_pol_a 0.92661 0.95046 1.0257 0 49.866 0.11184 0 0.88816 0.11184 1.5539e-34 0 0 0 0 0.066756 0.13351 0.20027 0.40053 0.66756 1.0013 1.3351 1.6021 1.8692 2.2029 2.8705 4.1389 5.8745 0.78788 0.90549 0.90337 1 1.1156 0.99349 0.21226 0.85652 0 0 0 0 0.0045843 0.010543 0.02369 0.065893 0.14472 0.26542 0.39409 0.49136 0.57807 0.6749 0.81488 0.94686 0.99292
cl_mt_coh 2.2298 1.1815 0.52986 0.42606 54.655 0 0 1 0.0010815 1.5539e-34 0.42606 0.6311 0.83999 0.9839 1.1067 1.2436 1.374 1.6025 1.9572 2.4277 2.8342 3.0846 3.3941 3.8234 4.5448 6.02 7.9289 1.0235 0.94629 1.1156 0.99349 1.3959 1 0.28023 0.90973 0.00020665 0.0024661 0.017305 0.03637 0.06193 0.090951 0.11642 0.18693 0.30162 0.45032 0.56581 0.63207 0.70422 0.78501 0.87863 0.96944 0.99615
cl_mt_pol_c 1.3032 0.26073 0.20007 0.42606 4.7886 0 0 1 0.0010815 1.5539e-34 0.42606 0.6311 0.83999 0.96348 1.0383 1.1084 1.1394 1.2128 1.334 1.4206 1.4931 1.5182 1.5782 1.6092 1.6943 1.8658 2.0417 0.23562 0.98716 0.21226 0.85652 0.28023 0.90973 0.067979 1 0.00035358 0.0042196 0.029975 0.065019 0.10478 0.14448 0.19096 0.2768 0.42235 0.58052 0.69123 0.74959 0.80791 0.86885 0.93111 0.98531 0.9984
Simulate Model with schok persistence = 0.99 (very persistent)
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(3))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); 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_z_rho') = ar_fl_z_rho(3); param_map('fl_z_sig') = fl_z_sig; % 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_z_rho = 0.99
fl_z_sig = 0.05
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Elapsed time is 4.872109 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
9.874869e-17. Consider using a different value for sigma.
Elapsed time is 0.088022 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 1.8065 5.9586+0i 3.2985+0i -15.387 17.909 0 0.30037 0.69963 0.0076808 -1.4975e-36 -15.387 -12.918 -10.061 -7.2594 -4.6092 -2.1252 -2.1252 0.19685 2.3655 4.3902 6.2799 6.2799 8.0428 9.6845 11.203 12.567 13.62 35.505 1+0i -1.1753e-30 0+1.1372e-16i 3.0877 0.92623+0i 3.0877 0.92623+0i -0.065425 -0.18371 -0.36001 -0.57636 -0.78397 -0.91254 -0.91254 -0.89832 -0.71713 -0.40011 -0.020189 -0.020189 0.34208 0.6307 0.82702 0.94209 1
cl_mt_pol_a -1.4e-31 0+1.7344e-15i 0-1.2388e+16i 0 48.264 1 0 -8.8237e-33 1 -1.2186e-37 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1.1753e-30 0+1.1372e-16i -3.0081e-30 1+0i -3.2452e-30 0+3.3445e-15i -2.3706e-31 0+2.4431e-16i 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_coh 1.2803 0.55946+0i 0.43697+0i 0.40402 54.638 0 0 1 0.0076808 -1.4975e-36 0.40402 0.47029 0.54744 0.63725 0.74179 0.86348 0.86348 1.0051 1.17 1.362 1.5854 1.5854 1.8455 2.1482 2.5006 2.9108 3.3883 3.0877 0.92623+0i -3.2452e-30 0+3.3445e-15i 0.31299 1+0i 0.31299 1+0i 0.0024237 0.0084997 0.022035 0.048831 0.095974 0.16968 0.16968 0.27209 0.39854 0.5373 0.67262 0.67262 0.78991 0.88024 0.94207 0.97967 1
cl_mt_pol_c 1.2803 0.55946+0i 0.43697+0i 0.40402 6.9748 0 0 1 0.0076808 -1.4975e-36 0.40402 0.47029 0.54744 0.63725 0.74179 0.86348 0.86348 1.0051 1.17 1.362 1.5854 1.5854 1.8455 2.1482 2.5006 2.9108 3.3883 3.0877 0.92623+0i -2.3706e-31 0+2.4431e-16i 0.31299 1+0i 0.31299 1+0i 0.0024237 0.0084997 0.022035 0.048831 0.095974 0.16968 0.16968 0.27209 0.39854 0.5373 0.67262 0.67262 0.78991 0.88024 0.94207 0.97967 1
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fl_z_rho = 0.99
fl_z_sig = 0.1
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Elapsed time is 5.444465 seconds.
Elapsed time is 0.154234 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 -5.153 14.754 -2.8632 -55.409 20.778 0 0.56919 0.43081 0.0076808 -1.3124e-36 -55.409 -46.665 -37.098 -28.292 -20.497 -13.67 -13.67 -7.7092 -2.5109 2.0214 5.9725 5.9725 9.4161 12.413 15.008 17.307 19.01 217.68 1 0.68049 0.16056 13.948 0.69663 13.267 0.74921 0.082589 0.23238 0.46028 0.75587 1.0795 1.3694 1.3694 1.5646 1.632 1.5808 1.4542 1.4542 1.3059 1.178 1.0916 1.0359 1.0035
cl_mt_pol_a 0.029222 0.28726 9.8303 0 48.531 0.98247 0 0.017526 0.98247 -5.6406e-37 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0681 4.3391 0.68049 0.16056 0.082518 1 0.24175 0.62016 0.15923 0.46184 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.11543 0.83926
cl_mt_coh 1.3106 1.357 1.0355 0.10708 58.781 0 0 1 0.0076808 -1.3124e-36 0.10708 0.14509 0.19659 0.26639 0.36096 0.4891 0.4891 0.66273 0.898 1.2168 1.6488 1.6488 2.2341 3.0272 4.1019 7.2003 11.842 13.948 0.69663 0.24175 0.62016 1.8416 1 1.5998 0.98222 0.00062753 0.0024587 0.0072073 0.01815 0.04056 0.081345 0.081345 0.14731 0.24212 0.36323 0.50066 0.50066 0.63901 0.76161 0.85404 0.92751 0.99094
cl_mt_pol_c 1.2814 1.2002 0.93669 0.10708 10.317 0 0 1 0.0076808 -1.3124e-36 0.10708 0.14509 0.19659 0.26639 0.36096 0.4891 0.4891 0.66273 0.898 1.2168 1.6488 1.6488 2.2341 3.0272 4.1019 5.7283 7.5696 13.267 0.74921 0.15923 0.46184 1.5998 0.98222 1.4406 1 0.00064184 0.0025148 0.0073717 0.018564 0.041485 0.0832 0.0832 0.15067 0.24764 0.37151 0.51208 0.51208 0.6536 0.77904 0.87382 0.94517 0.99436
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fl_z_rho = 0.99
fl_z_sig = 0.3
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Elapsed time is 9.686977 seconds.
Elapsed time is 1.563364 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 -81.435 79.23 -0.97293 -2021 25.21 0 0.81732 0.18268 1.2107e-34 0.0074934 -246.41 -241.56 -216.26 -191.72 -191.72 -158.16 -158.16 -119.28 -66.459 -27.941 -11.536 -1.6709 3.5761 11.305 18.486 22.985 25.21 6277.5 1 545.36 0.56245 682.37 0.53122 137.01 0.34433 0.017357 0.053999 0.24614 0.41079 0.41079 0.61668 0.61668 0.79327 0.91876 1.0007 1.0233 1.0272 1.0267 1.0219 1.0132 1.0024 1
cl_mt_pol_a 6.5359 12.238 1.8724 0 50 1.2205e-33 0 1 1.2205e-33 0.033532 0.53405 0.53405 0.53405 0.53405 0.53405 0.53405 0.53405 0.53405 0.86782 2.6035 5.2069 7.8772 12.75 22.029 41.989 50 50 545.36 0.56245 149.77 1 193.7 0.97626 43.931 0.71481 0.034898 0.034898 0.034898 0.034898 0.034898 0.034898 0.034898 0.034898 0.042602 0.08012 0.1364 0.18497 0.2624 0.38995 0.62755 1 1
cl_mt_coh 7.9807 16.213 2.0315 0.00013575 98.487 0 0 1 1.2107e-34 0.0074934 0.54753 0.54773 0.54949 0.5526 0.56033 0.56033 0.57958 0.62747 1.038 2.9539 5.9696 8.9803 14.5 25.032 47.762 70.237 98.487 682.37 0.53122 193.7 0.97626 262.85 1 69.152 0.84932 0.00039353 0.0012413 0.0056335 0.009841 0.015571 0.015571 0.022491 0.029744 0.039778 0.073307 0.12648 0.17259 0.24438 0.36421 0.58461 0.9054 1
cl_mt_pol_c 1.4448 5.022 3.476 0.00013575 48.487 0 0 1 1.2107e-34 0.0074934 0.013487 0.013689 0.015441 0.018552 0.018552 0.026289 0.026289 0.045539 0.16069 0.37881 0.69089 1.1315 1.6586 2.9103 6.3085 20.237 48.487 137.01 0.34433 43.931 0.71481 69.152 0.84932 25.22 1 5.3545e-05 0.00017058 0.00086239 0.0017632 0.0017632 0.0036019 0.0036019 0.0068825 0.016305 0.041913 0.077474 0.10915 0.15547 0.2337 0.37616 0.74293 1
