For + Inf + Borr + Save, Test Preference Default (Save + Borr Distribution)
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Contents
Common Parameters
% Preference Arrays ar_fl_beta = [0.94, 0.96, 0.98]; ar_fl_crra = [1, 1.5, 2.0]; % Accuracy ar_it_a_n = [750]; ar_it_z_n = [15]; % Accuracy ar_it_a_n_hg = [750, 1250, 2250]; ar_it_z_n_hg = [15, 19, 27]; % Borrowing/Savings Parameters bl_default = true; bl_bridge = true; bl_rollover = true; fl_b_bd = -20; fl_c_min = 0.01; % cmin so low default exists but never chosen fl_r_fsv = 0.02; fl_r_inf = 0.065; fl_r_fbr = 0.045; % which group to simulate ar_it_test_grp = [5]; it_simu_vec_len = 4;
Set Overriding Parameter Map
param_map = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map('bl_default') = bl_default; param_map('bl_bridge') = bl_bridge; param_map('bl_rollover') = bl_rollover; % Key borrowing float controls param_map('fl_b_bd') = fl_b_bd; param_map('fl_c_min') = fl_c_min; % Interest Rate Simulate Controls param_map('fl_r_fsv') = fl_r_fsv; param_map('fl_r_inf') = fl_r_inf; param_map('fl_r_inf_bridge') = fl_r_inf; param_map('fl_r_fbr') = fl_r_fbr;
Set Support Map
support_map = containers.Map('KeyType','char', 'ValueType','any'); % no overriding changes needed
Append to Parameter Arrays
param_test_array_map = containers.Map('KeyType','char', 'ValueType','any'); param_test_array_map('ar_fl_crra') = ar_fl_crra;
Simulate Model with Discount Low
param_map('fl_beta') = ar_fl_beta(1);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.94 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 1 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.376185 seconds. Elapsed time is 0.218176 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ _______ _______ __________ __________ ___________ ________ _______ ________ ________ ________ _________ _________ _______ ________ _______ _______ _______ ________ _______ ______ _______ _______ cl_mt_pol_a -9.425 6.6401 -0.70452 -20 46.916 0.13709 0.86291 2.7331e-32 0.1373 -3.0231e-35 -20 -20 -20 -20 -16.822 -16.168 -15.701 -12.523 -8.972 -5.7009 -2.8972 -2.6168 -2.1495 0 0 0 0 cl_mt_pol_coh -8.145 6.666 -0.81841 -19.555 53.286 0 0.85536 0.14464 0.00045868 -3.0231e-35 -19.487 -19.317 -18.952 -18.606 -15.579 -15.027 -14.419 -11.315 -7.7645 -4.4662 -1.9888 -1.408 -0.29399 0.90837 1.3944 1.8555 2.4692 cl_mt_pol_c 3.3346 1.3529 0.40572 0.01 7.2898 0 0 1 0.13709 -3.0231e-35 0.01 0.01 0.01 0.01 3.1179 3.4817 3.6248 3.7153 3.8277 3.9041 3.955 3.9986 4.0376 4.154 4.3373 4.7287 5.1492 cl_mt_pol_b_bridge -6.1196 5.7535 -0.94017 -18.679 0 0.28173 0.71827 0 6.0283e-16 0.28173 -17.189 -16.65 -16.131 -15.542 -13.266 -12.221 -11.326 -8.4682 -4.9555 -1.6709 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.083965 0.19069 -2.2711 -0.88618 0 0.67928 0.32072 0 0.00068733 0.67928 -0.88351 -0.8079 -0.56872 -0.33433 -0.19124 -0.091805 -0.018589 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -3.3448 1.4741 -0.44071 -5.7475 0 0.13709 0.86291 0 0.0055866 0.13709 -5.7475 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -2.6125 -2.6125 -2.6125 0 0 0 0 cl_mt_pol_for_save 0.12336 0.16589 1.3448 0 46.916 0.45781 0 0.54219 0.45781 -3.0231e-35 0 0 0 0 0 0 0 0 0.033747 0.13786 0.19403 0.23774 0.31579 0.38782 0.4909 0.60866 0.66006 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 1.930615 seconds. Elapsed time is 0.302661 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ________ _______ _________ ________ ______ ________ _______ ________ __________ ___________ ________ ________ ________ ________ ________ _______ ________ ________ ________ ________ ________ _________ _________ ________ _______ ______ ______ cl_mt_pol_a -7.0876 6.0195 -0.8493 -20 48.879 0.043088 0.92426 0.032654 0.036189 2.0545e-35 -20 -20 -18.411 -16.542 -14.766 -13.084 -11.589 -8.8785 -5.6075 -3.0841 -1.8692 -1.3084 -0.84112 -0.37383 0 1.1215 3.3645 cl_mt_pol_coh -5.8076 6.0876 -1.0482 -19.555 53.286 0 0.80582 0.19418 0.00017167 -2.9569e-36 -19.408 -19.092 -17.261 -15.335 -13.532 -11.875 -10.334 -7.6437 -4.3728 -1.8954 -0.63438 -0.053678 0.46111 0.9284 1.5752 3.1234 5.5587 cl_mt_pol_c 1.5236 0.31537 0.20699 0.01 5.3657 0 0 1 0.035001 -2.9569e-36 0.01 0.01 1.3391 1.495 1.5049 1.5119 1.5185 1.5321 1.5511 1.5708 1.584 1.6043 1.6369 1.6906 1.8191 2.1119 2.4007 cl_mt_pol_b_bridge -5.7298 5.7237 -0.99895 -19.433 0 0.22918 0.77082 0 1.4938e-09 0.22918 -19.02 -18.52 -16.9 -14.958 -13.146 -11.474 -9.9598 -7.2448 -3.9879 -1.5009 -0.20702 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.46935 0.21824 -0.46499 -0.88241 0 0.13934 0.86066 0 0.00027774 0.13934 -0.86116 -0.76163 -0.63677 -0.61851 -0.61104 -0.6036 -0.59655 -0.58172 -0.56075 -0.54004 -0.46729 -0.32132 -0.076495 0 0 0 0 cl_mt_pol_for_borr -0.93467 0.39225 -0.41967 -2.6125 0 0.12416 0.87584 0 0.01239 0.12416 -2.6125 -2.6125 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 cl_mt_pol_for_save 0.046131 0.24796 5.3752 0 48.879 0.90375 0 0.096247 0.90375 2.0545e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.29734 1.1215 3.3645 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 1.987713 seconds. Elapsed time is 0.249127 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ ___________ __________ ________ ________ ________ ________ ________ _______ _________ __________ ________ ________ ________ _________ _______ _______ ______ ______ ______ cl_mt_pol_a -3.6312 4.64 -1.2778 -20 49.533 0.022401 0.80871 0.16888 0.004026 1.6352e-33 -20 -18.598 -13.738 -10.187 -8.1308 -6.6355 -5.6075 -4.0187 -2.3364 -1.215 -0.46729 -0.093458 0.18692 0.65421 1.5888 3.8318 6.5421 cl_mt_pol_coh -2.3512 4.7545 -2.0222 -19.555 53.286 0 0.64394 0.35606 3.3459e-05 1.6352e-33 -19.213 -17.457 -12.53 -9.037 -6.9234 -5.5215 -4.4662 -2.8662 -1.1477 0.067246 0.82751 1.2088 1.6748 2.2628 3.3509 5.6873 8.6826 cl_mt_pol_c 1.1349 0.32951 0.29034 0.01 4.745 0 0 1 0.0039554 1.4546e-34 0.01 0.63528 0.7072 0.74889 0.78901 0.83891 0.89311 0.98254 1.0854 1.2234 1.3497 1.3944 1.4952 1.6088 1.7795 2.0342 2.2968 cl_mt_pol_b_bridge -3.1043 4.2897 -1.3819 -19.715 0 0.36001 0.63999 0 -2.9426e-34 0.36001 -19.415 -17.922 -12.947 -9.4081 -7.2448 -5.7809 -4.686 -2.9926 -1.201 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.057573 0.10906 -1.8943 -0.71644 0 0.63417 0.36583 0 2.0489e-06 0.63417 -0.56075 -0.46729 -0.28037 -0.20079 -0.16337 -0.1087 -0.076495 -0.0095156 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.77258 0.45876 -0.5938 -1.045 0 0.26068 0.73932 0 0.73932 0.26068 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.30327 0.71908 2.3711 0 49.533 0.38823 0 0.61177 0.38823 1.6352e-33 0 0 0 0 0 0 0 0 0.075489 0.19682 0.26978 0.29734 0.37383 0.65421 1.5888 3.8318 6.5421 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 1.983682 seconds. Elapsed time is 0.249235 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ _________ ___________ ________ ________ _______ _______ _______ ______ ______ ______ ______ cl_mt_pol_a -2.4775 3.8174 -1.5408 -20 49.813 0.017573 0.74893 0.2335 0.00042498 -1.7085e-32 -19.346 -15.047 -9.8131 -7.5701 -6.1682 -5.1402 -4.2991 -2.9907 -1.6822 -0.84112 0 0.28037 0.74766 1.3084 2.4299 4.9533 8.0374 cl_mt_pol_coh -1.1975 3.9608 -3.3075 -19.555 53.286 0 0.57341 0.42659 6.6235e-06 -1.7085e-32 -18.23 -13.931 -8.6632 -6.4288 -5.0183 -3.974 -3.1378 -1.8407 -0.47476 0.55171 1.3009 1.702 2.2294 2.9169 4.106 6.7736 10.086 cl_mt_pol_c 1.1318 0.36102 0.31899 0.01 4.4494 0 0 1 0.00049378 -1.7085e-32 0.26059 0.35701 0.53669 0.68372 0.77409 0.84181 0.89678 0.98212 1.0951 1.2594 1.3843 1.44 1.5206 1.6287 1.7515 1.9853 2.2418 cl_mt_pol_b_bridge -2.1925 3.3006 -1.5054 -19.913 0 0.42709 0.57291 0 5.4573e-33 0.42709 -19.019 -14.688 -9.1849 -6.8259 -5.3324 -4.2083 -3.3125 -1.9576 -0.50562 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.073069 0.14328 -1.9609 -0.64689 0 0.64963 0.35037 0 6.8765e-06 0.64963 -0.58937 -0.56075 -0.46729 -0.28093 -0.18692 -0.10312 -0.076495 -0.00041147 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.64903 0.50695 -0.78109 -1.045 0 0.37892 0.62108 0 0.62108 0.37892 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.43712 0.97769 2.2367 0 49.813 0.36795 0 0.63205 0.36795 -1.7085e-32 0 0 0 0 0 0 0 0 0.09114 0.20388 0.32198 0.39079 0.74766 1.3084 2.4299 4.9533 8.0374 ans = Map with properties: Count: 22 KeyType: char ValueType: any
Simulate Model with Discount Medium
param_map('fl_beta') = ar_fl_beta(2);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.96 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 1 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 1.863370 seconds. Elapsed time is 0.261079 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ _______ _______ __________ __________ ___________ ________ ________ ________ ________ ________ ________ _________ _______ ________ _______ _______ _______ __________ _______ _______ _______ _______ cl_mt_pol_a -9.157 6.6386 -0.72497 -20 48.692 0.13554 0.86446 1.1065e-33 0.13554 -1.0736e-35 -20 -20 -20 -20 -16.542 -15.981 -15.514 -12.15 -8.5981 -5.4206 -2.7103 -2.5234 -1.6822 0 0 0 0 cl_mt_pol_coh -7.877 6.6718 -0.847 -19.555 53.286 0 0.85052 0.14948 0.00045442 -1.0736e-35 -19.487 -19.317 -18.952 -18.606 -15.336 -14.775 -14.212 -10.942 -7.3894 -4.1183 -1.7359 -1.129 -0.0090382 1.0479 1.3944 1.8555 2.7549 cl_mt_pol_c 3.3208 1.3461 0.40536 0.01 6.2432 0 0 1 0.13554 5.5406e-09 0.01 0.01 0.01 0.01 3.3143 3.5001 3.5519 3.6238 3.7232 3.8388 3.9511 4.0003 4.0683 4.2356 4.4545 4.9192 5.3444 cl_mt_pol_b_bridge -5.8692 5.6521 -0.963 -18.637 0 0.28502 0.71498 0 2.4091e-20 0.28502 -16.878 -16.402 -15.904 -15.336 -12.768 -11.872 -10.958 -8.0687 -4.5851 -1.4014 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.083699 0.19044 -2.2753 -0.88618 0 0.71464 0.28536 0 0.00037594 0.71464 -0.88214 -0.78407 -0.62451 -0.35924 -0.21448 -0.09778 -0.012487 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -3.3538 1.4973 -0.44646 -5.7475 0 0.13584 0.86416 0 0.01243 0.13584 -5.7475 -5.7475 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -2.6125 -2.6125 -1.045 0 0 0 0 cl_mt_pol_for_save 0.14964 0.17269 1.154 0 48.692 0.4209 0 0.5791 0.4209 -1.0736e-35 0 0 0 0 0 0 0 0 0.071504 0.22711 0.27723 0.31579 0.35515 0.40492 0.46297 0.59237 0.66058 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.027789 seconds. Elapsed time is 0.318874 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ ________ ________ ________ __________ ________ ________ _______ _______ ______ ______ ______ ______ cl_mt_pol_a -3.4379 5.7434 -1.6706 -20 50 0.044143 0.70167 0.25419 0.020261 8.8701e-30 -20 -20 -16.262 -12.804 -9.9065 -7.5701 -5.7009 -3.1776 -1.3084 -0.37383 0.093458 0.37383 0.93458 1.5888 2.8037 5.7009 9.3458 cl_mt_pol_coh -2.1579 5.8545 -2.713 -19.555 53.286 0 0.52392 0.47608 0.0001021 1.6066e-29 -19.317 -18.952 -15.154 -11.615 -8.7453 -6.4176 -4.5597 -2.0697 -0.19309 0.8809 1.4891 1.8889 2.4224 3.1714 4.5057 7.4914 11.299 cl_mt_pol_c 1.4445 0.29349 0.20317 0.01 4.2662 0 0 1 0.02022 1.6066e-29 0.01 0.01 1.2171 1.2412 1.2563 1.2737 1.2908 1.3365 1.4128 1.5261 1.6116 1.6431 1.6925 1.7416 1.857 2.1112 2.4634 cl_mt_pol_b_bridge -2.9705 4.7788 -1.6087 -19.433 0 0.4963 0.5037 0 3.4872e-12 0.4963 -18.564 -18.022 -14.511 -11.063 -8.2401 -5.9785 -4.1883 -1.8195 -0.0079528 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.25308 0.25702 -1.0156 -0.88643 0 0.40014 0.59986 0 0.00021573 0.40014 -0.88036 -0.81762 -0.72634 -0.65484 -0.58101 -0.51227 -0.45484 -0.33129 -0.23957 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.68217 0.59997 -0.8795 -2.6125 0 0.38839 0.61161 0 0.027462 0.38839 -2.6125 -2.6125 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.46785 1.1476 2.4528 0 50 0.644 0 0.356 0.644 8.8701e-30 0 0 0 0 0 0 0 0 0 0.016963 0.29734 0.52643 0.93458 1.5888 2.8037 5.7009 9.3458 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.535621 seconds. Elapsed time is 0.217897 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ ________ ________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 0.62686 2.8133 4.4879 -20 50 0.023878 0.40031 0.57581 0.00016276 9.1164e-22 -15.421 -6.3551 -3.3645 -2.243 -1.5888 -1.215 -0.93458 -0.28037 0.37383 1.215 1.9626 2.4299 3.0841 4.0187 5.514 8.785 12.897 cl_mt_pol_coh 1.9069 3.0022 1.5744 -19.555 53.286 0 0.22079 0.77921 1.3495e-06 1.9645e-22 -14.279 -5.2987 -2.3166 -1.2211 -0.58696 -0.14714 0.18074 0.83494 1.6286 2.5432 3.3843 3.9191 4.6593 5.5939 7.1827 10.547 14.759 cl_mt_pol_c 1.2705 0.29984 0.236 0.01 4.2662 0 0 1 0.00016153 1.9645e-22 0.60801 0.67181 0.79919 0.88453 0.93218 0.99708 1.0561 1.1299 1.2549 1.4182 1.489 1.5478 1.5829 1.6656 1.7713 1.9598 2.1892 cl_mt_pol_b_bridge -0.38898 1.2345 -3.1736 -19.632 0 0.77937 0.22063 0 3.6152e-09 0.77937 -14.538 -5.5979 -2.4581 -1.3005 -0.62127 -0.1567 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.032147 0.1028 -3.1978 -0.87306 0 0.86151 0.13849 0 3.1206e-07 0.86151 -0.56075 -0.56075 -0.28037 -0.093458 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.31483 0.47946 -1.5229 -2.6125 0 0.69873 0.30127 0 2.0207e-07 0.69873 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 1.3628 1.965 1.4418 0 50 0.16237 0 0.83763 0.16237 9.1164e-22 0 0 0 0 0 0.038374 0.093458 0.18692 0.39079 1.215 1.9626 2.4299 3.0841 4.0187 5.514 8.785 12.897 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.669345 seconds. Elapsed time is 0.138279 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ _________ ________ ________ _________ _______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 1.077 3.0423 2.8249 -20 50 0.024515 0.35117 0.62432 9.7382e-06 6.5964e-17 -10.093 -5.8879 -3.1776 -2.1495 -1.4953 -1.028 -0.74766 -0.093458 0.65421 1.6822 2.6168 3.1776 3.9252 4.9533 6.5421 10.187 14.766 cl_mt_pol_coh 2.357 3.2256 1.3685 -19.555 53.286 0 0.1994 0.8006 1.4376e-07 1.0136e-17 -9.0916 -4.9135 -2.212 -1.1017 -0.43888 0.019748 0.36765 1.0953 1.9564 3.0304 4.0112 4.5993 5.4115 6.4683 8.2107 11.908 16.626 cl_mt_pol_c 1.2794 0.29457 0.23025 0.01 4.2662 0 0 1 1.0255e-05 1.0136e-17 0.40893 0.63595 0.81349 0.89687 0.94847 1.0286 1.0697 1.1486 1.3046 1.4237 1.4711 1.5404 1.5842 1.6576 1.7623 1.9563 2.1643 cl_mt_pol_b_bridge -0.34336 1.0568 -3.0779 -19.815 0 0.80061 0.19939 0 7.6552e-07 0.80061 -9.6613 -5.2329 -2.3558 -1.1733 -0.4674 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.030579 0.10361 -3.3885 -0.59111 0 0.87735 0.12265 0 6.5023e-06 0.87735 -0.56274 -0.56075 -0.28037 -0.063842 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.27576 0.46057 -1.6702 -1.045 0 0.73611 0.26389 0 0.26389 0.73611 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 1.7267 2.3276 1.3481 0 50 0.14716 0 0.85284 0.14716 6.5964e-17 0 0 0 0 0.0029806 0.069177 0.11042 0.2089 0.65421 1.6822 2.6168 3.1776 3.9252 4.9533 6.5421 10.187 14.766 ans = Map with properties: Count: 22 KeyType: char ValueType: any
Simulate Model with Discount High
param_map('fl_beta') = ar_fl_beta(3);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.98 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 1 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.199514 seconds. Warning: The shifted operator is close to singular or badly scaled. RCOND = 9.632983e-17. Consider using a different value for sigma. Elapsed time is 0.723012 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _______ _______ _________ ________ ______ _______ _______ __________ __________ __________ ________ ________ ________ ________ ________ ________ _________ _______ ________ _______ _______ ________ _______ _______ _______ _______ _______ cl_mt_pol_a -8.887 6.6391 -0.74706 -20 50 0.13387 0.86576 0.00037801 0.13371 3.7515e-34 -20 -20 -20 -20 -16.262 -15.794 -15.234 -11.869 -8.3178 -5.0467 -2.6168 -2.3364 -1.4019 0 0 0 0 cl_mt_pol_coh -7.607 6.6807 -0.87824 -19.555 53.286 0 0.84326 0.15674 0.00045132 8.1754e-35 -19.487 -19.317 -18.952 -18.606 -15.112 -14.586 -13.931 -10.626 -7.0155 -3.7458 -1.569 -0.94205 0.36479 1.0479 1.3944 1.8555 2.8484 cl_mt_pol_c 3.3017 1.3507 0.40909 0.01 6.532 0 0 1 0.13371 8.008e-09 0.01 0.01 0.01 0.01 3.1792 3.3691 3.4381 3.5204 3.654 3.8404 3.9802 4.0262 4.1491 4.3423 4.5743 5.1144 5.598 cl_mt_pol_b_bridge -5.6246 5.556 -0.9878 -18.537 0 0.29044 0.70956 0 5.8983e-23 0.29044 -16.629 -16.203 -15.705 -15.136 -12.349 -11.552 -10.617 -7.7424 -4.2588 -1.2023 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.0961 0.20393 -2.122 -0.88618 0 0.69782 0.30218 0 0.000186 0.69782 -0.88351 -0.80544 -0.63724 -0.41354 -0.28262 -0.12923 -0.030711 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -3.3352 1.5379 -0.46112 -7.315 0 0.13529 0.86471 0 2.2743e-06 0.13529 -5.7475 -5.7475 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -4.18 -2.6125 -2.6125 -1.045 0 0 0 0 cl_mt_pol_for_save 0.16894 0.19501 1.1543 0 50 0.43605 0 0.56395 0.43605 3.7515e-34 0 0 0 0 0 0 0 0 0.059355 0.26399 0.34355 0.39343 0.43038 0.46297 0.51693 0.60727 0.65637 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.463639 seconds. Elapsed time is 0.309793 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 __________ ________ _________ ________ ______ _________ _________ _______ ___________ ___________ ________ _________ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 22.397 13.318 0.59466 -20 50 0.0022538 0.010325 0.98742 0.00019007 0.0035248 -10.654 -0.093458 2.5234 5.2336 7.4766 9.3458 11.215 15.234 21.589 28.224 32.897 35.421 38.224 41.402 45.047 49.159 50 cl_mt_pol_coh 23.677 13.376 0.56494 -19.555 53.286 0 0.0057146 0.99429 1.0145e-06 0.00010229 -9.4467 0.81491 3.6647 6.4224 8.6841 10.641 12.516 16.516 22.871 29.525 34.225 36.715 39.525 42.73 46.4 50.674 52.189 cl_mt_pol_c 1.7215 0.32579 0.18925 0.01 5.2416 0 0 1 0.00019007 -3.6115e-35 0.89696 1.0018 1.2379 1.3117 1.3682 1.4365 1.5038 1.5848 1.7107 1.8431 1.9436 2.0046 2.0654 2.1308 2.2504 2.4735 3.1727 cl_mt_pol_b_bridge -0.02206 0.47012 -21.311 -19.36 0 0.99448 0.0055245 0 -1.1858e-36 0.99448 -8.5678 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.0017788 0.029446 -16.554 -0.88733 0 0.9948 0.0052023 0 2.6104e-06 0.9948 -0.56075 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0091594 0.11723 -12.799 -5.7475 0 0.99279 0.007213 0 1.8733e-11 0.99279 -2.6125 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 22.43 13.251 0.59076 0 50 0.007456 0 0.99254 0.007456 0.0035248 0 0.093458 2.5234 5.2336 7.4766 9.3458 11.215 15.234 21.589 28.224 32.897 35.421 38.224 41.402 45.047 49.159 50 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.996828 seconds. Elapsed time is 0.189056 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ___________ ________ _________ ________ ______ _________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 24.071 13.233 0.54974 -20 50 0.0011921 0.004768 0.99404 1.1019e-08 0.004614 -1.215 0.46729 3.6449 6.6355 9.0654 11.121 12.991 17.009 23.458 30.187 34.86 37.29 39.813 42.71 45.981 49.533 50 cl_mt_pol_coh 25.351 13.29 0.52425 -19.555 53.286 0 0.0015497 0.99845 9.312e-11 0.00013097 -0.33405 1.5263 4.7948 7.8443 10.274 12.356 14.293 18.312 24.76 31.489 36.162 38.591 41.115 44.039 47.357 51.021 52.469 cl_mt_pol_c 1.7518 0.32789 0.18717 0.01 4.2662 0 0 1 1.0973e-08 0.00013097 0.79884 1.0237 1.2602 1.3389 1.3975 1.4616 1.5294 1.6195 1.7458 1.8782 1.9729 2.0284 2.094 2.1563 2.274 2.5272 3.4496 cl_mt_pol_b_bridge -0.0011188 0.039625 -35.416 -19.532 0 0.99845 0.0015497 0 1.827e-16 0.99845 -0.35576 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.00070985 0.016211 -22.837 -0.88241 0 0.99749 0.0025084 0 1.9819e-11 0.99749 -0.28037 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0023646 0.049653 -20.998 -2.6125 0 0.99774 0.0022628 0 1.3403e-09 0.99774 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 24.075 13.225 0.54932 0 50 0.0037005 0 0.9963 0.0037005 0.004614 0 0.46729 3.6449 6.6355 9.0654 11.121 12.991 17.009 23.458 30.187 34.86 37.29 39.813 42.71 45.981 49.533 50 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.282355 seconds. Elapsed time is 0.167088 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 __________ ________ _________ ________ ______ __________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 25.191 13.156 0.52225 -20 50 0.00099813 0.004167 0.99483 6.8058e-10 0.0058074 -1.215 0.74766 4.2991 7.6636 10.28 12.43 14.486 18.411 24.766 31.495 36.075 38.411 40.841 43.551 46.542 49.72 50 cl_mt_pol_coh 26.471 13.214 0.49918 -19.555 53.286 0 0.001472 0.99853 1.0585e-11 0.00015481 -0.33405 1.7695 5.5338 8.8983 11.489 13.712 15.721 19.706 26.067 32.73 37.33 39.712 42.136 44.854 47.936 51.207 52.469 cl_mt_pol_c 1.7738 0.32734 0.18454 0.01 4.2662 0 0 1 7.2087e-10 0.00015481 0.82218 1.0677 1.2766 1.3594 1.4215 1.484 1.541 1.6467 1.7715 1.902 1.9936 2.0447 2.1091 2.1727 2.2868 2.5446 3.4496 cl_mt_pol_b_bridge -0.0012924 0.047539 -36.785 -19.715 0 0.99853 0.001472 0 3.3184e-34 0.99853 -0.35576 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobridge -0.0005996 0.014967 -24.961 -0.61691 0 0.99791 0.0020892 0 8.2286e-13 0.99791 -0.28037 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0021767 0.047644 -21.888 -1.045 0 0.99792 0.002083 0 0.002083 0.99792 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 25.195 13.148 0.52185 0 50 0.0030874 0 0.99691 0.0030874 0.0058074 0 0.74766 4.2991 7.6636 10.28 12.43 14.486 18.411 24.766 31.495 36.075 38.411 40.841 43.551 46.542 49.72 50 ans = Map with properties: Count: 22 KeyType: char ValueType: any