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fsi_iwkz_ds_vecsv_shock.m
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fsi_iwkz_ds_vecsv_shock.m
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%% Test Shock Persistence and Variance (Risky + Safe Asets + Two-Step + Interpolated Distribution)
% *back to <https://fanwangecon.github.io Fan>'s
% <https://fanwangecon.github.io/CodeDynaAsset/ Dynamic Assets Repository>
% Table of Content.*
%
% @include
%
% * <https://fanwangecon.github.io/CodeDynaAsset/m_az/solvepost/html/ff_az_test_analyze.html ff_az_test_analyze>
% * <https://fanwangecon.github.io/CodeDynaAsset/m_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param>
%
% @seealso
%
% * _SPEED_ risky + safe (two-step interp) overall benchmark speed testing: <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_speed/html/fsi_iwkz_ds_vecsv_speed.html fsi_iwkz_ds_vecsv_speed>
% * _PREFERENCE_ risky + safe (two-step interp) preference testing: <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_pref/html/fsi_iwkz_ds_vecsv_pref.html fsi_iwkz_ds_vecsv_pref>
% * _PREFERENCE_ risky + safe (two-step interp) preference testing *cross*:
% <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_pref/html/fsi_iwkz_ds_vecsv_pref_cross.html fsi_iwkz_ds_vecsv_pref_cross>
% * _SHOCK_ risky + safe (two-step interp) shock testing: <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_shock/html/fsi_iwkz_ds_vecsv_shock.html fsi_iwkz_ds_vecsv_shock>
% * _SHOCK_ risky + safe (two-step interp) shock testing *cross*:
% <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_shock/html/fsi_iwkz_ds_vecsv_shock_cross.html fsi_iwkz_ds_vecsv_shock_cross>
% * _CAPITAL_ risky + safe (two-step interp) capital return testing: <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_prod/html/fsi_iwkz_ds_vecsv_prod.html fsi_iwkz_ds_vecsv_prod>
% * _CAPITAL_ risky + safe (two-step interp) capital return testing *cross*: <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_prod/html/fsi_iwkz_ds_vecsv_prod_cross.html fsi_iwkz_ds_vecsv_prod_cross>
% * _PRICE_ risky + safe (two-step interp) wage and interest rate testing *cross*: adjust wage and savings rate
% <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_price/html/fsi_iwkz_ds_vecsv_price_cross.html fsi_iwkz_ds_vecsv_price_cross>
% * _JOINT_ all parameters random draws joint test
% <https://fanwangecon.github.io/CodeDynaAsset/m_akz/test/ff_iwkz_ds_vecsv/test_joint/html/fsi_iwkz_ds_vecsv_joint_rand.html fsi_iwkz_ds_vecsv_joint_rand>
%
%% 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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param>
bl_input_override = true;
it_param_set = 9;
[param_map, support_map] = ffs_akz_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_akz_get_funcgrid.html ffs_akz_get_funcgrid>
[armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv>
result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
% Snap
snapnow;
end
% close all
close all;
%% 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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param>
bl_input_override = true;
it_param_set = 9;
[param_map, support_map] = ffs_akz_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_akz_get_funcgrid.html ffs_akz_get_funcgrid>
[armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv>
result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
% Snap
snapnow;
end
% close all
close all;
%% 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_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param>
bl_input_override = true;
it_param_set = 9;
[param_map, support_map] = ffs_akz_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_akz_get_funcgrid.html ffs_akz_get_funcgrid>
[armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv>
result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
% Snap
snapnow;
end
% close all
close all;
clear all;