Test Borrowing Default (Risky + Safe Asset + Save + Borr + R Shock + Interpolated-Percentage)

back to Fan's Dynamic Assets Repository Table of Content.

@seealso

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