Test Borrow Joint Randomly Default (Risky + Safe Asset + Save + Borr + R Shock + Interpolated-Percentage), Test Preference, Price and Shocks
back to Fan's Dynamic Assets Repository Table of Content. cross test: given (x,y), vary x along X, y along Y, one at a time
Compare against fsi_iwkz_ds_vecsv_joint_rand from iwkz. Here, we use ipwkz.
@include
@seealso
- test speed: fsi_ipwkbzr_ds_vecsv_speed_default
- test joint RANDOM: fsi_ipwkbzr_ds_vecsv_joint_default_rand
- test interest rate default: fsi_ipwkbzr_ds_vecsv_default
- test interest rate default RANDOM: fsi_ipwkbzr_ds_vecsv_default_rand
- test interest rate default CROSS: fsi_ipwkbzr_ds_vecsv_default_cross
- test interest rate no default CROSS: fsi_ipwkbzr_ds_vecsv_nbc_cross
- test preference default: fsi_ipwkbzr_ds_vecsv_pref_default
- test preference default CROSS: fsi_ipwkbzr_ds_vecsv_pref_default_cross
- test preference no default CROSS: fsi_ipwkbzr_ds_vecsv_pref_nbc_cross
- test ymin and save r default CROSS: fsi_ipwkbzr_ds_vecsv_price_default_cross
- test ymin and save r no default CROSS: fsi_ipwkbzr_ds_vecsv_price_nbc_cross
- test preference default: fsi_ipwkbzr_ds_vecsv_prod_default
- test production default CROSS: fsi_ipwkbzr_ds_vecsv_prod_default_cross
- test production no default CROSS: fsi_ipwkbzr_ds_vecsv_prod_nbc_cross
- test shock default: fsi_ipwkbzr_ds_vecsv_shk_default
- test shock default CROSS: fsi_ipwkbzr_ds_vecsv_shk_default_cross
- test shock no default CROSS: fsi_ipwkbzr_ds_vecsv_shk_nbc_cross
Contents
Simulate and Graph
Randomly draw 100 sets of parameters based on the min and max grids
% Set which to graph, simulate over which variables ar_it_plot_sets = [1,2,101,3,4,102,5,6,103,104,106,10]; bl_simu_cross = 'r'; cl_st_param_keys = {'fl_z_r_borr_poiss_mean', 'fl_z_r_borr_max', 'fl_b_bd', 'fl_c_min', 'fl_z_r_borr_n'}; % Generate Benchmark Parameters it_param_set = 9; [param_map, support_map] = ffs_ipwkbzr_set_default_param(it_param_set); param_map('it_st_simu_type_g_seed') = 123; param_map('it_st_simu_type_g_simun') = 200; support_map('bl_replacefile') = false; support_map('bl_graph_onebyones') = true; support_map('bl_display_graph_stats') = false; % Generate Arrays of Parameter Values to Loop Over it_simu_vec_len = 2; param_tstar_map = containers.Map('KeyType','char', 'ValueType','any'); param_tstar_map('fl_z_r_borr_poiss_mean') = linspace(2, 10, it_simu_vec_len); param_tstar_map('fl_z_r_borr_max') = linspace(0.095, 0.150, it_simu_vec_len); param_tstar_map('fl_b_bd') = linspace(-20, -5, it_simu_vec_len); param_tstar_map('fl_c_min') = linspace(0.03, 0.001, it_simu_vec_len); param_tstar_map('fl_z_r_borr_n') = 3:1:(3+15-1);
Medium Grid Simulation
it_size_type = 2; % Simulate along parameters ff_az_test_analyze( ... ar_it_plot_sets, bl_simu_cross, it_size_type, cl_st_param_keys, ... param_map, support_map, param_tstar_map); close all
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Begin: Show all key and value pairs from container
CONTAINER NAME: SUPPORT_MAP
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Map with properties:
Count: 51
KeyType: char
ValueType: any
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pos = 34 ; key = st_img_name_main ; val = _default
pos = 35 ; key = st_img_path ; val = C:/Users/fan/CodeDynaAsset//m_ipwkbzr//solve/img/
pos = 36 ; key = st_img_prefix ; val =
pos = 37 ; key = st_img_suffix ; val = _p9.png
pos = 38 ; key = st_mat_name_main ; val = _default
pos = 39 ; key = st_mat_path ; val = C:/Users/fan/CodeDynaAsset//m_ipwkbzr//solve/mat/
pos = 40 ; key = st_mat_prefix ; val =
pos = 41 ; key = st_mat_suffix ; val = _p9
pos = 42 ; key = st_mat_test_name_main ; val = r
pos = 43 ; key = st_mat_test_path ; val = C:/Users/fan/CodeDynaAsset//m_ipwkbzr//test/ff_ipwkbzr_ds_vecsv/mat/
pos = 44 ; key = st_mat_test_prefix ; val =
pos = 45 ; key = st_mat_test_suffix ; val = _g1011121314_cr_t2l23
pos = 46 ; key = st_matimg_path_root ; val = C:/Users/fan/CodeDynaAsset//m_ipwkbzr/
pos = 47 ; key = st_profile_name_main ; val = _default
pos = 48 ; key = st_profile_path ; val = C:/Users/fan/CodeDynaAsset//m_ipwkbzr//solve/profile/
pos = 49 ; key = st_profile_prefix ; val =
pos = 50 ; key = st_profile_suffix ; val = _p9
pos = 51 ; key = st_title_prefix ; val =
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Scalars in Container and Sizes and Basic Statistics
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i idx value
__ ___ _____
bl_display 1 1 0
bl_display_defparam 2 2 0
bl_display_dist 3 3 0
bl_display_evf 4 4 0
bl_display_final 5 5 0
bl_display_final_dist 6 6 1
bl_display_final_dist_detail 7 7 0
bl_display_funcgrids 8 8 0
bl_display_graph_stats 9 9 0
bl_display_simu_stats 10 10 1
bl_graph 11 11 0
bl_graph_coh_t_coh 12 12 0
bl_graph_evf 13 13 0
bl_graph_funcgrids 14 14 0
bl_graph_funcgrids_detail 15 15 0
bl_graph_onebyones 16 16 1
bl_graph_pol_lvl 17 17 0
bl_graph_pol_pct 18 18 0
bl_graph_val 19 19 0
bl_img_save 20 20 0
bl_mat 21 21 0
bl_mat_test 22 22 1
bl_post 23 23 1
bl_profile 24 24 0
bl_profile_dist 25 25 0
bl_replacefile 26 26 0
bl_time 27 27 1
bl_timer 28 28 1
it_display_every 29 29 20
it_display_final_colmax 30 30 12
it_display_final_rowmax 31 31 100
it_display_summmat_colmax 32 32 7
it_display_summmat_rowmax 33 33 7
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Begin: Show all key and value pairs from container
CONTAINER NAME: PARAM_MAP
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Map with properties:
Count: 55
KeyType: char
ValueType: any
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pos = 4 ; key = cl_st_param_keys ; val = fl_z_r_borr_poiss_mean
pos = 51 ; key = st_analytical_stationary_type ; val = eigenvector
pos = 52 ; key = st_model ; val = ipwkbzr
pos = 53 ; key = st_v_coh_z_interp_method ; val = method_cell
pos = 54 ; key = st_z_r_borr_drv_ele_type ; val = unif
pos = 55 ; key = st_z_r_borr_drv_prb_type ; val = poiss
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Matrix in Container and Sizes and Basic Statistics
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i idx rowN colN mean std min max
_ ___ ____ ____ ____ ______ ___ ___
ar_param_keys_idx 1 1 1 5 12 1.5811 10 14
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Scalars in Container and Sizes and Basic Statistics
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i idx value
__ ___ _______
bl_default 1 2 1
bl_loglin 2 3 0
fl_Amean 3 5 1
fl_a_max 4 6 50
fl_a_min 5 7 0
fl_alpha 6 8 0.36
fl_b_bd 7 9 -20
fl_beta 8 10 0.94
fl_c_min 9 11 0.02
fl_coh_interp_grid_gap 10 12 0.1
fl_crra 11 13 1.5
fl_default_wprime 12 14 0
fl_delta 13 15 0.08
fl_k_max 14 16 70
fl_k_min 15 17 0
fl_loglin_threshold 16 18 1
fl_nan_replace 17 19 -9999
fl_r_save 18 20 0.025
fl_tol_dist 19 21 1e-05
fl_tol_pol 20 22 1e-05
fl_tol_val 21 23 1e-05
fl_w 22 24 0.44365
fl_w_interp_grid_gap 23 25 0.1
fl_w_max 24 26 50
fl_w_min 25 27 -20
fl_z_mu 26 28 0
fl_z_r_borr_max 27 29 0.095
fl_z_r_borr_min 28 30 0.025
fl_z_r_borr_n 29 31 5
fl_z_r_borr_poiss_mean 30 32 20
fl_z_rho 31 33 0.8
fl_z_sig 32 34 0.2
fl_z_wage_mu 33 35 0
fl_z_wage_rho 34 36 0.8
fl_z_wage_sig 35 37 0.2
it_a_n 36 38 750
it_ak_perc_n 37 39 50
it_c_interp_grid_gap 38 40 0.0001
it_maxiter_dist 39 41 1000
it_maxiter_val 40 42 250
it_size_type 41 43 2
it_st_simu_type_g_seed 42 44 123
it_st_simu_type_g_simun 43 45 200
it_tol_pol_nochange 44 46 25
it_trans_power_dist 45 47 1000
it_w_perc_n 46 48 50
it_z_n 47 49 55
it_z_wage_n 48 50 11
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Begin: Show all key and value pairs from container
CONTAINER NAME: PARAM_TSTAR_MAP
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Map with properties:
Count: 19
KeyType: char
ValueType: any
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Matrix in Container and Sizes and Basic Statistics
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i idx rowN colN mean std min max
__ ___ ____ ____ ______ ________ _____ ____
fl_a_max 1 1 1 5 65 11.859 50 80
fl_alpha 2 2 1 5 0.4 0.079057 0.3 0.5
fl_b_bd 3 3 1 2 -12.5 10.607 -20 -5
fl_beta 4 4 1 15 0.92 0.031944 0.87 0.97
fl_c_min 5 5 1 2 0.0155 0.020506 0.001 0.03
fl_crra 6 6 1 15 3 1.2778 1 5
fl_delta 7 7 1 5 0.08 0.047434 0.02 0.14
fl_r_borr 8 8 1 5 0.125 0.098821 0 0.25
fl_r_save 9 9 1 5 0.025 0.011859 0.01 0.04
fl_w 10 10 1 5 1.25 0.11859 1.1 1.4
fl_z_r_borr_max 11 11 1 2 0.1225 0.038891 0.095 0.15
fl_z_r_borr_n 12 12 1 15 10 4.4721 3 17
fl_z_r_borr_poiss_mean 13 13 1 2 6 5.6569 2 10
fl_z_rho 14 14 1 5 0.495 0.39133 0 0.99
fl_z_sig 15 15 1 5 0.255 0.19369 0.01 0.5
fl_z_wage_rho 16 16 1 5 0.495 0.39133 0 0.99
fl_z_wage_sig 17 17 1 5 0.255 0.19369 0.01 0.5
it_a_n 18 18 1 5 1300 948.68 100 2500
it_z_n 19 19 1 5 15 7.9057 5 25
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Columns 1 through 3
'Vary These Param...' 'fl_z_r_borr_pois...' 'fl_z_r_borr_max'
Columns 4 through 6
'fl_b_bd' 'fl_c_min' 'fl_z_r_borr_n'
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fl_z_r_borr_poiss_mean fl_z_r_borr_max fl_b_bd fl_c_min fl_z_r_borr_n
______________________ _______________ _______ _________ _____________
j=1 5.4095 0.10819 -11.109 0.0052876 4.1277
j=2 5.1016 0.13209 -16.073 0.016185 8.7197
j=3 6.5086 0.14375 -16.539 0.024518 12.616
j=4 4.054 0.13754 -12.499 0.026057 11.564
j=5 3.8951 0.13882 -11.284 0.0053413 12.858
j=6 9.9532 0.14809 -6.0295 0.0049194 16.605
j=7 3.525 0.13965 -12.511 0.019122 7.9446
j=8 9.0171 0.12372 -16.084 0.022174 12.812
j=9 2.5915 0.13859 -17.47 0.0017886 14.956
j=10 4.7774 0.12673 -12.281 0.0025887 3.9046
fl_z_r_borr_poiss_mean fl_z_r_borr_max fl_b_bd fl_c_min fl_z_r_borr_n
______________________ _______________ _______ _________ _____________
j=191 8.3281 0.14328 -13.993 0.025486 14.303
j=192 2.8638 0.11171 -9.5589 0.0071352 6.2761
j=193 5.2251 0.11435 -7.2883 0.001521 12.724
j=194 2.2177 0.10707 -15.265 0.023234 10.728
j=195 5.5716 0.12288 -13.234 0.017813 11.886
j=196 9.3061 0.14143 -18.351 0.014035 7.7509
j=197 6.5909 0.096429 -12.535 0.019051 6.2779
j=198 6.5323 0.095574 -7.2501 0.0022239 9.6654
j=199 9.0951 0.1086 -14.035 0.021475 4.2528
j=200 8.6122 0.13349 -6.7827 0.015355 9.9207
xxxxx Shift to: xxxxx
fl_z_r_borr_poiss_mean fl_z_r_borr_max fl_b_bd fl_c_min fl_z_r_borr_n
______________________ _______________ _______ _________ _____________
j=1 5.4095 0.10819 -11.109 0.0052876 4.1277
xxxxx st_model = ipwkbzr, it_w_perc_n = 50, it_ak_perc_n = 50, it_z_n = 45.4052 xxxxx
Error using reshape
Size arguments must be real integers.
Error in ffs_ipwkbzr_get_funcgrid (line 458)
mt_coh_wkb_full = reshape(mt_coh_wkb_full, [it_coh_wkb_reshape_rows, it_coh_wkb_reshape_cols]);
Error in ff_az_test_gen>simu_model_gen_stats (line 592)
[armt_map, func_map] = ffs_ipwkbzr_get_funcgrid(param_map, support_map);
Error in ff_az_test_gen (line 502)
[tb_outcomes_simu, variablenames] = simu_model_gen_stats(param_map, support_map, ar_simu_info, cl_col_names);
Error in ff_az_test_analyze (line 156)
st_simu_type, it_size_type, cl_st_param_keys, ...
Error in fsi_ipwkbzr_ds_vecsv_default_rand (line 74)
ff_az_test_analyze( ...