pyplot.xlabel(state)
if __name__ == '__main__':
from dolo import yaml_import, approximate_controls
model = yaml_import('../../examples/global_models/capital.yaml')
dr = approximate_controls(model)
[y, x, parms] = model.read_calibration()
sigma = model.read_covariances()
from dolo.compiler.compiler_global import CModel
import numpy
cmodel = CModel(model)
s0 = numpy.atleast_2d(dr.S_bar).T
horizon = 50
simul = simulate(cmodel,
dr,
s0,
sigma,
n_exp=500,
parms=parms,
seed=1,
horizon=horizon)
from dolo.numeric.quantization import quantization_nodes
N = 80
[x, w] = quantization_nodes(N, sigma)
bounds[:, 1] += s0[1]
print('bounds')
print bounds
P = eigs[1]
sg = SmolyakGrid(bounds, 5, P)
[y, x, parms] = model.read_calibration()
xinit = dr(sg.grid)
sg.fit_values(xinit)
from dolo.compiler.compiler_global import CModel, time_iteration, deterministic_residuals
gc = CModel(model)
res = deterministic_residuals(sg.grid, xinit, sg, gc.f, gc.g, dr.sigma, parms)
n_e = 5
epsilons = np.zeros((1, n_e))
weights = np.ones(n_e) / n_e
dr_smol = time_iteration(sg.grid,
sg,
xinit,
gc.f,
gc.g,
parms,
epsilons,
weights,
