Contents

function ff_rational_exp_interp(varargin)

Parameters

params_len = length(varargin);
if params_len > 2
    error('ff_defaultmap:Can only have 2 container map parameters');
end

% Defaults
param_map = containers.Map('KeyType','char', 'ValueType','any');
param_map('fl_crra') = 1.5;
param_map('c_min') = 0.001;
param_map('c_min_for_util') = 0.001;
param_map('c_gap') = 10^-3;
param_map('c_max') = 60;
param_map('it_rown') = 100;
param_map('st_single_double') = 'double';

support_map = containers.Map('KeyType','char', 'ValueType','any');
support_map('bl_display') = true;
support_map('bl_graph') = true;
support_map('bl_graph_onebyones') = true;
support_map('bl_time') = true;
support_map('bl_profile') = false;
support_map('st_profile_path') = [pwd '/profile'];
default_maps = {param_map, support_map};

% Parse Parameters
% see: C:\Users\fan\M4Econ\support\dtype\map_override.m
[default_maps{1:params_len}] = varargin{:};
param_map = [param_map; default_maps{1}];
support_map = [support_map; default_maps{2}];

params_group = values(param_map, {'fl_crra', 'c_min', 'c_min_for_util', 'c_gap', 'c_max'});
[fl_crra, c_min, c_min_for_util, c_gap, c_max] = params_group{:};
params_group = values(param_map, {'it_rown'});
[it_rown] = params_group{:};
params_group = values(param_map, {'st_single_double'});
[st_single_double] = params_group{:};

% support
params_group = values(support_map, {'bl_display', 'bl_graph', 'bl_graph_onebyones'});
[bl_display, bl_graph, bl_graph_onebyones] = params_group{:};
params_group = values(support_map, {'bl_time', 'bl_profile', 'st_profile_path'});
[bl_time, bl_profile, st_profile_path] = params_group{:};
% Profile On
if (bl_profile)
    close all;
    profile off;
    profile on;
end
if (bl_time); tic; end

Function Codes

Test Consumption Matrix

it_coln = round(((it_rown-1)*it_rown)/2 + it_rown);
mt_c = rand([it_rown, it_coln])*(c_max - c_min) + c_min;
if (strcmp(st_single_double, 'single'))
    mt_c = single(mt_c);
end

% Define CRRA Utility Function with Minimum Consumption
fu_c = @(c) (((c).^(1-fl_crra)-1)./(1-fl_crra));
fu_c_cmin = @(mt_c) (fu_c(mt_c).*(mt_c > c_min_for_util) + ...
    fu_c(c_min_for_util).*(mt_c <= c_min_for_util)) ;

% Exact Utility Evaluation at Full Grid
mt_fl_u_at_fullc = fu_c_cmin(mt_c);

% Interpolation Grid
fl_mt_c_min = min(mt_c, [], 'all');
fl_mt_c_max = max(mt_c, [], 'all');
it_interp_c_grid_n = (fl_mt_c_max-fl_mt_c_min)/c_gap;
ar_fl_c_grid = linspace(fl_mt_c_min, fl_mt_c_max, it_interp_c_grid_n);
if (strcmp(st_single_double, 'single'))
    ar_fl_c_grid = single(ar_fl_c_grid);
end
ar_fl_u_at_c_grid = fu_c_cmin(ar_fl_c_grid);

% Interpolation
f_grid_interpolant_near = griddedInterpolant(ar_fl_c_grid, ar_fl_u_at_c_grid(:), 'nearest');
f_grid_interpolant_linr = griddedInterpolant(ar_fl_c_grid, ar_fl_u_at_c_grid(:), 'linear');
f_grid_interpolant_spln = griddedInterpolant(ar_fl_c_grid, ar_fl_u_at_c_grid(:), 'spline');
if (bl_display)
    disp(f_grid_interpolant_near);
    disp(f_grid_interpolant_linr);
    disp(f_grid_interpolant_spln);
end

ar_interp_gridded_near = f_grid_interpolant_near(mt_c);
ar_interp_gridded_linr = f_grid_interpolant_linr(mt_c);
ar_interp_gridded_spln = f_grid_interpolant_spln(mt_c);

% Graphing Comparison
if (bl_graph)

    if (bl_graph_onebyones)
    else
        figure('PaperPosition', [0 0 17 12]);
    end

    for sub_j=1:1:6
        if (bl_graph_onebyones)
            figure('PaperPosition', [0 0 6 8]);
        else
            subplot(2,3,sub_j)
        end
        hold on;

        if (sub_j == 1)
            ar_divide_by = 0;
        else
            ar_divide_by = mt_fl_u_at_fullc(:);
        end

        if (sub_j <= 4)
            ar_x_vec = mt_fl_u_at_fullc(:);
        else
            ar_x_vec = 1:1:length(mt_fl_u_at_fullc(:));
        end

        g1 = scatter(ar_x_vec,  ar_interp_gridded_near(:)-ar_divide_by, 20, 'filled');
        g2 = scatter(ar_x_vec,  ar_interp_gridded_linr(:)-ar_divide_by, 20, 'filled');
        g3 = scatter(ar_x_vec,  ar_interp_gridded_spln(:)-ar_divide_by, 20, 'filled');
        legend([g1, g2, g3], {'near','linear','spline'}, 'Location','northwest',...
            'NumColumns',1,'FontSize',12,'TextColor','black');

        if (sub_j == 1)
            hline = refline([1 0]);
            hline.Color = 'k';
            hline.LineStyle = ':';
            hline.HandleVisibility = 'off';
            ylabel('Actual Utility Evaluated at c')
        else
            yline0 = yline(0);
            yline0.HandleVisibility = 'off';
            yline1 = yline(0.1);
            yline1.HandleVisibility = 'off';
            yline2 = yline(-0.1);
            yline2.HandleVisibility = 'off';

            if (sub_j == 2 || sub_j == 3 || sub_j == 4)
                ylabel('(Interpolated Util)/(Actual Util)')
            end
            if (sub_j == 5 || sub_j == 6)
                ylabel('(Interpolated Util) - (Actual Util)')
            end

            if (sub_j == 3)
                ylim([-0.1, 0.1])
            end
            if (sub_j == 4)
                ylim([-0.01, 0.01])
            end
            if (sub_j == 5)
                ylim([-0.1, 0.1])
            end
            if (sub_j == 6)
            end
        end

        grid on;
        grid minor;

        title(sprintf('griddedInterpolant: u approx, interp grid n=%d', it_interp_c_grid_n))
        xlabel('Approx U based on Interpolation')
    end
end

  griddedInterpolant with properties:

            GridVectors: {[1×59998 double]}
                 Values: [59998×1 double]
                 Method: 'nearest'
    ExtrapolationMethod: 'nearest'

  griddedInterpolant with properties:

            GridVectors: {[1×59998 double]}
                 Values: [59998×1 double]
                 Method: 'linear'
    ExtrapolationMethod: 'linear'

  griddedInterpolant with properties:

            GridVectors: {[1×59998 double]}
                 Values: [59998×1 double]
                 Method: 'spline'
    ExtrapolationMethod: 'spline'

Profiling

if (bl_profile)
    profile off
    profile viewer
    profsave(profile('info'), st_profile_path);
end
if (bl_time); toc; end

Elapsed time is 8.246185 seconds.

end

Published with MATLAB® R2019a