Test Borrowing Default (Risky + Safe Asset + Save + Borr + R Shock + Interpolated-Percentage)
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@seealso
- test speed: fsi_ipwkbzr_ds_vecsv_speed_default
- test joint RANDOM: fsi_ipwkbzr_ds_vecsv_joint_default_rand
- test interest rate default: fsi_ipwkbzr_ds_vecsv_default
- test interest rate default RANDOM: fsi_ipwkbzr_ds_vecsv_default_rand
- test interest rate default CROSS: fsi_ipwkbzr_ds_vecsv_default_cross
- test interest rate no default CROSS: fsi_ipwkbzr_ds_vecsv_nbc_cross
- test preference default: fsi_ipwkbzr_ds_vecsv_pref_default
- test preference default CROSS: fsi_ipwkbzr_ds_vecsv_pref_default_cross
- test preference no default CROSS: fsi_ipwkbzr_ds_vecsv_pref_nbc_cross
- test ymin and save r default CROSS: fsi_ipwkbzr_ds_vecsv_price_default_cross
- test ymin and save r no default CROSS: fsi_ipwkbzr_ds_vecsv_price_nbc_cross
- test preference default: fsi_ipwkbzr_ds_vecsv_prod_default
- test production default CROSS: fsi_ipwkbzr_ds_vecsv_prod_default_cross
- test production no default CROSS: fsi_ipwkbzr_ds_vecsv_prod_nbc_cross
- test shock default: fsi_ipwkbzr_ds_vecsv_shk_default
- test shock default CROSS: fsi_ipwkbzr_ds_vecsv_shk_default_cross
- test shock no default CROSS: fsi_ipwkbzr_ds_vecsv_shk_nbc_cross
Contents
Test Minimum Consumption with Defaults, Vary Borrow Bound
As Borrowing bound relaxes, more borrowing. As borrowing bound is relaxed, the fraction of people defaulting is increasing. pYisMINY captures fraction of households defaulting. Note that this fraction was close to almost exactly zero when default was not allowed due to the natural borrowing constraint.
Much greater consumption variance, is this calculated correctly?, when there is relaxed borrowing constraint. Consumption is not calculated correctly for borrowing.
close all; it_size = 4; % default or not bl_default = true; ar_bl_default = zeros([1,it_size]) + bl_default; % cmin fl_c_min = 0.025; ar_fl_c_min = zeros([1,it_size]) + fl_c_min; % borrow bound ar_fl_b_bd = linspace(-20, -5, it_size); % ar_fl_b_bd = zeros([1,it_size]) + fl_b_bd; % fl_z_r_borr_poiss_mean fl_z_r_borr_poiss_mean = 0.10; % ar_fl_z_r_borr_poiss_mean = linspace(0.20, 0.025, it_size); ar_fl_z_r_borr_poiss_mean = zeros([1,it_size]) + fl_z_r_borr_poiss_mean; % Simulate Model with Discount = 0.85 for it_cur_param = 1:1:length(ar_bl_default) disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['ar_bl_default = ' num2str(ar_bl_default(it_cur_param))]); disp(['ar_fl_c_min = ' num2str(ar_fl_c_min(it_cur_param))]); disp(['ar_fl_b_bd = ' num2str(ar_fl_b_bd(it_cur_param))]); disp(['ar_fl_z_r_borr_poiss_mean = ' num2str(ar_fl_z_r_borr_poiss_mean(it_cur_param))]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_set_default_param.html ffs_ipwkbzr_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkbzr_set_default_param(it_param_set); % Borrowing Parameters param_map('bl_default') = ar_bl_default(it_cur_param); param_map('fl_c_min') = ar_fl_c_min(it_cur_param); param_map('fl_b_bd') = ar_fl_b_bd(it_cur_param); param_map('fl_w_min') = param_map('fl_b_bd'); param_map('fl_k_max') = (param_map('fl_w_max') - param_map('fl_b_bd')); % Interest Rates param_map('fl_z_r_borr_poiss_mean') = ar_fl_z_r_borr_poiss_mean(it_cur_param); % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_funcgrids') = false; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_get_funcgrid.html ffs_ipwkbzr_get_funcgrid> [armt_map, func_map] = ffs_ipwkbzr_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkbzr_vf_vecsv.html ff_ipwkbzr_vf_vecsv> result_map = ff_ipwkbzr_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.025 ar_fl_b_bd = -20 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 53.894829 seconds. Elapsed time is 25.547242 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ __________ ________ __________ __________ ___________ _______ _______ ________ _______ _______ _______ _______ ______ _______ _______ _______ _______ _______ _______ ________ _______ _______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ __________ _________ _________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 4.2097 2.9137 0.69215 -3.4174 16.838 0 0.086785 0.91322 2.9694e-09 6.7389e-17 -3.2101 -2.4849 -0.92392 0.22275 1.0325 1.647 2.1983 3.0978 4.3235 5.5318 6.4005 6.8739 7.3886 7.9354 8.6467 10.058 11.625 8.4898 1 13.338 0.9079 4.2419 0.39139 6.2335 0.80902 1.3836 0.92907 -0.001088 -0.0071815 -0.022362 -0.025768 -0.017953 -0.0020475 0.020678 0.085101 0.21821 0.39396 0.53498 0.61373 0.69861 0.78925 0.88727 0.97463 0.99713 cl_mt_coh -11.112 5.0421 -0.45375 -20 57.258 0.00085364 0.96514 0.034003 0.01063 6.7389e-17 -20 -20 -17.291 -16.488 -15.886 -15.385 -14.883 -13.88 -12.375 -10.268 -8.2608 -7.0568 -5.4514 -3.5451 -0.83603 2.0737 9.1975 13.338 0.9079 25.423 1 12.242 0.65275 8.8678 0.66508 2.417 0.93786 0.019133 0.019133 0.08264 0.16019 0.23453 0.30182 0.37106 0.50787 0.67668 0.83006 0.91544 0.94779 0.97664 0.99591 1.0062 1.0045 1.0011 cl_mt_pol_a -17.813 3.7197 -0.20881 -20 49.062 0 0.99978 0.00022482 3.6227e-05 6.9851e-35 -20 -20 -20 -20 -20 -20 -20 -20 -20 -18.657 -16.985 -15.823 -14.334 -12.264 -9.0316 -4.3195 -2.0408 4.2419 0.39139 12.242 0.65275 13.836 1 0.56257 0.057193 0.79831 0.4199 0.59847 0.59847 0.59847 0.59847 0.59847 0.59847 0.59847 0.59847 0.59847 0.72587 0.82754 0.8729 0.9151 0.95252 0.98253 0.99841 1 cl_mt_pol_k 5.3221 2.6444 0.49687 0 22.218 0.01063 0 0.98937 0.01063 6.539e-14 0 0 1.9494 2.5047 2.9486 3.1698 3.6366 3.8905 4.8888 6.0692 6.343 7.2671 8.0184 8.2479 10.325 13.349 17.544 6.2335 0.80902 8.8678 0.66508 0.56257 0.057193 6.9929 1 1.023 0.75689 0 0 0.011231 0.032474 0.062686 0.088175 0.12271 0.19002 0.31801 0.46537 0.58319 0.64611 0.71959 0.79457 0.88441 0.97081 0.99628 cl_mt_pol_c 1.5924 0.51113 0.32097 0.025 7.8835 0 0 1 0.010655 -1.8071e-34 0.025 0.025 0.93987 1.0136 1.0812 1.1487 1.204 1.3289 1.5316 1.7507 1.935 2.0395 2.1562 2.2934 2.494 2.8503 3.3909 1.3836 0.92907 2.417 0.93786 0.79831 0.4199 1.023 0.75689 0.26125 1 0.00016728 0.00016728 0.021831 0.052887 0.088589 0.1252 0.15983 0.23992 0.37486 0.52589 0.64184 0.70398 0.77075 0.83972 0.91535 0.98067 0.99779
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.025 ar_fl_b_bd = -15 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 53.230334 seconds. Elapsed time is 18.815808 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ __________ ________ __________ __________ ___________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ _______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ __________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 4.5782 2.608 0.56966 -3.9669 16.802 0 0.045971 0.95403 2.0873e-09 9.7308e-16 -3.4864 -1.8239 0.11012 1.1219 1.8394 2.4122 2.8483 3.6342 4.6649 5.6359 6.3791 6.7989 7.2745 7.8618 8.7253 10.307 11.87 6.8016 1 8.6096 0.88519 1.604 0.33 5.5705 0.88478 1.2115 0.95483 -0.0009976 -0.0057717 -0.011357 -0.0036853 0.013097 0.037549 0.066053 0.13663 0.27263 0.44148 0.57272 0.64566 0.72191 0.80507 0.89484 0.97596 0.99733 cl_mt_coh -7.9257 3.7294 -0.47055 -15 57.257 0.00091798 0.95863 0.040449 0.00017711 9.7308e-16 -14.9 -13.093 -12.19 -11.688 -11.287 -10.885 -10.584 -9.8818 -8.7778 -7.4732 -6.2689 -5.466 -4.3621 -2.9571 -0.64886 4.5697 11.896 8.6096 0.88519 13.909 1 4.2863 0.61666 7.6919 0.85436 1.7362 0.95688 0.003501 0.017288 0.092196 0.16348 0.22894 0.31006 0.36836 0.50432 0.67903 0.8275 0.91368 0.94967 0.98213 1.0047 1.0161 1.0097 1.0018 cl_mt_pol_a -14.253 1.8638 -0.13077 -15 49.019 0 0.9994 0.00059555 2.5426e-05 -1.3534e-35 -15 -15 -15 -15 -15 -15 -15 -15 -15 -15 -14.653 -14.139 -13.416 -12.364 -10.359 -5.6887 -1.015 1.604 0.33 4.2863 0.61666 3.4737 1 0.73943 0.16434 0.38169 0.42094 0.73879 0.73879 0.73879 0.73879 0.73879 0.73879 0.73879 0.73879 0.73879 0.73879 0.79004 0.83996 0.88879 0.93329 0.97356 0.99765 1.0001 cl_mt_pol_k 4.8704 2.4141 0.49566 0 22.176 0.0018611 0 0.99814 0.0018611 5.4147e-14 0 1.3108 1.9355 2.3581 2.6544 2.9493 3.0967 3.7132 4.3953 5.1367 6.2159 6.3065 7.1889 8.035 9.749 13.244 17.075 5.5705 0.88478 7.6919 0.85436 0.73943 0.16434 5.8278 1 1.0772 0.91718 0 0.00217 0.016055 0.03795 0.064645 0.093907 0.12478 0.19551 0.31699 0.46701 0.58424 0.64666 0.71595 0.79365 0.88152 0.96984 0.99621 cl_mt_pol_c 1.4843 0.48652 0.32778 0.025 7.3732 0 0 1 0.0018625 9.7308e-16 0.025 0.69636 0.81925 0.91756 0.98514 1.0589 1.1183 1.2391 1.4193 1.6221 1.7798 1.8802 1.9908 2.1403 2.3779 2.853 3.4244 1.2115 0.95483 1.7362 0.95688 0.38169 0.42094 1.0772 0.91718 0.2367 1 3.137e-05 0.0045035 0.024412 0.053893 0.086057 0.12004 0.1584 0.23994 0.3722 0.53323 0.63886 0.69993 0.76585 0.83475 0.91215 0.97933 0.99757
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.025 ar_fl_b_bd = -10 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 43.943035 seconds. Elapsed time is 11.611617 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ __________ _________ _________ __________ ___________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ _______ _______ _______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ ___________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 5.7978 2.2459 0.38738 -4.6659 16.727 0 0.0053227 0.99468 2.1154e-10 1.7949e-17 -1.1679 0.5365 2.0233 2.8921 3.49 3.9236 4.3091 4.9527 5.8488 6.6831 7.3211 7.6891 8.1354 8.6737 9.4724 10.919 12.347 5.0443 1 6.9269 0.88798 1.1348 0.3518 4.7242 0.89996 1.0678 0.96493 -0.00029046 -0.00036304 0.0096431 0.032532 0.0607 0.092222 0.12946 0.20666 0.34864 0.50885 0.62763 0.69281 0.76098 0.83331 0.91088 0.98008 0.9978 cl_mt_coh -3.2196 3.4733 -1.0788 -10 57.258 0.0014162 0.85253 0.14606 1.2045e-07 1.7949e-17 -8.3938 -7.8919 -7.1892 -6.6873 -6.2858 -5.9846 -5.6835 -4.9808 -3.9769 -2.7723 -1.6681 -0.96538 -0.06192 1.2431 3.5519 8.8723 16 6.9269 0.88798 12.064 1 3.123 0.62604 7.2946 0.89859 1.6458 0.96167 0.0040741 0.026704 0.11903 0.23783 0.34471 0.42614 0.51452 0.69704 0.90411 1.0572 1.1231 1.1419 1.1491 1.1401 1.1046 1.0366 1.0057 cl_mt_pol_a -9.4993 1.4363 -0.1512 -10 47.946 0 0.99683 0.0031715 4.8243e-05 -1.4798e-34 -10 -10 -10 -10 -10 -10 -10 -10 -10 -10 -10 -9.6916 -9.0976 -8.3222 -6.7455 -2.8004 2.7285 1.1348 0.3518 3.123 0.62604 2.0629 1 0.74458 0.22181 0.31564 0.44602 0.0020098 0.80405 0.80405 0.80405 0.80405 0.80405 0.80405 0.80405 0.80405 0.80405 0.80405 0.84175 0.89132 0.9374 0.97738 0.99964 1.0005 cl_mt_pol_k 4.7048 2.3372 0.49678 0 22.125 1.2657e-06 0 1 1.2657e-06 2.8482e-15 0.98336 1.3972 1.893 2.2986 2.5096 2.8681 3.0115 3.5401 4.169 4.927 5.9883 6.2714 6.7729 7.9898 9.1883 13.111 17.032 4.7242 0.89996 7.2946 0.89859 0.74458 0.22181 5.4627 1 1.0873 0.94417 0.00023776 0.0027044 0.017315 0.043781 0.065188 0.099435 0.12934 0.19844 0.31691 0.46577 0.58305 0.64536 0.71468 0.793 0.88066 0.96973 0.99606 cl_mt_pol_c 1.5749 0.49273 0.31286 0.025 8.2356 0 0 1 1.2693e-06 1.7949e-17 0.59002 0.73137 0.89117 1.0038 1.0817 1.1473 1.2046 1.3316 1.4996 1.7004 1.8684 1.9667 2.0896 2.2494 2.4912 2.9829 3.5647 1.0678 0.96493 1.6458 0.96167 0.31564 0.44602 1.0873 0.94417 0.24278 1 0.00042555 0.004469 0.029046 0.056701 0.089751 0.12928 0.16243 0.24923 0.37852 0.53076 0.64636 0.70771 0.77013 0.83783 0.91234 0.97983 0.99761
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.025 ar_fl_b_bd = -5 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 43.330220 seconds. Elapsed time is 9.042731 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ ________ ______ _________ __________ ________ ___________ __________ _______ _______ _______ _______ _______ ________ ________ ________ ______ ______ ______ _______ _______ ______ _______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7 1.9275 0.27535 -5.8317 16.696 0 2.4253e-06 1 9.8242e-32 8.1343e-15 1.4673 2.5663 3.8793 4.5041 4.9821 5.3798 5.6826 6.2354 7 7.7278 8.2882 8.6206 9.0119 9.4905 10.204 11.511 12.799 3.7152 1 5.7264 0.8941 0.80721 0.33032 3.9975 0.90718 0.92168 0.96652 0.0001845 0.0029928 0.023912 0.053223 0.086538 0.12749 0.16372 0.24964 0.38981 0.54839 0.66209 0.7225 0.78572 0.85174 0.92151 0.98281 0.99811 cl_mt_coh 1.7648 3.3228 1.8828 -5 57.258 0.0062204 0.33567 0.65811 -1.1218e-33 8.1343e-15 -3.1925 -2.6904 -1.9875 -1.5859 -1.1842 -0.88296 -0.58172 0.020777 1.0249 2.1295 3.2341 3.937 4.7403 6.0457 8.1544 13.276 20.204 5.7264 0.8941 11.041 1 2.5135 0.59664 6.9417 0.91383 1.5856 0.96451 -0.0026127 -0.019849 -0.078385 -0.11966 -0.1626 -0.18882 -0.20724 -0.2203 -0.16976 -0.040949 0.11922 0.21742 0.33081 0.48931 0.67866 0.90827 0.98734 cl_mt_pol_a -4.5804 1.2678 -0.2768 -5 48.209 0 0.98157 0.018432 1.001e-05 -1.591e-33 -5 -5 -5 -5 -5 -5 -5 -5 -5 -5 -5 -4.8979 -4.3243 -3.598 -2.1711 1.2934 6.7635 0.80721 0.33032 2.5135 0.59664 1.6074 1 0.64027 0.2209 0.26579 0.42373 0.016484 0.016484 0.83888 0.83888 0.83888 0.83888 0.83888 0.83888 0.83888 0.83888 0.83888 0.87323 0.92409 0.96813 1.0003 1.008 1.0019 cl_mt_pol_k 4.6414 2.2861 0.49256 0.040986 22.066 0 0 1 1.0879e-34 7.2963e-12 1.0697 1.414 1.9058 2.2993 2.5698 2.8567 2.9961 3.5145 4.0883 4.9133 5.7626 6.2553 6.5967 7.8652 8.8776 12.708 17.032 3.9975 0.90718 6.9417 0.91383 0.64027 0.2209 5.2265 1 1.075 0.95045 0.00027085 0.0028575 0.018028 0.043805 0.070566 0.10259 0.13123 0.20209 0.32053 0.46825 0.58105 0.64697 0.71718 0.79478 0.8809 0.96908 0.99605 cl_mt_pol_c 1.7039 0.49474 0.29036 0.025 7.6234 0 0 1 9.9142e-32 1.4492e-33 0.73775 0.85661 1.0165 1.1374 1.2132 1.2788 1.3443 1.4632 1.6353 1.8362 1.9919 2.0903 2.2132 2.3772 2.6231 3.1272 3.7154 0.92168 0.96652 1.5856 0.96451 0.26579 0.42373 1.075 0.95045 0.24477 1 0.0005752 0.0049072 0.027539 0.058898 0.093613 0.13201 0.16839 0.25663 0.39365 0.53961 0.65487 0.71239 0.77799 0.84256 0.91459 0.98018 0.99774
Test Minimum Consumption with Defaults, Vary Cmin
A minimum consumption value increases, default increases. As Cmin decreases, households still borrow, but there is eventually 0 percent of households that are going to the defaulting bound.
close all; it_size = 4; % default or not bl_default = true; ar_bl_default = zeros([1,it_size]) + bl_default; % cmin ar_fl_c_min = linspace(0.1, 0.001, it_size); % ar_fl_c_min = zeros([1,it_size]) + fl_c_min; % borrow bound fl_b_bd = -12.5; ar_fl_b_bd = zeros([1,it_size]) + fl_b_bd; % fl_z_r_borr_poiss_mean fl_z_r_borr_poiss_mean = 0.10; ar_fl_z_r_borr_poiss_mean = zeros([1,it_size]) + fl_z_r_borr_poiss_mean; % Simulate Model with Discount = 0.85 for it_cur_param = 1:1:length(ar_bl_default) disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['ar_bl_default = ' num2str(ar_bl_default(it_cur_param))]); disp(['ar_fl_c_min = ' num2str(ar_fl_c_min(it_cur_param))]); disp(['ar_fl_b_bd = ' num2str(ar_fl_b_bd(it_cur_param))]); disp(['ar_fl_z_r_borr_poiss_mean = ' num2str(ar_fl_z_r_borr_poiss_mean(it_cur_param))]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_set_default_param.html ffs_ipwkbzr_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkbzr_set_default_param(it_param_set); % Borrowing Parameters param_map('bl_default') = ar_bl_default(it_cur_param); param_map('fl_c_min') = ar_fl_c_min(it_cur_param); param_map('fl_b_bd') = ar_fl_b_bd(it_cur_param); param_map('fl_w_min') = param_map('fl_b_bd'); param_map('fl_k_max') = (param_map('fl_w_max') - param_map('fl_b_bd')); % Interest Rates param_map('fl_z_r_borr_poiss_mean') = ar_fl_z_r_borr_poiss_mean(it_cur_param); % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_funcgrids') = false; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_get_funcgrid.html ffs_ipwkbzr_get_funcgrid> [armt_map, func_map] = ffs_ipwkbzr_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkbzr_vf_vecsv.html ff_ipwkbzr_vf_vecsv> result_map = ff_ipwkbzr_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.1 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 35.625294 seconds. Elapsed time is 11.906320 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ ______ ______ _________ _______ __________ __________ ___________ ______ _____ _______ _______ _______ _______ ______ _______ _______ _______ _______ ________ _______ _______ _______ _______ ________ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 6.8633 1.7267 0.25159 2.6463 16.796 0 0 1 2.8003e-09 3.1273e-34 2.8589 3.331 3.9279 4.479 4.9018 5.2945 5.6139 6.1858 6.9286 7.6286 8.0495 8.332 8.643 9.026 9.6346 10.89 12.224 2.9815 1 6.5382 0.93365 0.48269 0.11457 3.9038 0.85086 0.66039 0.76702 0.00087095 0.0073032 0.026356 0.056854 0.091388 0.12824 0.16953 0.25406 0.39803 0.55699 0.67092 0.73398 0.79318 0.85673 0.92441 0.98333 0.99816 cl_mt_coh -4.2395 4.0557 -0.95663 -12.5 57.258 0.0022356 0.84151 0.15626 0.0034629 3.5415e-33 -12.5 -12.4 -10.493 -9.1878 -8.2844 -7.6822 -7.08 -6.0763 -4.4703 -2.764 -1.4592 -0.65625 0.14671 0.94968 1.9534 6.3697 13.295 6.5382 0.93365 16.448 1 3.1623 0.31957 7.9224 0.73515 1.6448 0.81333 0.01021 0.10651 0.14508 0.2574 0.37047 0.45762 0.55278 0.69926 0.89272 1.0151 1.0624 1.075 1.0774 1.0711 1.0546 1.0221 1.0037 cl_mt_pol_a -10.958 2.44 -0.22267 -12.5 47.722 0 0.99907 0.00092957 1.9123e-05 3.0132e-33 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -11.387 -10.049 -9.1457 -8.1633 -7.0412 -5.3425 -3.0612 -0.19566 0.48269 0.11457 3.1623 0.31957 5.9534 1 0.079392 0.012246 -0.12463 -0.10244 0.006249 0.63138 0.63138 0.63138 0.63138 0.63138 0.63138 0.63138 0.63138 0.73725 0.83539 0.87855 0.91849 0.95379 0.98191 0.99927 1.0002 cl_mt_pol_k 5.1884 2.6571 0.51213 0 22.16 0.036389 0 0.96361 0.036389 5.685e-15 0 0 1.2065 2.2676 2.753 3.095 3.5519 3.9521 4.9407 6.0632 6.3759 7.0833 8.0625 8.173 10.333 13.273 17.085 3.9038 0.85086 7.9224 0.73515 0.079392 0.012246 7.0604 1 0.66283 0.50027 0 0 0.0032163 0.019923 0.043883 0.072682 0.10523 0.17753 0.31224 0.46224 0.584 0.64749 0.71964 0.80014 0.88669 0.97162 0.99641 cl_mt_pol_c 1.9848 0.49863 0.25123 0.1 7.1181 0 0 1 0.036389 -1.3166e-33 0.1 0.1 1.4789 1.6059 1.6899 1.7309 1.778 1.864 1.991 2.1385 2.245 2.3085 2.3966 2.5093 2.6731 3.0603 3.5847 0.66039 0.76702 1.6448 0.81333 -0.12463 -0.10244 0.66283 0.50027 0.24863 1 0.0018334 0.0018334 0.0123 0.055258 0.096702 0.13899 0.18163 0.27363 0.42177 0.57511 0.68815 0.74238 0.81095 0.86393 0.93002 0.98391 0.99814
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.067 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 34.077157 seconds. Elapsed time is 9.996563 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ ______ _________ _______ ______ _________ _______ _________ __________ ___________ ______ ______ ______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ _______ _______ _______ _______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 6.1116 2.0393 0.33368 0.83654 16.774 0 0 1 3.0044e-09 -6.2397e-33 1.0772 1.6034 2.6048 3.3369 3.8902 4.3201 4.7112 5.3456 6.1989 6.9802 7.5618 7.8453 8.1967 8.656 9.3789 10.772 12.189 4.1588 1 7.2932 0.91919 0.94076 0.20295 4.4952 0.87165 0.83746 0.8769 0.00030235 0.0026057 0.016699 0.041199 0.070865 0.10419 0.14253 0.22389 0.36505 0.52726 0.64552 0.70904 0.77403 0.84337 0.91682 0.98142 0.99794 cl_mt_coh -4.5948 3.8907 -0.84676 -12.5 57.258 0.0029109 0.87377 0.12332 0.0017744 8.0909e-33 -12.5 -12.4 -9.79 -8.8867 -8.2844 -7.7826 -7.3811 -6.4778 -5.1729 -3.567 -2.2622 -1.4592 -0.45551 0.5482 1.9534 6.8716 14.098 7.2932 0.91919 15.138 1 3.9711 0.44903 7.7003 0.78263 1.6483 0.90465 0.0048272 0.050357 0.12724 0.23471 0.32669 0.4232 0.49187 0.64962 0.83537 0.97476 1.0364 1.0562 1.067 1.0664 1.0531 1.0218 1.0035 cl_mt_pol_a -11.247 2.273 -0.2021 -12.5 47.722 0 0.9985 0.0014955 1.2877e-05 -6.8121e-33 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.117 -10.856 -10.061 -9.1089 -7.8106 -5.9253 -3.0612 0.96013 0.94076 0.20295 3.9711 0.44903 5.1667 1 0.25127 0.043714 0.16123 0.15147 0.006959 0.66827 0.66827 0.66827 0.66827 0.66827 0.66827 0.66827 0.66827 0.72172 0.82383 0.87032 0.91297 0.95073 0.98355 0.99931 1.0003 cl_mt_pol_k 5.1168 2.5288 0.49423 0 22.16 0.018646 0 0.98135 0.018646 1.0996e-14 0 0 1.7821 2.3966 2.9034 3.0644 3.4413 3.895 4.8878 5.6843 6.3049 6.6244 7.9088 8.1109 10.242 13.251 17.096 4.4952 0.87165 7.7003 0.78263 0.25127 0.043714 6.395 1 0.87202 0.73634 0 0 0.0079107 0.02884 0.05459 0.084824 0.11636 0.1892 0.31824 0.46726 0.59201 0.64868 0.72079 0.79858 0.8854 0.971 0.99632 cl_mt_pol_c 1.7681 0.4683 0.26486 0.067 7.1181 0 0 1 0.018647 -3.8187e-33 0.067 0.067 1.229 1.3192 1.3581 1.4113 1.4646 1.5711 1.7329 1.9152 2.0484 2.1303 2.2123 2.3352 2.54 2.9824 3.5396 0.83746 0.8769 1.6483 0.90465 0.16123 0.15147 0.87202 0.73634 0.21931 1 0.0007066 0.0007066 0.024489 0.062291 0.095837 0.13487 0.17886 0.26391 0.40137 0.5567 0.67029 0.72956 0.78777 0.85262 0.92121 0.98186 0.99791
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.034 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 37.784343 seconds. Elapsed time is 9.961159 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ _________ ________ _________ __________ ___________ ______ ________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ _______ _______ _______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 5.2463 2.388 0.45517 -2.4719 16.767 0 0.017142 0.98286 1.6013e-09 -6.2146e-34 -1.957 -0.50759 1.2675 2.1659 2.7456 3.2226 3.6572 4.3569 5.2866 6.2028 6.8932 7.2772 7.7233 8.2769 9.1009 10.625 12.116 5.7023 1 7.6099 0.88836 1.2702 0.31913 5.0646 0.89287 1.1081 0.95624 -0.00053007 -0.0023551 0.0017957 0.019214 0.041876 0.07041 0.10473 0.18064 0.32041 0.48349 0.60748 0.67493 0.74608 0.82195 0.9045 0.97855 0.99762 cl_mt_coh -5.5406 3.5873 -0.64746 -12.5 57.258 0.0013624 0.9229 0.075737 0.00017768 7.2603e-34 -12.4 -10.493 -9.6896 -9.1878 -8.7863 -8.3848 -8.0837 -7.3811 -6.3774 -5.0726 -3.9685 -3.1655 -2.1618 -0.85699 1.3512 6.6708 13.998 7.6099 0.88836 12.869 1 3.597 0.60159 7.4445 0.87365 1.6676 0.95797 0.0041817 0.022789 0.095498 0.18123 0.25891 0.34639 0.41139 0.55872 0.74048 0.89586 0.97348 1.0053 1.0301 1.043 1.0413 1.0178 1.0029 cl_mt_pol_a -11.859 1.6667 -0.14054 -12.5 47.722 0 0.99839 0.0016064 2.1239e-05 1.1892e-33 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.333 -11.855 -11.205 -10.239 -8.4902 -4.0724 0.96013 1.2702 0.31913 3.597 0.60159 2.778 1 0.69392 0.17527 0.32978 0.40774 0.004684 0.76869 0.76869 0.76869 0.76869 0.76869 0.76869 0.76869 0.76869 0.76869 0.79047 0.84166 0.89135 0.93565 0.9754 0.99831 1.0003 cl_mt_pol_k 4.8025 2.3754 0.49462 0 22.146 0.0018671 0 0.99813 0.0018671 9.5087e-14 0 1.311 1.9501 2.341 2.6527 2.9447 3.0972 3.6564 4.3508 5.0021 6.1492 6.2936 7.0055 8.0196 9.5065 13.197 17.066 5.0646 0.89287 7.4445 0.87365 0.69392 0.17527 5.6424 1 1.0674 0.92599 0 0.0019151 0.017161 0.038447 0.067807 0.093471 0.12812 0.19536 0.31787 0.46849 0.58638 0.64645 0.71498 0.7942 0.88146 0.96973 0.9961 cl_mt_pol_c 1.5397 0.48526 0.31516 0.034 7.1181 0 0 1 0.0018676 3.0065e-34 0.034 0.7661 0.889 0.97503 1.0611 1.1184 1.1758 1.3028 1.4748 1.6715 1.8251 1.9255 2.0463 2.1918 2.4335 2.9128 3.4904 1.1081 0.95624 1.6676 0.95797 0.32978 0.40774 1.0674 0.92599 0.23548 1 4.124e-05 0.0053135 0.028372 0.057333 0.094106 0.1292 0.16093 0.24424 0.37948 0.53503 0.64407 0.70592 0.7686 0.83731 0.91251 0.97964 0.99764
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.001 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 0.1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 33.418549 seconds. Elapsed time is 10.091772 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ __________ _______ _________ __________ ___________ _______ ________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ ___________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 5.124 2.4463 0.47743 -54.879 16.765 0 0.02113 0.97887 1.5154e-11 2.6956e-35 -2.5944 -0.74237 0.94158 2.0086 2.576 3.1193 3.4999 4.24 5.1555 6.1148 6.8096 7.1981 7.6464 8.2188 9.0698 10.613 12.1 5.9846 1 7.6955 0.88411 1.3428 0.36067 5.1936 0.89538 1.1591 0.9635 -0.00066124 -0.0032004 -0.00074526 0.014284 0.036728 0.064651 0.096673 0.17222 0.3103 0.47506 0.60036 0.66914 0.74142 0.81851 0.90271 0.97808 0.99755 cl_mt_coh -5.7072 3.5581 -0.62343 -12.5 57.258 0.0011436 0.92798 0.070878 1.1405e-10 7.897e-35 -10.994 -10.493 -9.79 -9.2881 -8.8867 -8.4852 -8.1841 -7.5818 -6.5781 -5.2733 -4.1692 -3.4666 -2.4629 -1.1581 1.2508 6.6708 13.898 7.6955 0.88411 12.66 1 3.4588 0.63874 7.5209 0.89148 1.6803 0.96032 0.0029992 0.020819 0.092943 0.17296 0.25219 0.34424 0.40892 0.54261 0.726 0.88646 0.96515 0.99762 1.0241 1.0391 1.0396 1.0169 1.0029 cl_mt_pol_a -11.953 1.5219 -0.12732 -12.5 47.722 0 0.99842 0.0015828 2.0727e-05 -2.3256e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.083 -11.505 -10.603 -8.9741 -4.7887 0.9062 1.3428 0.36067 3.4588 0.63874 2.3162 1 0.80155 0.22213 0.34107 0.45573 0.0044673 0.78597 0.78597 0.78597 0.78597 0.78597 0.78597 0.78597 0.78597 0.78597 0.78597 0.83654 0.88575 0.93199 0.97308 0.99803 1.0003 cl_mt_pol_k 4.7349 2.3711 0.50076 0 22.146 9.9688e-10 0 1 9.9688e-10 9.4191e-14 0.9525 1.3519 1.8804 2.2942 2.581 2.8677 3.0111 3.6133 4.2033 4.9407 5.9936 6.2791 6.9276 7.9999 9.3468 13.189 17.066 5.1936 0.89538 7.5209 0.89148 0.80155 0.22213 5.622 1 1.0974 0.94117 0.00020996 0.0025862 0.017576 0.039996 0.066925 0.094351 0.12585 0.20061 0.31645 0.46362 0.58235 0.64607 0.71293 0.79193 0.87962 0.96928 0.99613 cl_mt_pol_c 1.511 0.49175 0.32546 0.001 7.1181 0 0 1 1.8107e-10 -4.3167e-35 0.52234 0.65958 0.82959 0.93201 1.0119 1.0897 1.1471 1.2782 1.4421 1.6449 1.8026 1.8989 2.0279 2.1754 2.4171 2.9087 3.4843 1.1591 0.9635 1.6803 0.96032 0.34107 0.45573 1.0974 0.94117 0.24182 1 0.0004189 0.0039552 0.025151 0.054268 0.086367 0.12399 0.1587 0.24956 0.37294 0.52613 0.64075 0.70041 0.772 0.83508 0.90997 0.97909 0.99758
Test Minimum Consumption with Defaults, Vary Interest rate
As borrowing interest rate increases, borrowing decreases
close all; it_size = 10; % default or not bl_default = true; ar_bl_default = zeros([1,it_size]) + bl_default; % cmin fl_c_min = 0.035; ar_fl_c_min = zeros([1,it_size]) + fl_c_min; % borrow bound fl_b_bd = -12.5; ar_fl_b_bd = zeros([1,it_size]) + fl_b_bd; % fl_z_r_borr_poiss_mean ar_fl_z_r_borr_poiss_mean = linspace(5, 20, it_size); % Simulate Model with Discount = 0.85 for it_cur_param = 1:1:length(ar_bl_default) disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['ar_bl_default = ' num2str(ar_bl_default(it_cur_param))]); disp(['ar_fl_c_min = ' num2str(ar_fl_c_min(it_cur_param))]); disp(['ar_fl_b_bd = ' num2str(ar_fl_b_bd(it_cur_param))]); disp(['ar_fl_z_r_borr_poiss_mean = ' num2str(ar_fl_z_r_borr_poiss_mean(it_cur_param))]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_set_default_param.html ffs_ipwkbzr_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkbzr_set_default_param(it_param_set); % Borrowing Parameters param_map('bl_default') = ar_bl_default(it_cur_param); param_map('fl_c_min') = ar_fl_c_min(it_cur_param); param_map('fl_b_bd') = ar_fl_b_bd(it_cur_param); param_map('fl_w_min') = param_map('fl_b_bd'); param_map('fl_k_max') = (param_map('fl_w_max') - param_map('fl_b_bd')); % Interest Rates param_map('fl_z_r_borr_poiss_mean') = ar_fl_z_r_borr_poiss_mean(it_cur_param); % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_funcgrids') = false; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkbzr_get_funcgrid.html ffs_ipwkbzr_get_funcgrid> [armt_map, func_map] = ffs_ipwkbzr_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkbzr_vf_vecsv.html ff_ipwkbzr_vf_vecsv> result_map = ff_ipwkbzr_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 42.768171 seconds. Elapsed time is 13.716968 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _______ _______ _________ _______ ______ _________ _______ _______ __________ ___________ _______ _______ _______ ________ _______ _______ _______ _______ ________ _________ ________ ________ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 6.9574 2.791 0.40116 -5.7302 16.633 0 0.03106 0.96894 1.8476e-05 -4.0367e-35 -4.5894 -2.5338 1.4247 3.4884 4.5704 5.2729 5.7801 6.4903 7.3012 8.1347 8.771 9.1336 9.5374 10.007 10.675 11.9 13.127 7.7898 1 12.55 0.94664 6.2017 0.71951 4.7245 0.72767 1.1142 0.8041 -0.00073608 -0.0051106 -0.0065531 0.012066 0.041363 0.076973 0.11679 0.20558 0.35485 0.52186 0.64289 0.70705 0.7741 0.84406 0.91818 0.98215 0.99806 cl_mt_coh 4.7242 4.7502 1.0055 -12.5 57.258 0.0015985 0.12053 0.87787 0.0035995 1.5094e-34 -12.5 -9.4889 -3.567 -0.65625 0.74894 1.853 2.656 3.7601 4.6634 5.8678 7.1727 7.9756 8.9793 10.284 12.292 17.109 23.935 12.55 0.94664 22.564 1 11.809 0.805 7.9231 0.71702 2.0309 0.86116 -0.0095242 -0.024102 -0.075737 -0.095696 -0.094312 -0.079712 -0.055719 0.022703 0.16053 0.31525 0.45098 0.53021 0.62411 0.72713 0.84233 0.95765 0.99441 cl_mt_pol_a -1.4827 3.0883 -2.0829 -12.5 47.814 0 0.71894 0.28106 6.0872e-07 7.8589e-36 -12.5 -12.5 -8.1073 -5.3541 -4.0849 -3.2296 -2.4571 -1.2937 -0.31003 -0.062129 0.032589 0.086432 0.18241 0.39026 1.7458 5.18 10.014 6.2017 0.71951 11.809 0.805 9.5373 1 1.4688 0.20445 0.73705 0.48072 0.12525 0.12525 0.36282 0.58325 0.74062 0.86352 0.95951 1.0835 1.1622 1.1784 1.1793 1.1773 1.1725 1.1645 1.1307 1.049 1.0081 cl_mt_pol_k 4.5116 2.3262 0.51561 0 22.124 0.0036554 0 0.99634 0.0036554 1.9744e-10 0 1.1799 1.7495 2.1521 2.438 2.7258 2.8529 3.2544 3.9594 4.9019 5.5733 6.2244 6.6291 7.9093 8.7922 12.596 16.93 4.7245 0.72767 7.9231 0.71702 1.4688 0.20445 5.4114 1 0.96793 0.83811 0 0.00144 0.015547 0.037148 0.064188 0.091984 0.12275 0.19209 0.31034 0.45597 0.57265 0.63699 0.70946 0.78754 0.87966 0.96851 0.99599 cl_mt_pol_c 1.7418 0.49646 0.28502 0.035 7.1181 0 0 1 0.0037145 3.751e-36 0.035 1.1307 1.1983 1.2454 1.2782 1.311 1.3355 1.3929 1.7206 1.8743 2.0177 2.1098 2.2123 2.3864 2.7141 3.2201 3.8202 1.1142 0.8041 2.0309 0.86116 0.73705 0.48072 0.96793 0.83811 0.24647 1 7.4638e-05 0.0045927 0.031974 0.068356 0.10339 0.14739 0.1839 0.26313 0.39347 0.54623 0.6588 0.7184 0.77598 0.84344 0.91298 0.9801 0.9977
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 6.6667 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 36.319904 seconds. Elapsed time is 13.452499 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ ________ _______ __________ ___________ _______ _______ _________ _______ _______ _______ ________ ________ ________ _________ ________ _______ ______ ______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ ________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.4616 2.3483 0.31472 -5.9478 16.631 0 0.014602 0.9854 1.0189e-05 -9.389e-35 -4.2659 -1.0575 3.4718 4.8686 5.5739 6.0332 6.3845 6.896 7.5932 8.3622 8.9643 9.2864 9.6633 10.132 10.773 11.972 13.181 5.5144 1 8.9734 0.93124 3.4887 0.63767 4.2477 0.78626 0.98606 0.83493 -0.00068489 -0.0035897 0.006381 0.035103 0.070604 0.10959 0.15165 0.24038 0.38641 0.54663 0.66333 0.72343 0.78719 0.85368 0.92307 0.98323 0.99818 cl_mt_coh 5.7028 4.1034 0.71955 -12.5 57.258 0.00063084 0.050901 0.94847 0.0016986 5.5181e-35 -12.5 -6.7789 -0.054029 1.853 2.7564 3.3586 3.7601 4.3623 5.1652 6.3697 7.6745 8.4775 9.3808 10.686 12.593 17.611 24.336 8.9734 0.93124 16.838 1 7.1305 0.74587 7.4846 0.79285 1.8292 0.88638 -0.0037232 -0.016924 -0.03388 -0.023536 -0.0012769 0.026973 0.054924 0.12674 0.26116 0.40592 0.5287 0.60223 0.67402 0.76732 0.86277 0.96502 0.9953 cl_mt_pol_a -0.61962 2.3298 -3.76 -12.5 47.814 0 0.63709 0.36291 2.4741e-07 3.7361e-34 -12.5 -10.814 -4.6588 -2.7882 -1.9421 -1.3936 -0.99846 -0.38227 -0.10122 0.0076737 0.081248 0.14747 0.2261 0.6772 2.134 5.4448 10.265 3.4887 0.63767 7.1305 0.74587 5.4278 1 1.1354 0.21184 0.52033 0.44409 0.11845 0.19609 0.63251 0.92274 1.1108 1.2441 1.34 1.4468 1.4947 1.5041 1.4966 1.4867 1.4723 1.4409 1.3348 1.1224 1.0198 cl_mt_pol_k 4.5634 2.3006 0.50413 0 22.124 0.0017092 0 0.99829 0.0017092 2.1814e-10 0 1.298 1.8172 2.2725 2.5734 2.8105 2.9748 3.3384 3.9693 4.878 5.6009 6.2097 6.6879 7.9129 8.8289 12.392 16.935 4.2477 0.78626 7.4846 0.79285 1.1354 0.21184 5.2926 1 1.0182 0.88003 0 0.0019975 0.016235 0.039208 0.065507 0.098036 0.12677 0.19667 0.31644 0.45964 0.57586 0.63965 0.71033 0.79052 0.88055 0.96892 0.99603 cl_mt_pol_c 1.7806 0.50292 0.28245 0.035 7.1181 0 0 1 0.0017271 -1.0431e-34 0.035 1.1061 1.1799 1.2413 1.2864 1.3274 1.3601 1.4093 1.7821 1.9255 2.0586 2.1406 2.2532 2.4171 2.7653 3.2569 3.851 0.98606 0.83493 1.8292 0.88638 0.52033 0.44409 1.0182 0.88003 0.25293 1 3.3948e-05 0.0066342 0.031691 0.065114 0.10197 0.14409 0.18651 0.25743 0.39071 0.54947 0.65659 0.71467 0.77826 0.84311 0.9151 0.98076 0.99774
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 8.3333 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 41.465862 seconds. Elapsed time is 12.664189 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ ________ _______ __________ __________ _______ ________ _______ _______ ______ _______ ________ ________ _________ ________ _______ _______ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ __________ __________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.5632 2.2335 0.29531 -6.0664 16.631 0 0.010976 0.98902 8.5564e-06 1.6997e-34 -4.2324 -0.26051 3.913 5.0988 5.7126 6.1575 6.4793 6.9831 7.6526 8.3981 8.992 9.3137 9.6885 10.154 10.792 11.99 13.193 4.9885 1 8.12 0.92514 2.8271 0.608 4.144 0.81095 0.95786 0.85039 -0.0006318 -0.0029171 0.010521 0.041048 0.076887 0.11631 0.1593 0.2479 0.39443 0.55187 0.66761 0.72673 0.78929 0.85506 0.92399 0.98345 0.99821 cl_mt_coh 5.9189 3.9297 0.66392 -12.5 57.258 0.00052287 0.035478 0.964 0.0012829 -6.733e-34 -12.5 -5.3737 0.84931 2.2545 3.0575 3.5593 3.9608 4.563 5.2656 6.4701 7.7749 8.5779 9.4812 10.786 12.693 17.611 24.436 8.12 0.92514 15.443 1 5.9567 0.7281 7.4046 0.82357 1.7823 0.89935 -0.0027094 -0.014492 -0.021805 -0.0065221 0.018129 0.045369 0.076681 0.15745 0.27717 0.42143 0.54116 0.61335 0.68371 0.77401 0.86707 0.96526 0.9955 cl_mt_pol_a -0.40213 2.0819 -5.177 -12.5 47.814 0 0.60974 0.39026 1.0817e-07 -3.694e-34 -12.5 -9.2091 -3.5239 -2.1996 -1.514 -1.0625 -0.68627 -0.20469 -0.068566 0.022389 0.11528 0.15273 0.24679 0.74342 2.2018 5.5111 10.345 2.8271 0.608 5.9567 0.7281 4.3341 1 1.1129 0.23365 0.47193 0.44951 0.12516 0.2849 0.81909 1.1578 1.3861 1.5454 1.6532 1.7518 1.8017 1.8087 1.7935 1.7767 1.7522 1.6986 1.5283 1.1898 1.0306 cl_mt_pol_k 4.5482 2.2879 0.50304 0 22.124 0.0012867 0 0.99871 0.0012867 2.2631e-10 0 1.3074 1.8044 2.2725 2.6073 2.8105 3.0099 3.2903 3.905 4.8063 5.6009 6.1803 6.6603 7.8982 8.7922 12.295 16.935 4.144 0.81095 7.4046 0.82357 1.1129 0.23365 5.2345 1 1.0276 0.89059 0 0.002159 0.016242 0.039205 0.065704 0.096117 0.12785 0.19978 0.31736 0.46076 0.5787 0.63987 0.71083 0.78989 0.88008 0.96898 0.99605 cl_mt_pol_c 1.7891 0.50431 0.28187 0.035 7.1181 0 0 1 0.0012959 1.4858e-34 0.035 1.0815 1.1758 1.2413 1.2905 1.3274 1.3601 1.4093 1.8026 1.9357 2.0689 2.1508 2.2635 2.4212 2.7756 3.2569 3.8592 0.95786 0.85039 1.7823 0.89935 0.47193 0.44951 1.0276 0.89059 0.25432 1 2.5351e-05 0.0052744 0.030596 0.064585 0.10027 0.13651 0.1746 0.25366 0.40043 0.55012 0.65736 0.71604 0.78076 0.84192 0.91477 0.98042 0.99773
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 10 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 33.239578 seconds. Elapsed time is 12.648446 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ ______ _______ ________ ________ ________ _________ ________ _______ ______ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ _________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.6115 2.1851 0.28708 -6.1398 16.63 0 0.0095558 0.99044 7.9709e-06 -1.9657e-35 -4.0111 0.13721 4.0595 5.1628 5.7906 6.2011 6.5226 7.0259 7.6828 8.4316 9.0164 9.3394 9.7123 10.161 10.807 12.001 13.205 4.7748 1 7.7707 0.92218 2.5573 0.596 4.1004 0.82298 0.94609 0.85711 -0.00063594 -0.0025469 0.012322 0.043083 0.079216 0.11861 0.16057 0.25015 0.39484 0.55501 0.66972 0.72802 0.79162 0.85572 0.92439 0.98358 0.99822 cl_mt_coh 6.0308 3.8562 0.63943 -12.5 57.258 0.00050368 0.029416 0.97008 0.0011158 -3.1699e-34 -12.5 -4.4703 1.1504 2.3549 3.1578 3.6597 4.0612 4.6634 5.366 6.5704 7.8753 8.5779 9.5816 10.786 12.793 17.712 24.537 7.7707 0.92218 14.871 1 5.4653 0.72175 7.3808 0.83942 1.7637 0.90541 -0.0023127 -0.013369 -0.016271 -0.0013025 0.024501 0.051246 0.083801 0.17055 0.28844 0.43162 0.55192 0.61357 0.69027 0.77374 0.8703 0.96633 0.99563 cl_mt_pol_a -0.29408 1.9637 -6.6773 -12.5 47.814 0 0.58603 0.41397 5.6493e-08 -1.192e-34 -12.5 -8.2829 -3.0189 -1.931 -1.2983 -0.87462 -0.49063 -0.18178 -0.051897 0.037605 0.11887 0.1585 0.25783 0.79609 2.2683 5.5184 10.382 2.5573 0.596 5.4653 0.72175 3.8559 1 1.1238 0.25099 0.45198 0.45566 0.13961 0.37307 1.005 1.413 1.6804 1.8655 1.9793 2.0777 2.1318 2.1348 2.1089 2.0851 2.049 1.9716 1.7283 1.2619 1.042 cl_mt_pol_k 4.545 2.2801 0.50167 0 22.124 0.0011175 0 0.99888 0.0011175 2.2404e-10 0 1.3074 1.804 2.2725 2.6565 2.8274 3.055 3.3109 3.8901 4.7823 5.5733 6.1652 6.6603 7.8982 8.7922 12.272 16.935 4.1004 0.82298 7.3808 0.83942 1.1238 0.25099 5.1989 1 1.0318 0.89581 0 0.0021782 0.016295 0.039428 0.065858 0.10007 0.12819 0.19897 0.32072 0.4618 0.57449 0.63974 0.71173 0.79131 0.88066 0.9692 0.99605 cl_mt_pol_c 1.7939 0.50514 0.28159 0.035 7.1181 0 0 1 0.0011233 -1.3181e-36 0.035 1.0734 1.1717 1.2454 1.2946 1.3355 1.3683 1.4134 1.8026 1.946 2.0791 2.161 2.2635 2.4273 2.7776 3.2569 3.8612 0.94609 0.85711 1.7637 0.90541 0.45198 0.45566 1.0318 0.89581 0.25517 1 2.1916e-05 0.0053752 0.031076 0.067148 0.10293 0.13918 0.17821 0.25171 0.3901 0.55336 0.66185 0.71881 0.77856 0.84408 0.91427 0.98033 0.99774
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 11.6667 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 42.204784 seconds. Elapsed time is 13.290822 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ _______ _______ ________ ________ ________ _________ ________ _______ _______ ______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.6479 2.1573 0.28207 -6.1884 16.63 0 0.0086996 0.9913 7.6924e-06 2.3578e-35 -3.9444 0.41001 4.1473 5.2183 5.8436 6.2406 6.5698 7.0219 7.7028 8.4359 9.0182 9.3447 9.7117 10.175 10.828 12.02 13.218 4.6538 1 7.5885 0.92016 2.4109 0.58971 4.0853 0.83023 0.93947 0.8611 -0.00061483 -0.0022883 0.013458 0.04447 0.081526 0.12022 0.1636 0.25157 0.39702 0.55496 0.6687 0.72872 0.7911 0.85621 0.92468 0.98359 0.99823 cl_mt_coh 6.1164 3.8229 0.62502 -12.5 57.258 0.00052545 0.026015 0.97346 0.0010188 -6.7732e-34 -12.5 -3.9685 1.2508 2.4552 3.2582 3.7601 4.1615 4.6634 5.366 6.5704 7.8753 8.6782 9.6819 10.886 12.894 17.812 24.537 7.5885 0.92016 14.614 1 5.2105 0.7192 7.4062 0.84934 1.7589 0.90978 -0.0020822 -0.012459 -0.013418 0.0022793 0.028761 0.057313 0.092076 0.16118 0.2851 0.43028 0.55059 0.6198 0.69706 0.77821 0.87096 0.96671 0.99556 cl_mt_pol_a -0.22013 1.8951 -8.6091 -12.5 47.814 0 0.57378 0.42622 2.9988e-08 -1.9058e-34 -12.5 -7.675 -2.7781 -1.7115 -1.1539 -0.71336 -0.36891 -0.15954 -0.029114 0.045506 0.12695 0.18241 0.2656 0.85378 2.3363 5.5773 10.426 2.4109 0.58971 5.2105 0.7192 3.5915 1 1.1431 0.26444 0.44473 0.46401 0.16351 0.48067 1.2425 1.743 2.0625 2.2769 2.3962 2.4988 2.5622 2.5588 2.5198 2.4855 2.4392 2.3247 1.9881 1.3519 1.0566 cl_mt_pol_k 4.5516 2.281 0.50114 0 22.124 0.0010197 0 0.99898 0.0010197 2.3073e-10 0 1.3154 1.8099 2.2856 2.6648 2.8274 3.1039 3.435 3.8811 4.7767 5.5917 6.1527 6.6603 7.8982 8.7922 12.295 16.944 4.0853 0.83023 7.4062 0.84934 1.1431 0.26444 5.2029 1 1.0358 0.89793 0 0.0021836 0.016332 0.039438 0.065984 0.098091 0.12841 0.19977 0.31915 0.463 0.57487 0.64035 0.71159 0.79125 0.88033 0.96893 0.99607 cl_mt_pol_c 1.7978 0.50574 0.28131 0.035 7.1181 0 0 1 0.0010237 2.3123e-34 0.035 1.0734 1.1717 1.2454 1.2946 1.3437 1.3765 1.4175 1.8128 1.946 2.0791 2.161 2.2737 2.4273 2.7776 3.2692 3.8714 0.93947 0.8611 1.7589 0.90978 0.44473 0.46401 1.0358 0.89793 0.25577 1 1.993e-05 0.0060865 0.030828 0.065545 0.099669 0.14442 0.18766 0.26082 0.39292 0.54813 0.65802 0.71568 0.78097 0.84259 0.91428 0.98041 0.99776
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 13.3333 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 36.643559 seconds. Elapsed time is 10.591600 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ ______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ _______ ______ ________ ________ _______ _________ ________ _______ _______ ______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ ________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.6877 2.1353 0.27776 -6.2231 16.63 0 0.0080723 0.99193 7.4143e-06 -1.1604e-23 -3.8529 0.63818 4.212 5.2766 5.8976 6.2861 6.6102 7.0698 7.7307 8.4678 9.0492 9.3715 9.74 10.197 10.848 12.033 13.23 4.5595 1 7.4523 0.91902 2.3132 0.58573 4.062 0.83583 0.93442 0.8633 -0.00066675 -0.0020778 0.014063 0.045335 0.081846 0.12355 0.16357 0.25355 0.39826 0.55595 0.67009 0.72981 0.793 0.85668 0.92531 0.98366 0.99824 cl_mt_coh 6.2072 3.7976 0.6118 -12.5 57.258 0.00050403 0.023936 0.97556 0.00094712 -2.6096e-22 -11.396 -3.4666 1.3512 2.5556 3.3586 3.8604 4.2619 4.7638 5.4664 6.6708 7.9756 8.7786 9.6819 10.886 12.994 17.912 24.637 7.4523 0.91902 14.422 1 5.0447 0.71824 7.3981 0.85595 1.756 0.91221 -0.0020152 -0.011765 -0.01125 0.0052137 0.032613 0.061037 0.096123 0.16439 0.2897 0.43729 0.55707 0.62647 0.69537 0.77653 0.87317 0.96741 0.99569 cl_mt_pol_a -0.16224 1.8495 -11.4 -12.5 47.814 0 0.55153 0.44847 1.8387e-08 -1.0367e-22 -12.5 -7.2026 -2.5957 -1.5685 -1.055 -0.59012 -0.26823 -0.1332 -0.027859 0.062437 0.13892 0.19224 0.2799 0.92777 2.3915 5.6895 10.477 2.3132 0.58573 5.0447 0.71824 3.4207 1 1.1557 0.27455 0.43888 0.46813 0.20188 0.63312 1.5932 2.2267 2.6208 2.8697 2.9947 3.1176 3.1907 3.1785 3.1189 3.0585 3.0014 2.8377 2.362 1.4826 1.0771 cl_mt_pol_k 4.5793 2.276 0.49702 0 22.124 0.00094766 0 0.99905 0.00094766 2.3545e-10 0.74494 1.3168 1.8172 2.3025 2.6804 2.8443 3.1604 3.561 3.9234 4.7767 5.6009 6.1582 6.6603 7.8982 8.8289 12.316 16.944 4.062 0.83583 7.3981 0.85595 1.1557 0.27455 5.1801 1 1.0391 0.90068 1.0638e-05 0.0022508 0.016266 0.039405 0.066343 0.099968 0.1289 0.21054 0.32151 0.46352 0.57978 0.64137 0.71133 0.79108 0.88139 0.96914 0.99603 cl_mt_pol_c 1.8021 0.5069 0.28128 0.035 7.1181 0 0 1 0.00095055 4.4835e-23 1.0078 1.0652 1.1778 1.2536 1.3028 1.3437 1.3765 1.4257 1.8231 1.9562 2.0894 2.1713 2.2737 2.4376 2.7858 3.2774 3.8817 0.93442 0.8633 1.756 0.91221 0.43888 0.46813 1.0391 0.90068 0.25695 1 0.00029189 0.0053061 0.030542 0.06803 0.10114 0.13832 0.17853 0.26197 0.39184 0.55053 0.66027 0.71862 0.77798 0.84372 0.91512 0.98032 0.99777
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 15 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 51.966486 seconds. Elapsed time is 12.175262 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ _________ _______ __________ __________ _______ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ _______ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.6974 2.127 0.27632 -6.2488 16.63 0 0.0078196 0.99218 7.3931e-06 2.4522e-37 -3.8657 0.73506 4.242 5.2761 5.912 6.2828 6.6162 7.075 7.7469 8.4697 9.0604 9.3716 9.7395 10.199 10.848 12.034 13.231 4.5241 1 7.3898 0.91833 2.2622 0.58412 4.0572 0.83842 0.93217 0.86487 -0.00064805 -0.0019822 0.014271 0.045648 0.083516 0.12229 0.16424 0.25418 0.39828 0.5571 0.6719 0.73038 0.7924 0.85768 0.92509 0.98387 0.99825 cl_mt_coh 6.2319 3.7833 0.60708 -12.5 57.258 0.00050457 0.022948 0.97655 0.00091635 4.1299e-35 -11.296 -3.2659 1.3512 2.656 3.3586 3.8604 4.2619 4.8641 5.5667 6.6708 7.9756 8.7786 9.6819 10.987 12.994 17.912 24.637 7.3898 0.91833 14.313 1 4.9429 0.71755 7.4031 0.86008 1.7515 0.91359 -0.00201 -0.011416 -0.010535 0.0082871 0.032682 0.060719 0.095278 0.18232 0.30442 0.43717 0.55697 0.62634 0.69504 0.78112 0.87307 0.96746 0.99568 cl_mt_pol_a -0.13766 1.8208 -13.227 -12.5 47.814 0 0.5433 0.4567 1.1871e-08 2.9446e-35 -12.5 -6.9519 -2.5123 -1.5027 -0.98725 -0.53577 -0.25708 -0.12844 -0.027859 0.064694 0.14145 0.19224 0.29461 0.93906 2.3988 5.6803 10.477 2.2622 0.58412 4.9429 0.71755 3.3153 1 1.1645 0.28111 0.43459 0.47101 0.22184 0.73393 1.8182 2.5406 2.9841 3.2546 3.3858 3.5248 3.6005 3.5819 3.5045 3.4415 3.3664 3.1705 2.6097 1.5682 1.0903 cl_mt_pol_k 4.5782 2.2751 0.49695 0 22.124 0.00091668 0 0.99908 0.00091668 2.5188e-10 0.75059 1.3168 1.8172 2.295 2.6804 2.8443 3.1754 3.561 3.9528 4.7767 5.6009 6.1527 6.6603 7.9056 8.8289 12.316 16.944 4.0572 0.83842 7.4031 0.86008 1.1645 0.28111 5.1762 1 1.0397 0.90185 1.6129e-05 0.0022806 0.016298 0.039161 0.066064 0.099753 0.12883 0.20996 0.32187 0.46532 0.58023 0.64197 0.71176 0.79047 0.88128 0.96916 0.99602 cl_mt_pol_c 1.8029 0.50674 0.28106 0.035 7.1181 0 0 1 0.00091894 4.5365e-36 0.99961 1.0652 1.1778 1.2536 1.3028 1.3437 1.3765 1.4257 1.8231 1.9562 2.0894 2.1713 2.2737 2.4376 2.7776 3.2815 3.8817 0.93217 0.86487 1.7515 0.91359 0.43459 0.47101 1.0397 0.90185 0.25678 1 0.00024461 0.0056467 0.030557 0.067269 0.10001 0.13681 0.17637 0.25935 0.39016 0.54919 0.6594 0.71797 0.77731 0.84408 0.91435 0.98051 0.99776
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 16.6667 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 34.469514 seconds. Elapsed time is 12.228745 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ _______ _______ ________ ________ ________ _________ ________ _______ _______ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.7023 2.1236 0.27571 -6.2696 16.63 0 0.0077098 0.99229 7.4524e-06 2.0756e-35 -3.8764 0.77013 4.2477 5.2907 5.9078 6.2798 6.6353 7.0748 7.7539 8.4684 9.059 9.3732 9.7386 10.198 10.847 12.034 13.231 4.5098 1 7.3604 0.9179 2.2374 0.5839 4.0552 0.8397 0.93121 0.86525 -0.00064526 -0.0019465 0.014366 0.046074 0.082808 0.12211 0.16585 0.25333 0.39833 0.55635 0.67134 0.73001 0.79244 0.85736 0.92492 0.98383 0.99825 cl_mt_coh 6.2478 3.7759 0.60436 -12.5 57.258 0.00051505 0.022432 0.97705 0.00090522 6.7141e-34 -11.195 -3.1655 1.4515 2.656 3.3586 3.9608 4.2619 4.8641 5.5667 6.6708 7.9756 8.7786 9.6819 10.987 12.994 17.912 24.637 7.3604 0.9179 14.258 1 4.8884 0.71749 7.4069 0.86258 1.7493 0.91414 -0.0020869 -0.011229 -0.0095074 0.0084708 0.032589 0.068226 0.094228 0.18114 0.30341 0.43685 0.55675 0.62613 0.69481 0.78084 0.87295 0.96744 0.99568 cl_mt_pol_a -0.12027 1.8044 -15.003 -12.5 47.814 0 0.53856 0.46144 7.9953e-09 2.3893e-34 -12.5 -6.8053 -2.4718 -1.4638 -0.9304 -0.49026 -0.24984 -0.12844 -0.021338 0.066199 0.14145 0.19224 0.29461 0.96916 2.4044 5.6895 10.477 2.2374 0.5839 4.8884 0.71749 3.2557 1 1.1725 0.28575 0.43197 0.47239 0.24558 0.83265 2.0425 2.8423 3.3434 3.6247 3.7654 3.9081 3.996 3.9696 3.8841 3.8103 3.7235 3.4907 2.8371 1.6503 1.1037 cl_mt_pol_k 4.5758 2.2741 0.49699 0 22.124 0.00090544 0 0.99909 0.00090544 2.526e-10 0.75059 1.3168 1.8172 2.2913 2.6889 2.8443 3.1792 3.561 3.9399 4.7766 5.6009 6.1508 6.6603 7.8982 8.8289 12.316 16.95 4.0552 0.8397 7.4069 0.86258 1.1725 0.28575 5.1715 1 1.0404 0.90273 1.6485e-05 0.0023036 0.016426 0.039155 0.067147 0.099657 0.1339 0.21019 0.32203 0.46465 0.58048 0.64185 0.71216 0.79054 0.88141 0.9692 0.99601 cl_mt_pol_c 1.8037 0.50679 0.28098 0.035 7.1181 0 0 1 0.00090726 -1.8256e-34 0.99961 1.0652 1.1778 1.2536 1.311 1.3519 1.3765 1.4257 1.8231 1.9562 2.0894 2.1713 2.2839 2.4376 2.7776 3.2815 3.8817 0.93121 0.86525 1.7493 0.91414 0.43197 0.47239 1.0404 0.90273 0.25684 1 0.00030555 0.0057708 0.030481 0.06676 0.10602 0.14364 0.17552 0.25879 0.38903 0.54816 0.65869 0.71744 0.78159 0.84398 0.91426 0.98046 0.99775
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 18.3333 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 31.448982 seconds. Elapsed time is 12.299976 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 ________ _______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ _______ ________ ________ ________ ________ _________ ________ _______ _______ ______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.705 2.1189 0.275 -6.2864 16.629 0 0.0075338 0.99247 7.4106e-06 -3.2233e-34 -3.8851 0.84538 4.2611 5.2902 5.9042 6.2888 6.6328 7.0975 7.7551 8.4787 9.0577 9.3766 9.7376 10.197 10.849 12.033 13.23 4.4898 1 7.3258 0.91733 2.206 0.58242 4.0558 0.84152 0.93078 0.86665 -0.00063238 -0.0018721 0.014743 0.045977 0.082611 0.12229 0.16551 0.25391 0.3992 0.557 0.67106 0.73014 0.79217 0.85709 0.92518 0.98376 0.99824 cl_mt_coh 6.2581 3.7689 0.60225 -12.5 57.258 0.00051104 0.021893 0.9776 0.00088249 1.894e-33 -11.195 -2.9648 1.4515 2.656 3.3586 3.9608 4.2619 4.8641 5.5667 6.6708 7.9756 8.7786 9.6819 10.987 12.994 17.912 24.637 7.3258 0.91733 14.205 1 4.8325 0.71728 7.4159 0.86506 1.7486 0.91535 -0.0020217 -0.011033 -0.0090272 0.0088814 0.032937 0.068449 0.09433 0.18102 0.30343 0.43684 0.55664 0.62596 0.69453 0.78044 0.87261 0.96732 0.99567 cl_mt_pol_a -0.10659 1.7876 -16.771 -12.5 47.814 0 0.53552 0.46448 5.5832e-09 4.8086e-34 -12.5 -6.5699 -2.4207 -1.4331 -0.91201 -0.46053 -0.24796 -0.11906 -0.021061 0.066199 0.14145 0.19224 0.2957 0.98989 2.4044 5.6987 10.477 2.206 0.58242 4.8325 0.71728 3.1954 1 1.1789 0.28993 0.43072 0.47538 0.26675 0.92448 2.2639 3.141 3.6847 3.9979 4.1428 4.3036 4.3976 4.3664 4.2692 4.1847 4.0826 3.8165 3.0833 1.7322 1.1175 cl_mt_pol_k 4.5718 2.2746 0.49752 0 22.124 0.00088264 0 0.99912 0.00088264 2.5376e-10 0.75623 1.3133 1.8059 2.2875 2.6804 2.8443 3.166 3.561 3.9252 4.7676 5.6009 6.1508 6.6603 7.8982 8.8289 12.316 16.952 4.0558 0.84152 7.4159 0.86506 1.1789 0.28993 5.1737 1 1.0414 0.90328 2.2718e-05 0.0022078 0.016262 0.039515 0.06599 0.09993 0.12884 0.2106 0.32212 0.46418 0.58067 0.64252 0.71246 0.7906 0.88143 0.96913 0.99602 cl_mt_pol_c 1.804 0.50686 0.28097 0.035 7.1181 0 0 1 0.00088411 -2.9895e-34 0.99142 1.0652 1.1717 1.2536 1.311 1.3519 1.3765 1.4257 1.8231 1.9562 2.0894 2.1713 2.2839 2.4376 2.7776 3.2774 3.8817 0.93078 0.86665 1.7486 0.91535 0.43072 0.47538 1.0414 0.90328 0.25691 1 0.00014836 0.0061112 0.030351 0.06665 0.10569 0.14318 0.17495 0.25845 0.38828 0.5477 0.65831 0.71711 0.78128 0.84391 0.9143 0.98036 0.99774
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_bl_default = 1 ar_fl_c_min = 0.035 ar_fl_b_bd = -12.5 ar_fl_z_r_borr_poiss_mean = 20 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Elapsed time is 33.612926 seconds. Elapsed time is 12.076355 seconds. 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 fl_cov_cl_mt_val fl_cor_cl_mt_val fl_cov_cl_mt_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k fl_cov_cl_mt_pol_c fl_cor_cl_mt_pol_c fracByP0_1 fracByP1 fracByP5 fracByP10 fracByP15 fracByP20 fracByP25 fracByP35 fracByP50 fracByP65 fracByP75 fracByP80 fracByP85 fracByP90 fracByP95 fracByP99 fracByP99_9 _________ _______ _________ _______ ______ __________ _________ _______ __________ ___________ _______ _______ _______ _______ ________ _______ ________ _______ _________ ________ _______ _______ _______ _______ ______ ______ ______ ________________ ________________ ________________ ________________ __________________ __________________ __________________ __________________ __________________ __________________ ___________ __________ __________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ _________ ___________ cl_mt_val 7.7104 2.1172 0.27459 -6.2992 16.63 0 0.0075009 0.9925 7.4924e-06 3.0543e-35 -3.8914 0.84644 4.2588 5.3269 5.9256 6.3307 6.6322 7.1128 7.7699 8.503 9.0577 9.3938 9.7424 10.197 10.85 12.034 13.233 4.4826 1 7.3113 0.91708 2.1952 0.58264 4.0533 0.84203 0.93003 0.86673 -0.00063135 -0.0018587 0.014842 0.04683 0.083605 0.12388 0.16452 0.2572 0.40121 0.55919 0.67055 0.73189 0.79256 0.85689 0.92505 0.9837 0.99824 cl_mt_coh 6.2718 3.7655 0.60039 -12.5 57.258 0.0005051 0.02165 0.97785 0.00087818 -5.8049e-35 -11.195 -2.9648 1.4515 2.656 3.3586 3.9608 4.3623 4.8641 5.5667 6.7712 7.9756 8.7786 9.7823 10.987 12.994 17.912 24.738 7.3113 0.91708 14.179 1 4.8081 0.71752 7.417 0.86633 1.7469 0.9154 -0.0020011 -0.010889 -0.0088903 0.008857 0.032658 0.067801 0.1068 0.17889 0.30137 0.44588 0.55648 0.62585 0.70126 0.78034 0.87252 0.96716 0.99581 cl_mt_pol_a -0.095487 1.7796 -18.637 -12.5 47.814 0 0.53189 0.46811 4.0129e-09 -6.0668e-35 -12.5 -6.4706 -2.4094 -1.3936 -0.85369 -0.4209 -0.23479 -0.1174 -0.021061 0.066199 0.14145 0.19224 0.30197 0.98989 2.4044 5.6987 10.479 2.1952 0.58264 4.8081 0.71752 3.1669 1 1.1844 0.29273 0.42939 0.47608 0.2929 1.0263 2.4947 3.4692 4.0587 4.3812 4.5374 4.7124 4.8081 4.7728 4.6618 4.5693 4.4537 4.1545 3.3337 1.8217 1.1316 cl_mt_pol_k 4.5736 2.2736 0.49712 0 22.124 0.00087829 0 0.99912 0.00087829 2.5526e-10 0.75623 1.3133 1.8044 2.28 2.6889 2.8443 3.1792 3.561 3.973 4.7659 5.6009 6.1508 6.6603 7.8982 8.808 12.316 16.962 4.0533 0.84203 7.417 0.86633 1.1844 0.29273 5.1694 1 1.0412 0.90357 2.2989e-05 0.0022134 0.016255 0.038998 0.066818 0.099372 0.13344 0.20901 0.32741 0.46411 0.58085 0.6431 0.71279 0.79083 0.88007 0.96914 0.99605 cl_mt_pol_c 1.8046 0.50681 0.28084 0.035 7.1181 0 0 1 0.00087954 3.5566e-35 0.99142 1.0652 1.1778 1.2536 1.311 1.3519 1.3847 1.4257 1.8231 1.9562 2.0894 2.1713 2.2839 2.4376 2.7858 3.2774 3.8817 0.93003 0.86673 1.7469 0.9154 0.42939 0.47608 1.0412 0.90357 0.25686 1 0.00015723 0.0061024 0.030486 0.066162 0.10489 0.14212 0.1838 0.25588 0.38774 0.54665 0.65767 0.71664 0.78096 0.84372 0.91566 0.98039 0.99773