Test Shock Persistence and Variance (Risky + Safe Asets + Two-Step + Interpolated + Percentage Distribution)
back to Fan's Dynamic Assets Repository Table of Content.
Compare against fsi_iwkz_ds_vecsv_shock from iwkz. Here, we use ipwkz.
@include
@seealso
- SPEED risky + safe (two-step interp) overall benchmark speed testing: fsi_ipwkz_ds_vecsv_speed
- PREFERENCE risky + safe (two-step interp) preference testing: fsi_ipwkz_ds_vecsv_pref
- PREFERENCE risky + safe (two-step interp) preference testing cross: fsi_ipwkz_ds_vecsv_pref_cross
- SHOCK risky + safe (two-step interp) shock testing: fsi_ipwkz_ds_vecsv_shock
- SHOCK risky + safe (two-step interp) shock testing cross: fsi_ipwkz_ds_vecsv_shock_cross
- CAPITAL risky + safe (two-step interp) capital return testing: fsi_ipwkz_ds_vecsv_prod
- CAPITAL risky + safe (two-step interp) capital return testing cross: fsi_ipwkz_ds_vecsv_prod_cross
- PRICE risky + safe (two-step interp) wage and interest rate testing cross: adjust wage and savings rate fsi_ipwkz_ds_vecsv_price_cross
- JOINT all parameters random draws joint test fsi_ipwkz_ds_vecsv_joint_rand
Contents
Set Shared Parameters
close all; clear all; ar_fl_z_rho = [0.0, 0.50, 0.99]; ar_fl_z_sig = [0.05, 0.10, 0.3]; it_a_n = 750; it_z_n = 15;
Simulate Model with schok persistence = 0.0, IID
for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(1))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_ipwkz/paramfunc/html/ffs_ipwkz_set_default_param.html ffs_ipwkz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(1); param_map('fl_z_sig') = fl_z_sig; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkz_get_funcgrid.html ffs_ipwkz_get_funcgrid> [armt_map, func_map] = ffs_ipwkz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkz_vf_vecsv.html ff_ipwkz_vf_vecsv> result_map = ff_ipwkz_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
fl_z_rho = 0
fl_z_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 3.274599 seconds.
Elapsed time is 0.671394 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 8.2481 0.076468 0.009271 2.5515 15.648 0 0 1 1.7945e-34 -7.6549e-35 8.05 8.0961 8.1413 8.1857 8.1857 8.1857 8.1857 8.2293 8.2293 8.272 8.272 8.272 8.314 8.314 8.4379 8.5187 8.558 0.0058473 1 0.013894 0.99979 1.1424e-05 0.98761 0.011413 0.98761 0.0024702 0.83809 0.0011229 0.010991 0.073168 0.28483 0.28483 0.28483 0.28483 0.60576 0.60576 0.81364 0.81364 0.81364 0.9 0.9 0.97133 0.99601 0.9992
cl_mt_coh 5.8065 0.18174 0.031299 0.44365 53.308 0 0 1 1.7945e-34 -7.6549e-35 5.3589 5.4592 5.5595 5.6598 5.6598 5.6598 5.6598 5.7601 5.7601 5.8604 5.8604 5.8604 5.9608 5.9608 6.2617 6.4623 6.5626 0.013894 0.99979 0.03303 1 2.7214e-05 0.98986 0.027187 0.98986 0.0058157 0.83022 0.0010614 0.010513 0.070826 0.27871 0.27871 0.27871 0.27871 0.5978 0.5978 0.80701 0.80701 0.80701 0.89496 0.89496 0.9692 0.99565 0.99911
cl_mt_pol_a 0.0040353 0.00015127 0.037488 9.9839e-05 40.959 0 0 1 1.7945e-34 -7.6549e-35 0.0037163 0.0037859 0.0038555 0.003925 0.003925 0.003925 0.003925 0.0039946 0.0039946 0.0040642 0.0040642 0.0040642 0.0041337 0.0041337 0.00447 0.0046132 0.0046848 1.1424e-05 0.98761 2.7214e-05 0.98986 2.2884e-08 1 2.2861e-05 1 4.3301e-06 0.74263 0.0010591 0.010491 0.070676 0.27812 0.27812 0.27812 0.27812 0.59654 0.59654 0.80531 0.80531 0.80531 0.89306 0.89306 0.96836 0.99553 0.99909
cl_mt_pol_k 4.0313 0.15112 0.037488 0.099739 7.3093 0 0 1 1.7945e-34 -4.6035e-34 3.7126 3.7821 3.8516 3.9211 3.9211 3.9211 3.9211 3.9906 3.9906 4.0601 4.0601 4.0601 4.1296 4.1296 4.4655 4.6086 4.6801 0.011413 0.98761 0.027187 0.98986 2.2861e-05 1 0.022838 1 0.0043257 0.74263 0.0010591 0.010491 0.070676 0.27812 0.27812 0.27812 0.27812 0.59654 0.59654 0.80531 0.80531 0.80531 0.89306 0.89306 0.96836 0.99553 0.99909
cl_mt_pol_c 1.7712 0.038544 0.021761 0.34381 5.482 0 0 1 1.7945e-34 -7.6549e-35 1.6426 1.6733 1.704 1.7348 1.7348 1.7348 1.7348 1.7655 1.7655 1.7963 1.7963 1.7963 1.7963 1.827 1.827 1.8578 1.8778 0.0024702 0.83809 0.0058157 0.83022 4.3301e-06 0.74263 0.0043257 0.74263 0.0014857 1 0.0010665 0.010564 0.071167 0.28005 0.28005 0.28005 0.28005 0.61646 0.61646 0.84965 0.84965 0.84965 0.84965 0.95132 0.95132 0.99592 0.99917
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0
fl_z_sig = 0.1
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 3.176728 seconds.
Elapsed time is 0.483361 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 8.2867 0.16409 0.019802 2.5279 15.671 0 0 1 -8.4682e-35 2.374e-36 7.7886 7.9355 8.0306 8.0767 8.122 8.1666 8.1666 8.2103 8.2532 8.3371 8.4199 8.4605 8.5005 8.5005 8.5785 8.6543 8.7637 0.026926 1 0.064134 0.99942 5.3639e-05 0.99419 0.053585 0.99419 0.010495 0.89677 0.0011094 0.013368 0.054448 0.10534 0.1903 0.30866 0.30866 0.39246 0.53325 0.64733 0.78568 0.84254 0.9137 0.9137 0.96438 0.99311 0.99942
cl_mt_coh 5.9513 0.39107 0.065712 0.44365 53.722 0 0 1 -8.4682e-35 2.374e-36 4.8585 5.1595 5.3601 5.4605 5.5608 5.6612 5.6612 5.7615 5.8618 6.0625 6.2632 6.3635 6.4638 6.4638 6.6645 6.8652 7.1662 0.064134 0.99942 0.15294 1 0.00012798 0.9953 0.12785 0.9953 0.024957 0.89484 0.00095731 0.011972 0.050026 0.097934 0.17893 0.29318 0.29318 0.37506 0.5143 0.62906 0.77137 0.83093 0.90628 0.90628 0.96076 0.99224 0.99932
cl_mt_pol_a 0.0041707 0.0003288 0.078834 9.9839e-05 41.278 0 0 1 -8.4682e-35 2.374e-36 0.0032703 0.003473 0.0037172 0.0037868 0.0038564 0.003926 0.003926 0.0039955 0.0040651 0.0042043 0.004471 0.0045426 0.0046143 0.0046143 0.0047575 0.0049008 0.0051156 5.3639e-05 0.99419 0.00012798 0.9953 1.0811e-07 1 0.000108 1 1.9871e-05 0.84741 0.00091945 0.011499 0.049155 0.096562 0.17672 0.28977 0.28977 0.37079 0.50857 0.62214 0.7671 0.82777 0.90451 0.90451 0.96001 0.99208 0.99929
cl_mt_pol_k 4.1666 0.32847 0.078834 0.099739 7.2964 0 0 1 -8.4682e-35 -2.3399e-34 3.2671 3.4695 3.7135 3.783 3.8525 3.922 3.922 3.9915 4.0611 4.2001 4.4665 4.5381 4.6097 4.6097 4.7528 4.8959 5.1105 0.053585 0.99419 0.12785 0.9953 0.000108 1 0.10789 1 0.019851 0.84741 0.00091945 0.011499 0.049155 0.096562 0.17672 0.28977 0.28977 0.37079 0.50857 0.62214 0.7671 0.82777 0.90451 0.90451 0.96001 0.99208 0.99929
cl_mt_pol_c 1.7805 0.071318 0.040054 0.34381 5.5246 0 0 1 -8.4682e-35 2.374e-36 1.5881 1.6122 1.6737 1.6737 1.7044 1.7352 1.7352 1.7635 1.7922 1.7967 1.8275 1.8496 1.8496 1.8582 1.907 1.9644 2.0218 0.010495 0.89677 0.024957 0.89484 1.9871e-05 0.84741 0.019851 0.84741 0.0050863 1 0.001046 0.010854 0.093553 0.093553 0.18413 0.30117 0.30117 0.38413 0.52117 0.66381 0.78592 0.85798 0.85798 0.91041 0.96252 0.99309 0.99915
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0
fl_z_sig = 0.3
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 3.976500 seconds.
Elapsed time is 0.849600 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 8.2394 0.46226 0.056104 2.3985 15.889 0 0 1 2.0452e-34 1.5961e-34 6.8769 7.2001 7.4893 7.6502 7.7519 7.8503 7.8986 8.0385 8.2141 8.4215 8.5386 8.6139 8.7243 8.831 9.0001 9.3432 9.7354 0.21368 1 0.51502 0.99402 0.011713 0.28072 0.41811 0.99324 0.085193 0.98041 0.00086813 0.009868 0.047592 0.096046 0.14475 0.20171 0.23368 0.3402 0.48613 0.6536 0.73983 0.78626 0.84716 0.89363 0.94441 0.98885 0.999
cl_mt_coh 6.0994 1.1208 0.18376 0.44365 56.558 0 0 1 2.0452e-34 1.5961e-34 3.4498 3.9508 4.4518 4.7524 4.9528 5.1533 5.2535 5.5541 5.9549 6.4559 6.7565 6.9569 7.2576 7.5582 8.0592 9.1614 10.564 0.51502 0.99402 1.2563 1 0.034026 0.33633 1.016 0.99543 0.20621 0.97873 0.00057729 0.0071037 0.036676 0.076769 0.11848 0.1687 0.19743 0.29561 0.43609 0.60571 0.69691 0.74727 0.81502 0.86824 0.92848 0.98449 0.99847
cl_mt_pol_a 0.01268 0.090262 7.1184 9.9839e-05 43.024 0 0 1 2.0452e-34 8.9876e-35 0.0021816 0.0025789 0.0029966 0.003199 0.0033339 0.0035737 0.0036432 0.0038517 0.0041297 0.0046086 0.0048232 0.0049663 0.0053287 0.0055494 0.0059173 0.28757 1.4602 0.011713 0.28072 0.034026 0.33633 0.0081473 1 0.020869 0.25389 0.0050096 0.29525 0.00017416 0.002198 0.011565 0.024546 0.03805 0.054599 0.06418 0.096932 0.1438 0.20204 0.23336 0.25065 0.27458 0.29337 0.31465 0.41404 0.87217
cl_mt_pol_k 4.3042 0.91065 0.21157 0.099739 7.2722 0 0 1 2.0452e-34 1.5274e-34 2.1794 2.5763 2.9936 3.1958 3.3305 3.5702 3.6396 3.8478 4.1255 4.604 4.8184 4.9613 5.3233 5.5438 5.9113 6.6796 6.7455 0.41811 0.99324 1.016 0.99543 0.020869 0.25389 0.82929 1 0.16587 0.96893 0.00051256 0.0064689 0.034035 0.07224 0.11198 0.16069 0.18889 0.28528 0.4232 0.59462 0.68678 0.73767 0.8081 0.86341 0.92603 0.9863 0.9987
cl_mt_pol_c 1.7826 0.18798 0.10545 0.34381 6.9682 0 0 1 2.0452e-34 1.5961e-34 1.2682 1.3787 1.488 1.5535 1.5862 1.6102 1.641 1.7024 1.79 1.8473 1.9047 1.9333 1.962 2.0088 2.1153 2.2483 2.445 0.085193 0.98041 0.20621 0.97873 0.0050096 0.29525 0.16587 0.96893 0.035336 1 0.00073647 0.0086713 0.049084 0.088075 0.14493 0.17506 0.22953 0.32196 0.49071 0.63538 0.73599 0.78629 0.82992 0.88398 0.94128 0.98729 0.9991
Simulate Model with schok persistence = 0.5
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(2))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_ipwkz/paramfunc/html/ffs_ipwkz_set_default_param.html ffs_ipwkz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(2); param_map('fl_z_sig') = fl_z_sig; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkz_get_funcgrid.html ffs_ipwkz_get_funcgrid> [armt_map, func_map] = ffs_ipwkz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkz_vf_vecsv.html ff_ipwkz_vf_vecsv> result_map = ff_ipwkz_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
fl_z_rho = 0.5
fl_z_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 3.805125 seconds.
Elapsed time is 0.494659 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 8.3139 0.16355 0.019671 2.4237 15.7 0 0 1 -1.8376e-20 -7.1292e-21 7.8895 7.9856 8.063 8.1085 8.1552 8.1709 8.1997 8.231 8.3015 8.359 8.4315 8.4627 8.4929 8.5482 8.6092 8.7016 8.798 0.026748 1 0.0548 0.97979 4.5665e-05 0.96575 0.045619 0.96575 0.0091357 0.89577 0.0010133 0.0097676 0.051722 0.10165 0.15381 0.19997 0.27178 0.34524 0.50974 0.64989 0.74796 0.79821 0.8464 0.90346 0.94835 0.98949 0.99895
cl_mt_coh 5.9299 0.34198 0.057671 0.44365 53.367 0 0 1 -1.0199e-20 1.1059e-19 5.1546 5.3551 5.4553 5.5555 5.6558 5.6558 5.6558 5.756 5.8562 5.9565 6.1569 6.2572 6.3574 6.4576 6.5579 6.7583 6.9588 0.0548 0.97979 0.11695 1 9.8326e-05 0.99447 0.098228 0.99447 0.018627 0.87342 0.0013928 0.023178 0.072946 0.13652 0.26418 0.26418 0.26418 0.42199 0.5329 0.64115 0.74004 0.81136 0.86709 0.92504 0.95796 0.99325 0.99938
cl_mt_pol_a 0.0041493 0.00028912 0.069678 9.9839e-05 41.98 0 0 1 -1.0199e-20 1.3028e-19 0.0035747 0.0037137 0.0037832 0.0038527 0.0039222 0.0039222 0.0039222 0.0039917 0.0040612 0.0041307 0.0043952 0.0044667 0.0045383 0.0046098 0.0046814 0.0048245 0.0049676 4.5665e-05 0.96575 9.8326e-05 0.99447 8.3589e-08 1 8.3505e-05 1 1.4738e-05 0.81744 0.0013707 0.022961 0.072287 0.1353 0.26182 0.26182 0.26182 0.41822 0.52815 0.63542 0.73479 0.80755 0.86441 0.92353 0.95712 0.99311 0.99937
cl_mt_pol_k 4.1452 0.28883 0.069678 0.099739 8.2774 0 0 1 -1.0199e-20 1.2743e-20 3.5711 3.71 3.7794 3.8489 3.9183 3.9183 3.9183 3.9877 4.0572 4.1266 4.3908 4.4623 4.5337 4.6052 4.6767 4.8197 4.9626 0.045619 0.96575 0.098228 0.99447 8.3505e-05 1 0.083422 1 0.014723 0.81744 0.0013707 0.022961 0.072287 0.1353 0.26182 0.26182 0.26182 0.41822 0.52815 0.63542 0.73479 0.80755 0.86441 0.92353 0.95712 0.99311 0.99937
cl_mt_pol_c 1.7806 0.06236 0.035022 0.34381 5.4881 0 0 1 -1.0199e-20 1.1059e-19 1.5799 1.6414 1.6721 1.7028 1.7336 1.7336 1.7336 1.7643 1.7904 1.795 1.8257 1.8257 1.8478 1.8564 1.8765 1.9338 1.9912 0.0091357 0.89577 0.018627 0.87342 1.4738e-05 0.81744 0.014723 0.81744 0.0038887 1 0.0010893 0.023444 0.074465 0.13938 0.27029 0.27029 0.27029 0.47514 0.5431 0.65631 0.81991 0.81991 0.87514 0.92857 0.95994 0.99356 0.99941
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0.5
fl_z_sig = 0.1
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 4.379608 seconds.
Elapsed time is 0.557612 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 8.3226 0.31037 0.037292 2.2648 15.777 0 0 1 -1.9842e-34 3.88e-34 7.4094 7.6062 7.8097 7.9382 8.0014 8.0624 8.1089 8.1976 8.3249 8.4489 8.54 8.5883 8.6494 8.7254 8.8352 9.0495 9.2773 0.096329 1 0.19335 0.97811 0.00015808 0.75476 0.15744 0.97125 0.035751 0.95608 0.00091865 0.0095992 0.047976 0.1032 0.14376 0.18974 0.25087 0.33773 0.49469 0.64424 0.74102 0.79091 0.84508 0.89647 0.9473 0.98919 0.99888
cl_mt_coh 6.0062 0.63691 0.10604 0.44365 53.869 0 0 1 -5.9373e-34 7.6239e-34 4.3528 4.6535 5.0545 5.255 5.3552 5.4554 5.5557 5.6559 5.9566 6.2573 6.4578 6.558 6.6583 6.8587 7.0592 7.6606 8.262 0.19335 0.97811 0.40566 1 0.0003337 0.77641 0.33191 0.99775 0.073417 0.95676 0.00085471 0.0089909 0.052038 0.10746 0.14741 0.18426 0.25893 0.31253 0.48109 0.63759 0.75052 0.79928 0.84306 0.90248 0.94184 0.98813 0.99897
cl_mt_pol_a 0.0042237 0.00067481 0.15977 9.9839e-05 43.359 0 0 1 -5.9373e-34 4.4538e-34 0.00293 0.0031324 0.0034023 0.0036443 0.0037138 0.0037833 0.0038528 0.0039223 0.0041308 0.0044668 0.0046099 0.0046815 0.004753 0.0048961 0.0050393 0.0056246 0.0060662 0.00015808 0.75476 0.0003337 0.77641 4.5537e-07 1 0.00027414 0.77781 5.9106e-05 0.727 0.00083931 0.0085866 0.046925 0.10439 0.14378 0.18012 0.25376 0.30662 0.47169 0.63082 0.74545 0.79495 0.83939 0.89972 0.93952 0.98746 0.99877
cl_mt_pol_k 4.2189 0.52229 0.1238 0.099739 9.3764 0 0 1 -5.9373e-34 2.51e-35 2.9271 3.1293 3.3989 3.6406 3.7101 3.7795 3.8489 3.9184 4.1267 4.4624 4.6053 4.6768 4.7483 4.8913 5.0342 5.619 6.0601 0.15744 0.97125 0.33191 0.99775 0.00027414 0.77781 0.27279 1 0.058843 0.93512 0.00083943 0.0085878 0.046932 0.1044 0.1438 0.18014 0.25379 0.30666 0.47176 0.63091 0.74556 0.79506 0.83952 0.89985 0.93966 0.9876 0.99892
cl_mt_pol_c 1.7831 0.12048 0.067567 0.34381 5.5397 0 0 1 -5.9373e-34 7.6239e-34 1.4556 1.5211 1.5867 1.6194 1.6414 1.6721 1.7029 1.7336 1.7905 1.8192 1.8478 1.8765 1.9052 1.9561 1.9913 2.0773 2.1958 0.035751 0.95608 0.073417 0.95676 5.9106e-05 0.727 0.058843 0.93512 0.014515 1 0.0017183 0.0098956 0.047382 0.094818 0.13606 0.18833 0.27094 0.3613 0.49951 0.62552 0.72933 0.80827 0.85208 0.89354 0.94722 0.99148 0.9991
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0.5
fl_z_sig = 0.3
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 4.044425 seconds.
Elapsed time is 0.889769 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 8.1599 0.95461 0.11699 1.4604 16.123 0 0 1 -7.0593e-35 1.2204e-26 5.4976 6.0457 6.6317 6.9454 7.1753 7.3531 7.5089 7.7611 8.1287 8.4962 8.7892 8.9589 9.1429 9.398 9.7783 10.49 11.306 0.91129 1 1.9584 0.96004 0.19994 0.35938 1.4396 0.95626 0.31884 0.98294 0.00066587 0.0074683 0.03964 0.080557 0.12502 0.168 0.21638 0.30729 0.45418 0.60637 0.71348 0.7683 0.82249 0.87883 0.93752 0.98677 0.99859
cl_mt_coh 6.4268 2.1369 0.33249 0.44365 57.597 0 0 1 8.3972e-35 1.2204e-26 2.449 3.0507 3.6523 4.0534 4.3542 4.655 4.8555 5.3569 6.0588 6.8609 7.5628 7.9639 8.5655 9.2674 10.471 13.178 16.788 1.9584 0.96004 4.5662 1 0.63499 0.5099 3.2193 0.95533 0.71184 0.98037 0.0004686 0.0055982 0.028545 0.059335 0.090237 0.13267 0.16313 0.25 0.38213 0.53227 0.64663 0.70175 0.77324 0.83758 0.91015 0.97843 0.99723
cl_mt_pol_a 0.1475 0.58278 3.9511 9.9839e-05 47.396 0 0 1 8.3972e-35 1.0373e-34 0.0013991 0.0018671 0.0023097 0.0026458 0.0029309 0.0031334 0.0033358 0.0037149 0.0043251 0.0051111 0.0057737 0.0063121 0.0072201 0.16405 1.0444 3.0115 5.9848 0.19994 0.35938 0.63499 0.5099 0.33963 1 0.21566 0.23466 0.079699 0.40247 1.0874e-05 0.00014357 0.00069967 0.0016438 0.0025656 0.0037768 0.0047211 0.0072431 0.011157 0.016078 0.019765 0.021614 0.023872 0.034156 0.22418 0.70713 0.95146
cl_mt_pol_k 4.4764 1.577 0.3523 0.099739 15.127 0 0 1 8.3972e-35 3.6416e-19 1.3977 1.8652 2.3073 2.6432 2.928 3.1302 3.2944 3.7112 4.2669 4.8213 5.4001 5.6943 5.9885 6.5326 7.2884 9.1742 11.517 1.4396 0.95626 3.2193 0.95533 0.21566 0.23466 2.487 1 0.51668 0.9642 0.00035794 0.0047262 0.023032 0.054112 0.085092 0.12502 0.15242 0.24518 0.36384 0.52202 0.63752 0.69375 0.76182 0.83097 0.90655 0.97728 0.99725
cl_mt_pol_c 1.803 0.33979 0.18847 0.34381 8.2693 0 0 1 8.3972e-35 1.2204e-26 1.041 1.1447 1.3031 1.3905 1.4561 1.519 1.5544 1.6419 1.7649 1.9058 2.01 2.09 2.1699 2.2661 2.4219 2.7174 3.046 0.31884 0.98294 0.71184 0.98037 0.079699 0.40247 0.51668 0.9642 0.11546 1 0.0009964 0.0061102 0.03411 0.071456 0.11767 0.15982 0.20292 0.28906 0.43689 0.59279 0.69362 0.75497 0.81157 0.86448 0.92969 0.98485 0.99825
Simulate Model with schok persistence = 0.99 (very persistent)
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(3))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_ipwkz/paramfunc/html/ffs_ipwkz_set_default_param.html ffs_ipwkz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_ipwkz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(3); param_map('fl_z_sig') = fl_z_sig; % 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_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_ipwkz_get_funcgrid.html ffs_ipwkz_get_funcgrid> [armt_map, func_map] = ffs_ipwkz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_ipwkz_vf_vecsv.html ff_ipwkz_vf_vecsv> result_map = ff_ipwkz_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; clear all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0.99
fl_z_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 4.060900 seconds.
Elapsed time is 0.723956 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 6.9678 5.4175 0.7775 -8.5225 20.417 0 0.10952 0.89048 1.0693e-35 -5.0299e-37 -5.8886 -4.9496 -2.5414 -0.62392 1.0052 2.5873 3.072 4.8579 7.0874 9.2168 10.963 11.518 12.75 14.386 16.077 18.047 19.092 29.349 1 20.69 0.88941 0.021636 0.079962 15.788 0.88389 4.8812 0.90374 -0.0055547 -0.0097337 -0.028498 -0.03681 -0.032359 -0.01616 -0.00064597 0.05934 0.19063 0.378 0.51428 0.58633 0.67601 0.77024 0.87643 0.9732 1
cl_mt_coh 6.5247 4.2941 0.65813 0.44365 57.552 0 0 1 -6.8766e-35 4.8763e-36 1.4455 1.4455 2.1469 2.6478 2.9484 3.0486 3.5495 4.1507 5.353 6.8558 8.0581 9.06 10.262 12.266 15.372 22.285 26.894 20.69 0.88941 18.439 1 0.025094 0.11701 14.152 0.99957 4.2626 0.99567 0.0024878 0.0024878 0.016938 0.032776 0.056491 0.076432 0.10196 0.1621 0.27829 0.41024 0.52399 0.59382 0.6627 0.7501 0.85196 0.96207 1
cl_mt_pol_a 0.0066668 0.049944 7.4915 9.9839e-05 49.486 0 0 1 -6.8766e-35 -4.2214e-36 0.00076694 0.00076694 0.0013139 0.0016745 0.0019246 0.00199 0.0023893 0.0028614 0.0037122 0.0048934 0.0058429 0.0066521 0.0076084 0.0092267 0.011581 0.018782 0.67516 0.021636 0.079962 0.025094 0.11701 0.0024944 1 0.017687 0.10741 0.0049128 0.098664 0.0012918 0.0012918 0.0095202 0.018694 0.033965 0.046507 0.0638 0.10605 0.17689 0.27097 0.35126 0.40252 0.45167 0.51267 0.59877 0.67321 0.80631
cl_mt_pol_k 4.6249 3.297 0.71288 0.099739 31.092 0 0 1 -6.8766e-35 3.9577e-35 0.76617 0.76617 1.3126 1.6728 1.9227 1.988 2.38 2.8062 3.7085 4.8191 5.7635 6.6454 7.4538 9.144 11.361 16.713 20.274 15.788 0.88389 14.152 0.99957 0.017687 0.10741 10.87 1 3.2637 0.99291 0.0018602 0.0018602 0.013726 0.027014 0.049062 0.067124 0.090634 0.14555 0.25535 0.3888 0.50453 0.58186 0.64609 0.73553 0.84331 0.95953 1
cl_mt_pol_c 1.8932 0.99698 0.52663 0.34381 9.8131 0 0 1 -6.8766e-35 9.649e-36 0.67861 0.67861 0.83449 0.95423 1.047 1.1207 1.1978 1.324 1.6407 1.9904 2.2771 2.4612 2.7541 3.2068 3.9937 5.5181 6.6 4.8812 0.90374 4.2626 0.99567 0.0049128 0.098664 3.2637 0.99291 0.99397 1 0.0040251 0.0040251 0.021649 0.05403 0.073736 0.10384 0.13479 0.19683 0.32072 0.47496 0.571 0.63017 0.70162 0.78046 0.87144 0.9679 1
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0.99
fl_z_sig = 0.1
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 5.212228 seconds.
Elapsed time is 1.489879 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 3.7749 9.5426 2.5279 -14.702 24.211 0 0.40886 0.59114 1.9436e-35 0.00021862 -13.995 -13.311 -11.418 -9.4887 -7.0153 -4.5459 -3.938 -1.0357 3.4102 7.5552 11.081 12.478 14.764 17.572 20.338 23.037 24.209 91.062 1 86.824 0.76127 2.5025 0.19339 64.75 0.76028 19.571 0.74845 -0.02703 -0.047244 -0.17703 -0.30626 -0.4524 -0.52683 -0.57329 -0.60955 -0.54167 -0.32808 -0.075619 0.068316 0.26385 0.46719 0.70824 0.93924 0.99733
cl_mt_coh 8.3273 11.952 1.4352 0.44365 70.5 0 0 1 -6.0159e-35 0.00021862 0.64409 0.64409 0.94476 1.1452 1.4459 1.5461 1.947 2.3479 3.8512 6.1564 9.1631 11.268 14.976 20.989 33.918 62.983 70.299 86.824 0.76127 142.85 1 4.7978 0.29603 105.91 0.99293 32.135 0.9812 0.001014 0.001014 0.0074342 0.015402 0.023674 0.030626 0.045078 0.0617 0.12613 0.20818 0.29768 0.35407 0.43403 0.53648 0.69483 0.92853 0.99648
cl_mt_pol_a 0.25197 1.356 5.3816 8.1767e-05 51.198 0 0 1 1.9436e-35 1.6389e-35 0.00015807 0.00022814 0.00046928 0.00068653 0.00082029 0.0011519 0.0012705 0.0019251 0.0031573 0.0058972 0.01062 0.016822 0.024425 0.071579 0.91347 6.8713 16.966 2.5025 0.19339 4.7978 0.29603 1.8388 1 2.2968 0.18978 0.66218 0.1782 3.3465e-06 9.7761e-06 8.0355e-05 0.00017834 0.00039728 0.00064412 0.00086817 0.0014148 0.0028586 0.0055959 0.0086584 0.011326 0.015437 0.025335 0.084822 0.54866 0.92208
cl_mt_pol_k 5.8476 8.9248 1.5262 0.019902 49.95 0 0 1 1.0021e-14 0.00019013 0.12293 0.15791 0.36458 0.46882 0.68585 0.81947 1.054 1.4833 2.4493 4.3345 6.2616 8.1163 10.04 15.551 25.418 48.683 49.776 64.75 0.76028 105.91 0.99293 2.2968 0.18978 79.652 1 23.964 0.97988 0.00015327 0.00030737 0.002853 0.005519 0.010357 0.019782 0.025058 0.046104 0.095404 0.17912 0.26788 0.3294 0.40704 0.51446 0.67744 0.91725 0.99608
cl_mt_pol_c 2.2278 2.7402 1.23 0.34381 21.609 0 0 1 -7.9596e-35 0.00021862 0.48603 0.49915 0.55897 0.60759 0.67877 0.72582 0.79174 0.92064 1.2589 1.7616 2.3638 2.9264 3.6073 4.9214 7.4697 14.174 21.547 19.571 0.74845 32.135 0.9812 0.66218 0.1782 23.964 0.97988 7.5089 1 0.0012637 0.0028972 0.01415 0.033676 0.0487 0.061111 0.070638 0.10864 0.19108 0.28394 0.37456 0.43313 0.50949 0.60069 0.73526 0.92111 0.99597
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_rho = 0.99
fl_z_sig = 0.3
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 8.194679 seconds.
Warning: The shifted operator is close to singular or badly scaled. RCOND =
9.470782e-17. Consider using a different value for sigma.
Elapsed time is 7.616139 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 -7.1398 12.459 -1.745 -16.69 27.766 0 0.77443 0.22557 -1.7334e-19 0.0039223 -16.389 -16.381 -16.363 -16.325 -16.239 -16.04 -16.04 -15.536 -14.005 -10.107 -3.1304 4.3715 8.2172 15.542 22.752 25.901 27.766 155.23 1 248.02 0.77705 34.501 0.46673 116.96 0.80536 96.56 0.52551 0.01762 0.055525 0.12789 0.25031 0.43322 0.67254 0.67254 0.92969 1.1775 1.3537 1.4309 1.4271 1.3845 1.3005 1.1723 1.0311 1
cl_mt_coh 9.7577 25.619 2.6255 0.44365 197.3 0 0 1 -1.703e-18 0.0039223 0.54373 0.54373 0.54373 0.54373 0.54373 0.54373 0.54373 0.54373 0.64381 1.0441 3.0457 6.1481 14.254 32.068 61.892 107.53 197.3 248.02 0.77705 656.32 1 47.376 0.31169 267.95 0.89728 341 0.90252 0.026558 0.026558 0.026558 0.026558 0.026558 0.026558 0.026558 0.026558 0.030956 0.040144 0.058751 0.081218 0.12956 0.24365 0.48066 0.84199 1
cl_mt_pol_a 1.8995 5.9331 3.1235 6.3695e-05 53.742 0 0 1 -9.3011e-21 5.5818e-22 0.00011215 0.00011215 0.00011215 0.00022801 0.0003855 0.00081944 0.0042937 0.048828 0.055859 0.062829 0.075622 0.13164 0.72784 4.5265 15.938 29.034 39.512 34.501 0.46673 47.376 0.31169 35.201 1 10.379 0.15007 1.7953 0.020518 3.6909e-06 3.6909e-06 3.6909e-06 1.0646e-05 1.78e-05 3.4242e-05 8.9193e-05 0.0019061 0.0080843 0.011616 0.016308 0.016946 0.027555 0.084826 0.33724 0.82007 0.98063
cl_mt_pol_k 4.2641 11.656 2.7336 4.4365e-07 49.95 0 0 1 -1.0611e-18 0.019316 5.5915e-05 5.5915e-05 5.5915e-05 5.5915e-05 0.0011948 0.0041602 0.0041602 0.02459 0.1001 0.38511 0.81862 1.5529 5.1438 11.384 46.279 49.95 49.95 116.96 0.80536 267.95 0.89728 10.379 0.15007 135.87 1 121.7 0.70791 1.4335e-06 1.4335e-06 1.4335e-06 1.4335e-06 2.4084e-05 0.00012913 0.00012913 0.00083055 0.003904 0.011168 0.021623 0.037894 0.070495 0.14597 0.41999 1 1
cl_mt_pol_c 3.5941 14.748 4.1034 0.34381 148.88 0 0 1 5.063e-21 0.0039223 0.44351 0.44351 0.44351 0.44351 0.44351 0.47674 0.47674 0.48781 0.49892 0.59649 0.93314 1.3937 2.2233 4.2438 15.262 57.049 148.88 96.56 0.52551 341 0.90252 1.7953 0.020518 121.7 0.70791 217.5 1 0.014544 0.014544 0.014544 0.014544 0.022258 0.037341 0.037341 0.063093 0.071273 0.087668 0.10756 0.12362 0.14796 0.19127 0.28174 0.68252 1