Test Shock Grid Count (For + Inf + Borr + Save DP)
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Testing the ff_abz_fibs_vf_vecsv program for solving the savings and borrowing dynamic programming problem.
Loop over the number of shock points. 9, 15, and 27 shocks points share the same AR1 shock process parameters following the benchmark simulation. The benchmark parameters can be adjusted below or inside the default parameters function: ffs_abz_fibs_set_default_param.
@seealso
- BORROW: borrow and default small grid testing: ff_abz_fibs_vf_vecsv_default_small
- BORROW: borrow and default large grid testing: ff_abz_fibs_vf_vecsv_default_large
- PRECISION: borr + save quick vs benchmark testing: fsi_abz_fibs_vf_vecsv_main
- PRECISION: borr + save asset grid count testing: fsi_abz_fibs_vf_vecsv_a_n
- PRECISION: borr + save shock grid count testing: fsi_abz_fibs_vf_vecsv_z_n
Contents
Simulate Model with Different Shock Grid Count (no Bridge, formal rollover)
close all ar_it_z_n = [9, 15, 27]; for it_z_n = ar_it_z_n disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['it_z_n = ' num2str(it_z_n)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); it_param_set = 4; [param_map, support_map] = ffs_abz_fibs_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = 750; param_map('it_z_n') = it_z_n; param_map('bl_default') = true; param_map('bl_bridge') = false; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; % Call Program ff_abz_fibs_vf_vecsv(param_map, support_map); % Snap snapnow; end % close all close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 9 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 1.354703 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 15 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 3.400342 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 27 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 8.692663 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
Simulate Model with Different Shock Grid Count (informal Bridge)
close all ar_it_z_n = [9, 15, 27]; for it_z_n = ar_it_z_n disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['it_z_n = ' num2str(it_z_n)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); it_param_set = 4; [param_map, support_map] = ffs_abz_fibs_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = 750; param_map('it_z_n') = it_z_n; param_map('bl_default') = true; param_map('bl_bridge') = true; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; % Call Program ff_abz_fibs_vf_vecsv(param_map, support_map); % Snap snapnow; end % close all close all; clear all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 9 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 1.879493 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 15 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 2.759044 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx it_z_n = 27 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 4.275310 seconds. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data. Warning: Using only the real component of complex data.
