Test Joint Randomly (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 st_simu_type = 'r'; cl_st_param_keys = {'fl_crra','fl_beta','fl_r_save','fl_z_wage_rho','fl_z_wage_sig', 'fl_alpha', 'fl_delta'}; % 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_crra') = linspace(1, 5, it_simu_vec_len); param_tstar_map('fl_beta') = linspace(0.87, 0.97, it_simu_vec_len); param_tstar_map('fl_r_save') = linspace(0, 0.06, it_simu_vec_len); param_tstar_map('fl_z_wage_rho') = linspace(0, 0.985, it_simu_vec_len); param_tstar_map('fl_z_wage_sig') = linspace(0.05, 0.65, it_simu_vec_len); param_tstar_map('fl_alpha') = linspace(0.30, 0.50, it_simu_vec_len); param_tstar_map('fl_delta') = linspace(0.02, 0.14, it_simu_vec_len);
Single Test
% support_map('bl_replacefile') = true; % st_simu_type = 'g'; % param_tstar_map = containers.Map('KeyType','char', 'ValueType','any'); % param_tstar_map('fl_crra') = [3.5376]; % param_tstar_map('fl_beta') = [0.91173]; % param_tstar_map('fl_r_save') = [0.030564]; % param_tstar_map('fl_z_wage_rho') = [0.9664]; % param_tstar_map('fl_z_wage_sig') = [0.10001]; % param_tstar_map('fl_alpha') = [0.42916]; % param_tstar_map('fl_delta') = [0.123];
Medium Grid Simulation
it_size_type = 2; ar_it_plot_sets = [1,2,101, 3,4,102, 5,6,103, 51,52,53, 201,205,207, 104,106,10]; % Simulate along parameters ff_az_test_analyze( ... ar_it_plot_sets, st_simu_type, 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 = _g12415161718_cr_t2l14
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_crra
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 7 10.429 7.678 1 18
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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 2 0.4 0.14142 0.3 0.5
fl_b_bd 3 3 1 5 -12.5 5.9293 -20 -5
fl_beta 4 4 1 2 0.92 0.070711 0.87 0.97
fl_c_min 5 5 1 5 0.0155 0.011463 0.001 0.03
fl_crra 6 6 1 2 3 2.8284 1 5
fl_delta 7 7 1 2 0.08 0.084853 0.02 0.14
fl_r_borr 8 8 1 5 0.125 0.098821 0 0.25
fl_r_save 9 9 1 2 0.03 0.042426 0 0.06
fl_w 10 10 1 5 1.25 0.11859 1.1 1.4
fl_z_r_borr_max 11 11 1 5 0.1225 0.021741 0.095 0.15
fl_z_r_borr_n 12 12 1 6 15 7.4833 5 25
fl_z_r_borr_poiss_mean 13 13 1 5 12.5 5.9293 5 20
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 2 0.4925 0.6965 0 0.985
fl_z_wage_sig 17 17 1 2 0.35 0.42426 0.05 0.65
it_a_n 18 18 1 5 1300 948.68 100 2500
it_z_n 19 19 1 5 15 7.9057 5 25
