Set Model Parameters (Interpolated + Percentage + Risky + Safe Asset + FIBS)
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Contents
- FFS_IPWKBZ_FIBS_SET_DEFAULT_PARAM setting model default parameters
- Default
- 1. Initiate Param_map
- 2a. Borrowing Default Parameters
- 2b. Set Borrowing Control Parameters
- 3. Set Interest Rates non-Shock Parameters
- Setting support_map container
- Display New Parameters
- 3. Merge Parameters Import
- Add on based on existing
- Subset Options Adjustments
- Subset Options for Distribution solutions
- Display All Parameters
function [param_map, support_map] = ffs_ipwkbz_fibs_set_default_param(varargin)
FFS_IPWKBZ_FIBS_SET_DEFAULT_PARAM setting model default parameters
@include
Default
it_subset = 4; if (isempty(varargin)) bl_display_defparam = true; else bl_display_defparam = false; end default_params = {it_subset bl_display_defparam}; [default_params{1:length(varargin)}] = varargin{:}; [it_subset, bl_display_defparam] = default_params{:};
1. Initiate Param_map
param_map = containers.Map('KeyType','char', 'ValueType','any'); % model name param_map('st_model') = 'ipwkbz_fibs';
2a. Borrowing Default Parameters
param_map('fl_b_bd') = -20; param_map('fl_w_min') = param_map('fl_b_bd'); param_map('fl_w_max') = 50; param_map('fl_k_max') = (param_map('fl_w_max') - param_map('fl_b_bd')); param_map('fl_c_min') = 0.02; param_map('fl_default_wprime') = 0; % wprime not a prime param_map('bl_default') = true; % if borrowing is default allowed
2b. Set Borrowing Control Parameters
Borrowing Setting 1: Default Allowed, Bridge True, bl_rollover does not matter Borrowing Setting 2: Default Allowed, Bridge False, bl_rollover matter
param_map('bl_default') = true; % if borrowing is default allowed param_map('bl_bridge') = true; param_map('bl_rollover') = true; param_map('bl_b_is_principle') = true;
3. Set Interest Rates non-Shock Parameters
% formal informal parameters % fl_for_br_block are the formal borrowing grid block sizes. param_map('fl_r_fsv') = 0.025; param_map('fl_r_inf') = 0.095; param_map('fl_r_fbr') = 0.065; param_map('bl_b_is_principle') = true; % see: ffs_for_br_block.m param_map('st_forbrblk_type') = 'seg3'; param_map('fl_forbrblk_brmost') = -19; param_map('fl_forbrblk_brleast') = -1; param_map('fl_forbrblk_gap') = -1.5;
Setting support_map container
support_map = containers.Map('KeyType','char', 'ValueType','any'); % Additional Controls support_map('bl_display_minccost') = false; support_map('bl_display_infbridge') = false; support_map('bl_graph_funcgrids') = false; support_map('bl_graph_funcgrids_detail') = false; support_map('bl_display_funcgrids') = false; support_map('bl_graph_forinf_discrete') = true; support_map('bl_graph_forinf_pol_lvl') = true; support_map('bl_graph_forinf_pol_pct') = true; % root directory [st_root_path] = preamble(false); st_matimg_path_root = [st_root_path '/m_fibs/']; support_map('st_matimg_path_root') = st_matimg_path_root; support_map('st_profile_path') = [st_matimg_path_root '/m_ipwkbz_solve/profile/']; support_map('st_mat_path') = [st_matimg_path_root '/m_ipwkbz_solve/mat/']; support_map('st_img_path') = [st_matimg_path_root '/m_ipwkbz_solve/img/']; support_map('st_mat_test_path') = [st_matimg_path_root '/test/ff_ipwkbz_ds_vecsv/mat/'];
Display New Parameters
if (bl_display_defparam) disp('----------------------------------------'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('Display Parameters Specific to IPWKBZ_FIBS') disp('it_coh_bridge_perc_n ADDED ON NEXT') disp('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'); fft_container_map_display(param_map); fft_container_map_display(support_map); end
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Display Parameters Specific to IPWKBZ_FIBS
it_coh_bridge_perc_n ADDED ON NEXT
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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: 18
KeyType: char
ValueType: any
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pos = 1 ; key = bl_b_is_principle ; val = true
pos = 2 ; key = bl_bridge ; val = true
pos = 3 ; key = bl_default ; val = true
pos = 4 ; key = bl_rollover ; val = true
pos = 5 ; key = fl_b_bd ; val = -20
pos = 6 ; key = fl_c_min ; val = 0.02
pos = 7 ; key = fl_default_wprime ; val = 0
pos = 8 ; key = fl_forbrblk_brleast ; val = -1
pos = 9 ; key = fl_forbrblk_brmost ; val = -19
pos = 10 ; key = fl_forbrblk_gap ; val = -1.5
pos = 11 ; key = fl_k_max ; val = 70
pos = 12 ; key = fl_r_fbr ; val = 0.065
pos = 13 ; key = fl_r_fsv ; val = 0.025
pos = 14 ; key = fl_r_inf ; val = 0.095
pos = 15 ; key = fl_w_max ; val = 50
pos = 16 ; key = fl_w_min ; val = -20
pos = 17 ; key = st_forbrblk_type ; val = seg3
pos = 18 ; key = st_model ; val = ipwkbz_fibs
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Scalars in Container and Sizes and Basic Statistics
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i idx value
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bl_b_is_principle 1 1 1
bl_bridge 2 2 1
bl_default 3 3 1
bl_rollover 4 4 1
fl_b_bd 5 5 -20
fl_c_min 6 6 0.02
fl_default_wprime 7 7 0
fl_forbrblk_brleast 8 8 -1
fl_forbrblk_brmost 9 9 -19
fl_forbrblk_gap 10 10 -1.5
fl_k_max 11 11 70
fl_r_fbr 12 12 0.065
fl_r_fsv 13 13 0.025
fl_r_inf 14 14 0.095
fl_w_max 15 15 50
fl_w_min 16 16 -20
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Strings in Container and Sizes and Basic Statistics
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i idx
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st_forbrblk_type 1 17
st_model 2 18
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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: 13
KeyType: char
ValueType: any
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pos = 1 ; key = bl_display_funcgrids ; val = false
pos = 2 ; key = bl_display_infbridge ; val = false
pos = 3 ; key = bl_display_minccost ; val = false
pos = 4 ; key = bl_graph_forinf_discrete ; val = true
pos = 5 ; key = bl_graph_forinf_pol_lvl ; val = true
pos = 6 ; key = bl_graph_forinf_pol_pct ; val = true
pos = 7 ; key = bl_graph_funcgrids ; val = false
pos = 8 ; key = bl_graph_funcgrids_detail ; val = false
pos = 9 ; key = st_img_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/img/
pos = 10 ; key = st_mat_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/mat/
pos = 11 ; key = st_mat_test_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//test/ff_ipwkbz_ds_vecsv/mat/
pos = 12 ; key = st_matimg_path_root ; val = C:/Users/fan/CodeDynaAsset//m_fibs/
pos = 13 ; key = st_profile_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/profile/
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Scalars in Container and Sizes and Basic Statistics
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i idx value
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bl_display_funcgrids 1 1 0
bl_display_infbridge 2 2 0
bl_display_minccost 3 3 0
bl_graph_forinf_discrete 4 4 1
bl_graph_forinf_pol_lvl 5 5 1
bl_graph_forinf_pol_pct 6 6 1
bl_graph_funcgrids 7 7 0
bl_graph_funcgrids_detail 8 8 0
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Strings in Container and Sizes and Basic Statistics
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i idx
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st_img_path 1 9
st_mat_path 2 10
st_mat_test_path 3 11
st_matimg_path_root 4 12
st_profile_path 5 13
3. Merge Parameters Import
[param_map_ipwkbz_fibs, support_map_ipwkbz_fibs] = ffs_ipwkz_set_default_param(it_subset); % Remove Keys not Relevant for the Interest Rate Shock Model cl_st_ipwkbz_keysdrop = {'fl_r_borr', 'fl_r_save'}; remove(param_map_ipwkbz_fibs, cl_st_ipwkbz_keysdrop); % Merge param_map = [param_map_ipwkbz_fibs; param_map]; support_map = [support_map_ipwkbz_fibs; support_map];
Add on based on existing
% Percentage of w that is not for bridge loan, when param_map('bl_bridge') = false % ar_coh_bridge_perc = [1] param_map('it_coh_bridge_perc_n') = round(param_map('it_w_perc_n')/5);
Subset Options Adjustments
% close all close all; if (ismember(it_subset, [3])) % Profile run elseif (ismember(it_subset, [1,2,4])) % Main Run if (ismember(it_subset, [1])) param_map('it_coh_bridge_perc_n') = param_map('it_w_perc_n'); end if (ismember(it_subset, [4])) end end
Subset Options for Distribution solutions
if (ismember(it_subset, [7])) % Profile run elseif (ismember(it_subset, [5,6,8,9])) % Main Run if (it_subset == 5) param_map('it_coh_bridge_perc_n') = param_map('it_w_perc_n'); end if (ismember(it_subset, [8, 9])) if (ismember(it_subset, [9])) end end end
Display All Parameters
if (bl_display_defparam) disp('----------------------------------------'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('Display All Parameters with IPWKBZR overriding IPWKBZR') disp('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx'); fft_container_map_display(param_map); fft_container_map_display(support_map); end
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Display All Parameters with IPWKBZR overriding IPWKBZR
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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: 43
KeyType: char
ValueType: any
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pos = 1 ; key = bl_b_is_principle ; val = true
pos = 2 ; key = bl_bridge ; val = true
pos = 3 ; key = bl_default ; val = true
pos = 4 ; key = bl_rollover ; val = true
pos = 5 ; key = fl_Amean ; val = 1
pos = 6 ; key = fl_alpha ; val = 0.36
pos = 7 ; key = fl_b_bd ; val = -20
pos = 8 ; key = fl_beta ; val = 0.94
pos = 9 ; key = fl_c_min ; val = 0.02
pos = 10 ; key = fl_coh_interp_grid_gap ; val = 0.1
pos = 11 ; key = fl_crra ; val = 1.5
pos = 12 ; key = fl_default_wprime ; val = 0
pos = 13 ; key = fl_delta ; val = 0.08
pos = 14 ; key = fl_forbrblk_brleast ; val = -1
pos = 15 ; key = fl_forbrblk_brmost ; val = -19
pos = 16 ; key = fl_forbrblk_gap ; val = -1.5
pos = 17 ; key = fl_k_max ; val = 70
pos = 18 ; key = fl_k_min ; val = 0
pos = 19 ; key = fl_nan_replace ; val = -9999
pos = 20 ; key = fl_r_fbr ; val = 0.065
pos = 21 ; key = fl_r_fsv ; val = 0.025
pos = 22 ; key = fl_r_inf ; val = 0.095
pos = 23 ; key = fl_tol_dist ; val = 1e-05
pos = 24 ; key = fl_tol_pol ; val = 1e-05
pos = 25 ; key = fl_tol_val ; val = 1e-05
pos = 26 ; key = fl_w ; val = 0.44365
pos = 27 ; key = fl_w_interp_grid_gap ; val = 0.1
pos = 28 ; key = fl_w_max ; val = 50
pos = 29 ; key = fl_w_min ; val = -20
pos = 30 ; key = fl_z_mu ; val = 0
pos = 31 ; key = fl_z_rho ; val = 0.8
pos = 32 ; key = fl_z_sig ; val = 0.2
pos = 33 ; key = it_ak_perc_n ; val = 50
pos = 34 ; key = it_c_interp_grid_gap ; val = 0.0001
pos = 35 ; key = it_coh_bridge_perc_n ; val = 10
pos = 36 ; key = it_maxiter_dist ; val = 1000
pos = 37 ; key = it_maxiter_val ; val = 250
pos = 38 ; key = it_tol_pol_nochange ; val = 25
pos = 39 ; key = it_w_perc_n ; val = 50
pos = 40 ; key = it_z_n ; val = 15
pos = 41 ; key = st_analytical_stationary_type ; val = eigenvector
pos = 42 ; key = st_forbrblk_type ; val = seg3
pos = 43 ; key = st_model ; val = ipwkbz_fibs
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Scalars in Container and Sizes and Basic Statistics
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i idx value
__ ___ _______
bl_b_is_principle 1 1 1
bl_bridge 2 2 1
bl_default 3 3 1
bl_rollover 4 4 1
fl_Amean 5 5 1
fl_alpha 6 6 0.36
fl_b_bd 7 7 -20
fl_beta 8 8 0.94
fl_c_min 9 9 0.02
fl_coh_interp_grid_gap 10 10 0.1
fl_crra 11 11 1.5
fl_default_wprime 12 12 0
fl_delta 13 13 0.08
fl_forbrblk_brleast 14 14 -1
fl_forbrblk_brmost 15 15 -19
fl_forbrblk_gap 16 16 -1.5
fl_k_max 17 17 70
fl_k_min 18 18 0
fl_nan_replace 19 19 -9999
fl_r_fbr 20 20 0.065
fl_r_fsv 21 21 0.025
fl_r_inf 22 22 0.095
fl_tol_dist 23 23 1e-05
fl_tol_pol 24 24 1e-05
fl_tol_val 25 25 1e-05
fl_w 26 26 0.44365
fl_w_interp_grid_gap 27 27 0.1
fl_w_max 28 28 50
fl_w_min 29 29 -20
fl_z_mu 30 30 0
fl_z_rho 31 31 0.8
fl_z_sig 32 32 0.2
it_ak_perc_n 33 33 50
it_c_interp_grid_gap 34 34 0.0001
it_coh_bridge_perc_n 35 35 10
it_maxiter_dist 36 36 1000
it_maxiter_val 37 37 250
it_tol_pol_nochange 38 38 25
it_w_perc_n 39 39 50
it_z_n 40 40 15
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Strings in Container and Sizes and Basic Statistics
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i idx
_ ___
st_analytical_stationary_type 1 41
st_forbrblk_type 2 42
st_model 3 43
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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 = 1 ; key = bl_display ; val = false
pos = 2 ; key = bl_display_defparam ; val = true
pos = 3 ; key = bl_display_dist ; val = false
pos = 4 ; key = bl_display_evf ; val = false
pos = 5 ; key = bl_display_final ; val = true
pos = 6 ; key = bl_display_final_dist ; val = false
pos = 7 ; key = bl_display_final_dist_detail ; val = false
pos = 8 ; key = bl_display_funcgrids ; val = false
pos = 9 ; key = bl_display_infbridge ; val = false
pos = 10 ; key = bl_display_minccost ; val = false
pos = 11 ; key = bl_graph ; val = true
pos = 12 ; key = bl_graph_coh_t_coh ; val = true
pos = 13 ; key = bl_graph_evf ; val = false
pos = 14 ; key = bl_graph_forinf_discrete ; val = true
pos = 15 ; key = bl_graph_forinf_pol_lvl ; val = true
pos = 16 ; key = bl_graph_forinf_pol_pct ; val = true
pos = 17 ; key = bl_graph_funcgrids ; val = false
pos = 18 ; key = bl_graph_funcgrids_detail ; val = false
pos = 19 ; key = bl_graph_onebyones ; val = true
pos = 20 ; key = bl_graph_pol_lvl ; val = true
pos = 21 ; key = bl_graph_pol_pct ; val = true
pos = 22 ; key = bl_graph_val ; val = true
pos = 23 ; key = bl_img_save ; val = false
pos = 24 ; key = bl_mat ; val = false
pos = 25 ; key = bl_post ; val = true
pos = 26 ; key = bl_profile ; val = false
pos = 27 ; key = bl_profile_dist ; val = false
pos = 28 ; key = bl_time ; val = false
pos = 29 ; key = it_display_every ; val = 5
pos = 30 ; key = it_display_final_colmax ; val = 12
pos = 31 ; key = it_display_final_rowmax ; val = 100
pos = 32 ; key = it_display_summmat_colmax ; val = 7
pos = 33 ; key = it_display_summmat_rowmax ; val = 7
pos = 34 ; key = st_img_name_main ; val = _default
pos = 35 ; key = st_img_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/img/
pos = 36 ; key = st_img_prefix ; val =
pos = 37 ; key = st_img_suffix ; val = _p4.png
pos = 38 ; key = st_mat_name_main ; val = _default
pos = 39 ; key = st_mat_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/mat/
pos = 40 ; key = st_mat_prefix ; val =
pos = 41 ; key = st_mat_suffix ; val = _p4
pos = 42 ; key = st_mat_test_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//test/ff_ipwkbz_ds_vecsv/mat/
pos = 43 ; key = st_matimg_path_root ; val = C:/Users/fan/CodeDynaAsset//m_fibs/
pos = 44 ; key = st_profile_name_main ; val = _default
pos = 45 ; key = st_profile_path ; val = C:/Users/fan/CodeDynaAsset//m_fibs//m_ipwkbz_solve/profile/
pos = 46 ; key = st_profile_prefix ; val =
pos = 47 ; key = st_profile_suffix ; val = _p4
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
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bl_display 1 1 0
bl_display_defparam 2 2 1
bl_display_dist 3 3 0
bl_display_evf 4 4 0
bl_display_final 5 5 1
bl_display_final_dist 6 6 0
bl_display_final_dist_detail 7 7 0
bl_display_funcgrids 8 8 0
bl_display_infbridge 9 9 0
bl_display_minccost 10 10 0
bl_graph 11 11 1
bl_graph_coh_t_coh 12 12 1
bl_graph_evf 13 13 0
bl_graph_forinf_discrete 14 14 1
bl_graph_forinf_pol_lvl 15 15 1
bl_graph_forinf_pol_pct 16 16 1
bl_graph_funcgrids 17 17 0
bl_graph_funcgrids_detail 18 18 0
bl_graph_onebyones 19 19 1
bl_graph_pol_lvl 20 20 1
bl_graph_pol_pct 21 21 1
bl_graph_val 22 22 1
bl_img_save 23 23 0
bl_mat 24 24 0
bl_post 25 25 1
bl_profile 26 26 0
bl_profile_dist 27 27 0
bl_time 28 28 0
it_display_every 29 29 5
it_display_final_colmax 30 30 12
it_display_final_rowmax 31 31 100
it_display_summmat_colmax 32 32 7
it_display_summmat_rowmax 33 33 7
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Strings in Container and Sizes and Basic Statistics
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i idx
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st_img_name_main 1 34
st_img_path 2 35
st_img_prefix 3 36
st_img_suffix 4 37
st_mat_name_main 5 38
st_mat_path 6 39
st_mat_prefix 7 40
st_mat_suffix 8 41
st_mat_test_path 9 42
st_matimg_path_root 10 43
st_profile_name_main 11 44
st_profile_path 12 45
st_profile_prefix 13 46
st_profile_suffix 14 47
st_title_prefix 15 48
end
ans =
Map with properties:
Count: 43
KeyType: char
ValueType: any