For + Inf + Borr + Save, Test Preference No 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 = false;
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)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -20
fl_c_min = 0.01
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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
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_crra = 1      1.3333      1.6667           2
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Vary Risk Aversion
ar_fl_crra = 1      1.3333      1.6667           2
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xxxxx fl_crra = 1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.907619 seconds.
Elapsed time is 0.328461 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                   -2.9349      2.429    -0.82762      -10.327    48.226    0.0087477    0.90056    0.090688    5.1084e-08    1.1604e-35     -8.3909     -8.0683     -7.2618      -6.536     -5.8908     -5.3262     -4.7617      -3.7939      -2.5035     -1.6163    -1.0517    -0.89044    -0.40654    -0.0032879    0.48061    1.8517    3.7066
    cl_mt_pol_coh                 -1.6549     2.6257     -1.5866      -9.8819    53.286            0    0.71013     0.28987    5.6508e-09    1.1604e-35     -7.7185     -7.2002      -6.265     -5.4113     -4.7383     -4.1355     -3.6332      -2.6414       -1.351    -0.32687    0.25988     0.58461      1.0442        1.5281     2.2504    3.8936    6.0084
    cl_mt_pol_c                    1.1096    0.36702     0.33077         0.01    6.0057            0          0           1    3.3943e-08    1.1604e-35     0.10863     0.36133      0.5653     0.69078     0.74779     0.81951     0.89274      0.96499       1.0584      1.1969     1.3247      1.3871      1.4843        1.6052     1.7868    2.1528    2.4508
    cl_mt_pol_b_bridge            -2.1731      2.283     -1.0505      -10.524         0      0.28987    0.71013           0    5.6508e-09       0.28987     -8.2202     -7.6683     -6.6722     -5.7631     -5.0463     -4.4043     -3.8693      -2.8131      -1.4388    -0.34812          0           0           0             0          0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.086135    0.14159     -1.6439     -0.78752         0      0.51586    0.48414           0    9.2693e-06       0.51586    -0.58653    -0.56556    -0.42111    -0.29363    -0.24259    -0.16391    -0.12197    -0.067431            0           0          0           0           0             0          0         0         0
    cl_mt_pol_for_borr           -0.82173    0.42833    -0.52126       -1.045         0      0.21366    0.78634           0       0.78634       0.21366      -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         0         0
    cl_mt_pol_for_save            0.14608    0.34484      2.3605            0    48.226      0.49289          0     0.50711       0.49289    1.1604e-35           0           0           0           0           0           0           0            0    0.0045565    0.088436    0.19458     0.23866     0.28966       0.34113    0.48061    1.8517    3.7066

xxxxx fl_crra = 1.3333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.247012 seconds.
Elapsed time is 0.137481 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                   -2.5264     2.5117    -0.99415      -10.327    48.952    0.009061    0.84784     0.1431    6.4128e-08    -1.9659e-35     -8.4716     -7.9877     -7.0199     -6.1327     -5.4069     -4.8423     -4.3584      -3.3906     -2.1809       -1.2937    -0.80979    -0.40654          0    0.39996    1.1258    2.9808    5.3196
    cl_mt_pol_coh                 -1.2464     2.7083     -2.1728      -9.8819    53.286           0    0.65471    0.34529    7.0932e-09    -2.6141e-35     -7.7185     -7.0733     -5.9502     -5.0609      -4.321     -3.7138      -3.206      -2.2382    -0.97207    -0.0042688     0.64093      1.0442     1.4696      2.012    2.8957     4.917    7.4962
    cl_mt_pol_c                    1.1301    0.35825     0.31699         0.01    5.2941           0          0          1    4.2615e-08    -2.6141e-35      0.1652     0.38058      0.5914     0.71602     0.77326     0.82979     0.90862      0.98619      1.0818        1.2376      1.3524       1.402     1.4926      1.618    1.8001     2.087    2.3723
    cl_mt_pol_b_bridge            -1.9091     2.1799     -1.1418      -10.524         0     0.34529    0.65471          0    7.0932e-09        0.34529     -8.2202     -7.5331      -6.337     -5.3899     -4.6019     -3.9552     -3.4144      -2.3836     -1.0353    -0.0045463           0           0          0          0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.081261    0.14123     -1.7379     -0.70686         0     0.54481    0.45519          0    8.6087e-06        0.54481    -0.58653    -0.56784    -0.42629    -0.29487    -0.19325    -0.14818    -0.10952    -0.043577           0             0           0           0          0          0         0         0         0
    cl_mt_pol_for_borr           -0.76167    0.46455    -0.60991       -1.045         0     0.27113    0.72887          0       0.72887        0.27113      -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            0.22561    0.55268      2.4497            0    48.952     0.46425          0    0.53575       0.46425    -1.9659e-35           0           0           0           0           0           0           0            0    0.024573       0.15456     0.23521     0.27822    0.32589    0.43226    1.1258    2.9808    5.3196

xxxxx fl_crra = 1.6667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.633056 seconds.
Elapsed time is 0.147432 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                   -2.0997     2.5902     -1.2336      -10.327    49.516    0.010196    0.79423    0.19558    6.5919e-08    2.1893e-35     -8.4716     -7.8264     -6.6166     -5.7295     -5.0036     -4.3584      -3.8745      -2.9874     -1.7776    -0.97109    -0.32589          0    0.39996    0.88387    1.8517    4.0292    6.7714
    cl_mt_pol_coh                 -0.8197     2.7861      -3.399      -9.8819    53.286           0    0.59887    0.40113    7.2911e-09    2.1893e-35     -7.7083     -6.9018     -5.6276     -4.6577     -3.8751     -3.2338       -2.746      -1.8349    -0.62515     0.31872      1.0446     1.4439     1.8773     2.5202    3.5687    5.9339    8.9118
    cl_mt_pol_c                    1.1508    0.34958     0.30378         0.01    4.7406           0          0          1    4.3806e-08    2.1893e-35     0.17012     0.39579     0.62183     0.73752     0.79919     0.85058       0.9189       1.0105      1.1076       1.256      1.3779     1.4275     1.5326     1.6262    1.7691    2.0437    2.2875
    cl_mt_pol_b_bridge            -1.6505     2.0543     -1.2446      -10.524         0     0.40113    0.59887          0    7.2911e-09       0.40113     -8.2094     -7.3504     -5.9934     -4.9604      -4.127      -3.444      -2.9245      -1.9542    -0.66578           0           0          0          0          0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.072557     0.1341     -1.8482     -0.70686         0     0.57491    0.42509          0    6.0713e-06       0.57491    -0.58653    -0.56784    -0.40654    -0.25957    -0.16459    -0.13204    -0.087394    -0.032136           0           0           0          0          0          0         0         0         0
    cl_mt_pol_for_borr           -0.71097    0.48733    -0.68544       -1.045         0     0.31965    0.68035          0       0.68035       0.31965      -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            0.33435    0.78099      2.3358            0    49.516     0.43528          0    0.56472       0.43528    2.1893e-35           0           0           0           0           0           0            0            0    0.056983      0.1795     0.26869    0.32111    0.42178    0.88387    1.8517    4.0292    6.7714

xxxxx fl_crra = 2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.054109 seconds.
Elapsed time is 0.275037 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                   -1.5411     2.6601     -1.7262      -10.327    49.839    0.0099491     0.7217    0.26835    6.2567e-08    1.101e-36     -8.3909     -7.5038     -6.2134     -5.2456     -4.3584     -3.7939      -3.2293       -2.4228     -1.2937    -0.48719    0.15801    0.48061    0.96452    1.5291    2.6582    5.0777    8.2231
    cl_mt_pol_coh                -0.26106     2.8551     -10.937      -9.8819    53.286            0    0.52517    0.47483    6.9204e-09    1.101e-36     -7.6237     -6.6176     -5.1659     -4.1159     -3.2866     -2.6414      -2.1008       -1.2175    -0.14338     0.82656     1.5297     1.9329     2.4396    3.1633    4.3524    6.9924    10.289
    cl_mt_pol_c                    1.1771    0.33991     0.28876         0.01    4.4243            0          0          1    4.1578e-08    1.101e-36     0.25077     0.42002     0.66335     0.77285     0.83517     0.88592      0.94078        1.0351      1.1519      1.2843     1.3959     1.4696     1.5436    1.6404    1.7688    1.9981      2.26
    cl_mt_pol_b_bridge            -1.3312     1.8798     -1.4121      -10.524         0      0.47483    0.52517          0    6.9204e-09      0.47483     -8.1192     -7.0478     -5.5017     -4.3834     -3.5002     -2.8131      -2.2373       -1.2967     -0.1527           0          0          0          0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.064024    0.12782     -1.9964     -0.62621         0      0.63384    0.36616          0    4.3586e-06      0.63384    -0.58653    -0.56784    -0.40654    -0.22994    -0.15795    -0.10059    -0.080273    -0.0067439           0           0          0          0          0         0         0         0         0
    cl_mt_pol_for_borr           -0.63323    0.51063    -0.80639       -1.045         0      0.39404    0.60596          0       0.60596      0.39404      -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            0.48738     1.0371      2.1278            0    49.839      0.37611          0    0.62389       0.37611    1.101e-36           0           0           0           0           0           0            0             0    0.099981     0.23521    0.34208    0.48061    0.96452    1.5291    2.6582    5.0777    8.2231


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)
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xxx Preference xxxxxx
fl_beta = 0.96
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -20
fl_c_min = 0.01
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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
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_crra = 1      1.3333      1.6667           2
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Vary Risk Aversion
ar_fl_crra = 1      1.3333      1.6667           2
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xxxxx fl_crra = 1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.051180 seconds.
Elapsed time is 0.256538 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                    0.1071     1.7662      16.491     -10.327    49.839    0.028607    0.47746    0.49393    6.9923e-11    2.1239e-35     -5.7295     -3.8745     -2.5035     -1.8582       -1.455     -1.1324    -0.97109    -0.48719          0    0.48061    0.88387    1.2065    1.6097    2.2549    3.3034    5.6422    8.6263
    cl_mt_pol_coh                  1.3871     2.0066      1.4466     -9.8819    53.286           0    0.22569    0.77431    7.7347e-12    2.1239e-35     -4.8856     -2.9258     -1.5547    -0.86923      -0.4256    -0.12717     0.15703     0.64093     1.2277     1.8146     2.3568    2.7378    3.2183    3.8673    4.9976    7.5228    10.702
    cl_mt_pol_c                    1.2623    0.32477     0.25728        0.01    4.4243           0          0          1    4.6459e-11    2.1239e-35     0.51355     0.64532     0.79159     0.86853      0.92056     0.97686      1.0177      1.0984     1.2138     1.3973      1.494    1.5468    1.6357    1.6995    1.8397    2.0602     2.291
    cl_mt_pol_b_bridge           -0.24072    0.65026     -2.7013     -10.524         0     0.77431    0.22569          0    7.7347e-12       0.77431     -5.2031     -3.1159     -1.6558    -0.92573     -0.45327    -0.13544           0           0          0          0          0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.042148    0.11725     -2.7818     -0.5914         0     0.81336    0.18664          0    4.5181e-15       0.81336    -0.56784    -0.56784    -0.32589    -0.16459    -0.082848           0           0           0          0          0          0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.34349    0.49088     -1.4291      -1.045         0      0.6713     0.3287          0        0.3287        0.6713      -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            0.73345     1.2001      1.6362           0    49.839     0.21525          0    0.78475       0.21525    2.1239e-35           0           0           0           0            0           0    0.044572    0.096755    0.23521    0.48061    0.88387    1.2065    1.6097    2.2549    3.3034    5.6422    8.6263

xxxxx fl_crra = 1.3333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.546195 seconds.
Elapsed time is 0.293846 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                    0.3917     2.2364      5.7095      -10.327        50    0.017864    0.43924    0.54289    7.3793e-10    1.1111e-34     -6.8586      -4.923     -2.9067     -2.0195        -1.455     -1.1324    -0.97109    -0.40654    0.15801    0.80322    1.4484    1.8517    2.4162    3.1421    4.4325    7.2553    10.885
    cl_mt_pol_coh                  1.6717     2.4519      1.4667      -9.8819    53.286           0    0.22188    0.77812     8.162e-11    3.6437e-35     -5.9724     -3.9339     -1.9015    -0.99015      -0.46598      -0.103     0.17923     0.74378     1.4439     2.1737    2.8957    3.3267    3.9295    4.7541    6.1217    9.1057    12.864
    cl_mt_pol_c                    1.2664    0.31078     0.24541         0.01    4.2662           0          0          1    4.9041e-10    3.6437e-35     0.45039     0.65845     0.79673     0.87337        0.9257     0.98584      1.0293      1.1135     1.2451     1.3997    1.4949    1.5531    1.6028    1.6768    1.7935    2.0064    2.2284
    cl_mt_pol_b_bridge           -0.29293     0.8216     -2.8048      -10.524         0     0.77812    0.22188          0     8.162e-11       0.77812     -6.3606     -4.1897     -2.0251     -1.0545      -0.49627    -0.10969           0           0          0          0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.038217    0.11335     -2.9661     -0.59086         0     0.82893    0.17107          0    2.7261e-05       0.82893    -0.56784    -0.56784    -0.32589    -0.14281    -0.0067439           0           0           0          0          0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.32389    0.48328     -1.4921       -1.045         0     0.69006    0.30994          0       0.30994       0.69006      -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             1.0467     1.5978      1.5265            0        50     0.18893          0    0.81107       0.18893    1.1111e-34           0           0           0           0             0     0.01836    0.073907     0.15442    0.31586    0.80322    1.4484    1.8517    2.4162    3.1421    4.4325    7.2553    10.885

xxxxx fl_crra = 1.6667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.781590 seconds.
Elapsed time is 0.213549 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                   0.76693     2.5919      3.3796      -10.327        50    0.010124    0.40016    0.58972     1.532e-09    8.2547e-22     -7.0199     -5.0036     -2.9067      -1.9389        -1.455       -1.0517    -0.80979    -0.24524    0.39996    1.2065     2.013    2.4969    3.1421    4.0292    5.5616    8.7876    12.901
    cl_mt_pol_coh                  2.0469     2.7923      1.3642      -9.8819    53.286           0     0.2056     0.7944    1.6945e-10    1.7345e-22     -6.1518     -4.0146     -1.9177     -0.94775      -0.40714    -0.0042688     0.31833     0.90721     1.6894    2.5987    3.4602    3.9719    4.6738    5.6113    7.1736    10.557    14.816
    cl_mt_pol_c                    1.2748    0.30015     0.23545         0.01    4.2662           0          0          1    1.0182e-09    1.7345e-22     0.44009     0.65845     0.81215      0.87881       0.94112       0.99966      1.0596      1.1234     1.2941    1.4095    1.4851    1.5335    1.5911    1.6752     1.766    1.9681    2.1911
    cl_mt_pol_b_bridge           -0.28831    0.83793     -2.9063      -10.524         0      0.7944     0.2056          0    1.6945e-10        0.7944     -6.5516     -4.2755     -2.0423      -1.0094       -0.4336    -0.0045463           0           0          0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.035154    0.10895     -3.0991     -0.59128         0     0.83788    0.16212          0      3.71e-05       0.83788    -0.56784    -0.56784    -0.32589    -0.083938    -0.0032879             0           0           0          0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.29232    0.46907     -1.6046       -1.045         0     0.72026    0.27974          0       0.27974       0.72026      -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             1.3827     1.9736      1.4273            0        50     0.17225          0    0.82775       0.17225    8.2547e-22           0           0           0            0             0      0.050225    0.077363     0.16062    0.39996    1.2065     2.013    2.4969    3.1421    4.0292    5.5616    8.7876    12.901

xxxxx fl_crra = 2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.630306 seconds.
Elapsed time is 0.165694 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                    1.1864     2.9119      2.4544      -10.327        50    0.011317    0.35004    0.63864    2.0664e-09    6.3047e-17     -7.0199     -5.0036     -2.8261      -1.8582     -1.2937    -0.97109    -0.64849    -0.0032879    0.72257    1.6904    2.6582    3.1421    3.9486    4.9164    6.6101    10.239    14.756
    cl_mt_pol_coh                  2.4664     3.1004      1.2571      -9.8819    53.286           0    0.18656    0.81344    2.2855e-10    9.8092e-18     -6.1337     -4.0086     -1.8292     -0.82885    -0.29682     0.11478     0.50183        1.1252      2.012     3.062    4.0298    4.6554    5.4377    6.4721    8.2236    11.932    16.611
    cl_mt_pol_c                    1.2848    0.29145     0.22685         0.01    4.2662           0          0          1    1.3733e-09    9.8092e-18     0.44055     0.66651     0.81777      0.88909     0.97172      1.0243      1.0827         1.155     1.3068    1.4175    1.4886    1.5351    1.5958    1.6535    1.7562    1.9478    2.1651
    cl_mt_pol_b_bridge           -0.26754     0.8185     -3.0593      -10.524         0     0.81344    0.18656          0    2.2855e-10       0.81344     -6.5324     -4.2692     -1.9481     -0.88273    -0.31611           0           0             0          0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.030998    0.10222     -3.2976     -0.59128         0     0.85994    0.14006          0    3.9068e-05       0.85994    -0.56784    -0.50064    -0.26925    -0.083938           0           0           0             0          0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.26119    0.45246     -1.7323       -1.045         0     0.75006    0.24994          0       0.24994       0.75006      -1.045      -1.045      -1.045       -1.045      -1.045      -1.045           0             0          0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_save             1.7461     2.3327      1.3359            0        50     0.15138          0    0.84862       0.15138    6.3047e-17           0           0           0            0           0    0.075786     0.12916       0.23521    0.72257    1.6904    2.6582    3.1421    3.9486    4.9164    6.6101    10.239    14.756


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 = 0
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 5.871178 seconds.
Elapsed time is 0.271094 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                      20.604      12.713     0.61704      -10.327        50    0.0015857       0.0059    0.99251     4.091e-18      0.002302    -0.80979    0.15801    2.3356    4.5131    6.5294    8.3844    10.078    13.546    19.272    25.402    29.999     32.66    35.725    39.273    43.467    48.548        50
    cl_mt_pol_coh                    21.884      12.773     0.58369      -9.8819    53.286            0    0.0008777    0.99912    4.5254e-19    6.9762e-05    0.058302     1.2059    3.4859    5.7235    7.7682    9.5947    11.288    14.858    20.562    26.688    31.288    33.974    37.039    40.563    44.781    50.023     52.14
    cl_mt_pol_c                      1.6839     0.31839     0.18908         0.01    4.2662            0            0          1    2.7181e-18    6.9762e-05     0.73316    0.96701     1.184    1.2993    1.3542    1.4029    1.4693    1.5516    1.6657     1.796     1.902    1.9567    2.0174    2.0911    2.2116     2.427    3.1209
    cl_mt_pol_b_bridge          -0.00038939    0.018139     -46.583      -10.524         0      0.99912    0.0008777          0    4.5254e-19       0.99912           0          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.00082601    0.015802     -19.131     -0.59077         0      0.99547    0.0045252          0    1.7283e-15       0.99547    -0.32589          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.0014368    0.038722      -26.95       -1.045         0      0.99863    0.0013749          0     0.0013749       0.99863      -1.045          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_save               20.606      12.709     0.61675            0        50    0.0061109            0    0.99389     0.0061109      0.002302           0    0.23866    2.3356    4.5131    6.5294    8.3844    10.078    13.546    19.272    25.402    29.999     32.66    35.725    39.273    43.467    48.548        50

xxxxx fl_crra = 1.3333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.884456 seconds.
Elapsed time is 0.171197 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                      22.916      13.094     0.57139      -10.327        50    0.00084722    0.0059998    0.99315    2.7952e-15     0.0036829     -1.0517    0.31931    3.0614    5.7229    8.0618    10.159    12.014    15.885    22.176    28.708    33.305    35.725    38.467    41.532    45.161    49.193        50
    cl_mt_pol_coh                    24.196      13.152     0.54357      -9.8819    53.286             0    0.0014433    0.99856    3.0918e-16    0.00010317    -0.21617     1.3487    4.2521    6.9321    9.3151    11.369      13.3    17.175    23.462    29.994    34.617    37.016    39.756    42.866    46.475    50.721    52.227
    cl_mt_pol_c                      1.7292      0.3248     0.18783         0.01    4.2662             0            0          1    1.8576e-15    0.00010317       0.764      1.025    1.2309    1.3289    1.3846    1.4396    1.5029     1.597    1.7199    1.8508    1.9485    2.0089    2.0699    2.1354    2.2505    2.4877    3.2082
    cl_mt_pol_b_bridge          -0.00078362    0.028342     -36.168      -10.524         0       0.99856    0.0014433          0    3.0918e-16       0.99856    -0.23022          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.00086816    0.017705     -20.394     -0.59077         0       0.99621    0.0037859          0    7.2903e-13       0.99621    -0.32589          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.0023143    0.049123     -21.226       -1.045         0       0.99779    0.0022146          0     0.0022146       0.99779      -1.045          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_save                22.92      13.087     0.57098            0        50     0.0046331            0    0.99537     0.0046331     0.0036829           0    0.31985    3.0614    5.7229    8.0618    10.159    12.014    15.885    22.176    28.708    33.305    35.725    38.467    41.532    45.161    49.193        50

xxxxx fl_crra = 1.6667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.867806 seconds.
Elapsed time is 0.216411 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                      24.397      13.151     0.53905      -10.327        50    0.0005854    0.0051267    0.99429    7.5032e-14     0.0047724     -1.1324    0.48061    3.7873    6.7714    9.4328     11.61    13.627    17.579     23.95    30.563     35.08    37.499    39.919    42.822    46.048    49.516        50
    cl_mt_pol_coh                    25.677      13.209     0.51444      -9.8819    53.286            0    0.0014554    0.99854    8.2994e-15    0.00013223    -0.28848     1.5524    4.9397    8.0045    10.642    12.882    14.916     18.87    25.197    31.849    36.393    38.789    41.285    44.112    47.382    51.044    52.469
    cl_mt_pol_c                      1.7583     0.32637     0.18562         0.01    4.2662            0            0          1     4.986e-14    0.00013223      0.7999     1.0479    1.2637    1.3542    1.4111    1.4687    1.5234    1.6294    1.7543    1.8846    1.9779    2.0314    2.0974    2.1597    2.2714    2.5051    3.4496
    cl_mt_pol_b_bridge           -0.0010929    0.039595      -36.23      -10.524         0      0.99854    0.0014554          0    8.2994e-15       0.99854    -0.30723          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.00069622    0.015955     -22.916     -0.59153         0      0.99698    0.0030155          0    1.4497e-07       0.99698    -0.32589          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.0022289     0.04821      -21.63       -1.045         0      0.99787    0.0021329          0     0.0021329       0.99787      -1.045          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_save               24.401      13.144     0.53865            0        50    0.0036009            0     0.9964     0.0036009     0.0047724           0    0.48061    3.7873    6.7714    9.4328     11.61    13.627    17.579     23.95    30.563     35.08    37.499    39.919    42.822    46.048    49.516        50

xxxxx fl_crra = 2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.981523 seconds.
Elapsed time is 0.220595 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                      25.717      13.037     0.50692      -10.327        50    0.0004661    0.0042328     0.9953    4.0087e-13     0.0058486     -1.1324    0.80322    4.5938    7.9811    10.804    13.223    15.401    19.353    25.482    32.015    36.451    38.709    41.048    43.709    46.613    49.677        50
    cl_mt_pol_coh                    26.997      13.095     0.48504      -9.8819    53.286            0    0.0013487    0.99865     4.434e-14    0.00015832    -0.22403     1.8511    5.7462    9.1915    12.075    14.434    16.632    20.639    26.772    33.252     37.74    40.023    42.382    45.021    48.007     51.21    52.469
    cl_mt_pol_c                      1.7841     0.32532     0.18234         0.01    4.2662            0            0          1    2.6639e-13    0.00015832     0.81076     1.0604    1.2866    1.3795    1.4386    1.4987    1.5507    1.6591    1.7852    1.9125     2.001    2.0509    2.1148    2.1771    2.2885    2.5813    3.4496
    cl_mt_pol_b_bridge           -0.0011044    0.042499     -38.482      -10.524         0      0.99865    0.0013487          0     4.434e-14       0.99865    -0.23859          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.00049593     0.01313     -26.476     -0.59153         0      0.99772    0.0022836          0    1.0359e-07       0.99772    -0.24524          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.0020809    0.046585     -22.387       -1.045         0      0.99801    0.0019913          0     0.0019913       0.99801      -1.045          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0         0
    cl_mt_pol_for_save               25.721      13.029     0.50656            0        50    0.0027497            0    0.99725     0.0027497     0.0058486           0    0.80322    4.5938    7.9811    10.804    13.223    15.401    19.353    25.482    32.015    36.451    38.709    41.048    43.709    46.613    49.677        50


ans = 

  Map with properties:

        Count: 22
      KeyType: char
    ValueType: any