Test Shock (Savings Distribution), Test over Shock Mean and SD (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
- 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
Simulate and Graph
% Set which to graph, simulate over which variables bl_simu_cross = 'g'; cl_st_param_keys = {'fl_z_rho', 'fl_z_sig'}; % 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_z_rho') = linspace(0, 0.985, it_simu_vec_len); param_tstar_map('fl_z_sig') = linspace(0.05, 0.95, it_simu_vec_len);
Denser Simulation
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 = _g56_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_z_rho
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 5.5 0.70711 5 6
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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 15 0.92 0.031944 0.87 0.97
fl_c_min 5 5 1 5 0.0155 0.011463 0.001 0.03
fl_crra 6 6 1 15 3 1.2778 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 10 0.4925 0.33136 0 0.985
fl_z_sig 15 15 1 10 0.5 0.30277 0.05 0.95
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
