def simBirth(self, which_agents):
"""
Makes new Markov consumer by drawing initial normalized assets, permanent income levels, and
discrete states. Calls IndShockConsumerType.simBirth, then draws from initial Markov distribution.
Parameters
----------
which_agents : np.array(Bool)
Boolean array of size self.AgentCount indicating which agents should be "born".
Returns
-------
None
"""
IndShockConsumerType.simBirth(
self, which_agents
) # Get initial assets and permanent income
if (
not self.global_markov
): # Markov state is not changed if it is set at the global level
N = np.sum(which_agents)
base_draws = Uniform(seed=self.RNG.randint(0, 2 ** 31 - 1)).draw(N)
Cutoffs = np.cumsum(np.array(self.MrkvPrbsInit))
self.shocks["MrkvNow"][which_agents] = np.searchsorted(
Cutoffs, base_draws
).astype(int)
def simBirth(self, which_agents):
'''
Create new agents to replace ones who have recently died; takes draws of
initial aNrm and pLvl, as in ConsIndShockModel, then sets Share and Adjust
to zero as initial values.
Parameters
----------
which_agents : np.array
Boolean array of size AgentCount indicating which agents should be "born".
Returns
-------
None
'''
IndShockConsumerType.simBirth(self, which_agents)
self.ShareNow[which_agents] = 0.
self.AdjustNow[which_agents] = False
def simBirth(self, which_agents):
"""
Create new agents to replace ones who have recently died; takes draws of
initial aNrm and pLvl, as in ConsIndShockModel, then sets Share and Adjust
to zero as initial values.
Parameters
----------
which_agents : np.array
Boolean array of size AgentCount indicating which agents should be "born".
Returns
-------
None
"""
IndShockConsumerType.simBirth(self, which_agents)
self.controls['ShareNow'][which_agents] = 0
# here a shock is being used as a 'post state'
self.shocks['AdjustNow'][which_agents] = False
def test_getShocks(self):
agent = IndShockConsumerType(
AgentCount = 2,
T_sim = 10
)
agent.solve()
agent.initializeSim()
agent.simBirth(np.array([True,False]))
agent.simOnePeriod()
agent.simBirth(np.array([False,True]))
agent.getShocks()
self.assertEqual(agent.PermShkNow[0],
1.0050166461586711)
self.assertEqual(agent.PermShkNow[1],
1.0050166461586711)
self.assertEqual(agent.TranShkNow[0],
1.1176912196531754)
class testIndShockConsumerType(unittest.TestCase):
def setUp(self):
self.agent = IndShockConsumerType(AgentCount=2, T_sim=10)
self.agent.solve()
def test_getShocks(self):
self.agent.initializeSim()
self.agent.simBirth(np.array([True, False]))
self.agent.simOnePeriod()
self.agent.simBirth(np.array([False, True]))
self.agent.getShocks()
self.assertEqual(self.agent.shocks["PermShkNow"][0],
1.0427376294215103)
self.assertEqual(self.agent.shocks["PermShkNow"][1],
0.9278094171517413)
self.assertEqual(self.agent.shocks["TranShkNow"][0], 0.881761797501595)
def test_ConsIndShockSolverBasic(self):
LifecycleExample = IndShockConsumerType(**init_lifecycle)
LifecycleExample.cycles = 1
LifecycleExample.solve()
# test the solution_terminal
self.assertAlmostEqual(LifecycleExample.solution[10].cFunc(2).tolist(),
2)
self.assertAlmostEqual(LifecycleExample.solution[9].cFunc(1),
0.97769632)
self.assertAlmostEqual(LifecycleExample.solution[8].cFunc(1),
0.96624445)
self.assertAlmostEqual(LifecycleExample.solution[7].cFunc(1),
0.95691449)
self.assertAlmostEqual(LifecycleExample.solution[0].cFunc(1).tolist(),
0.87362789)
self.assertAlmostEqual(LifecycleExample.solution[1].cFunc(1).tolist(),
0.9081621)
self.assertAlmostEqual(LifecycleExample.solution[2].cFunc(1).tolist(),
0.9563899)
solver = ConsIndShockSolverBasic(
LifecycleExample.solution[1],
LifecycleExample.IncomeDstn[0],
LifecycleExample.LivPrb[0],
LifecycleExample.DiscFac,
LifecycleExample.CRRA,
LifecycleExample.Rfree,
LifecycleExample.PermGroFac[0],
LifecycleExample.BoroCnstArt,
LifecycleExample.aXtraGrid,
LifecycleExample.vFuncBool,
LifecycleExample.CubicBool,
)
solver.prepareToSolve()
self.assertAlmostEqual(solver.DiscFacEff, 0.9503999999999999)
self.assertAlmostEqual(solver.PermShkMinNext, 0.850430160026919)
self.assertAlmostEqual(solver.cFuncNowCnst(4).tolist(), 4.0)
self.assertAlmostEqual(solver.prepareToCalcEndOfPrdvP()[0],
-0.2491750859108316)
self.assertAlmostEqual(solver.prepareToCalcEndOfPrdvP()[-1],
19.74982491408914)
EndOfPrdvP = solver.calcEndOfPrdvP()
self.assertAlmostEqual(EndOfPrdvP[0], 6622.251864311334)
self.assertAlmostEqual(EndOfPrdvP[-1], 0.026301061207747087)
solution = solver.makeBasicSolution(EndOfPrdvP, solver.aNrmNow,
solver.makeLinearcFunc)
solver.addMPCandHumanWealth(solution)
self.assertAlmostEqual(solution.cFunc(4).tolist(), 1.7391265696400773)
def test_simulated_values(self):
self.agent.initializeSim()
self.agent.simulate()
self.assertAlmostEqual(self.agent.MPCnow[1], 0.5711503906043797)
self.assertAlmostEqual(self.agent.aLvlNow[1], 0.18438326264597635)
class testIndShockConsumerType(unittest.TestCase):
def setUp(self):
self.agent = IndShockConsumerType(
AgentCount = 2,
T_sim = 10
)
self.agent.solve()
def test_getShocks(self):
self.agent.initializeSim()
self.agent.simBirth(np.array([True,False]))
self.agent.simOnePeriod()
self.agent.simBirth(np.array([False,True]))
self.agent.getShocks()
self.assertEqual(self.agent.PermShkNow[0],
1.0050166461586711)
self.assertEqual(self.agent.PermShkNow[1],
1.0050166461586711)
self.assertEqual(self.agent.TranShkNow[0],
1.1176912196531754)
def test_ConsIndShockSolverBasic(self):
LifecycleExample = IndShockConsumerType(
**Params.init_lifecycle)
LifecycleExample.cycles = 1
LifecycleExample.solve()
solver = ConsIndShockSolverBasic(LifecycleExample.solution[1],
LifecycleExample.IncomeDstn[0],
LifecycleExample.LivPrb[0],
LifecycleExample.DiscFac,
LifecycleExample.CRRA,
LifecycleExample.Rfree,
LifecycleExample.PermGroFac[0],
LifecycleExample.BoroCnstArt,
LifecycleExample.aXtraGrid,
LifecycleExample.vFuncBool,
LifecycleExample.CubicBool)
solver.prepareToSolve()
self.assertAlmostEqual(solver.DiscFacEff,
0.9503999999999999)
self.assertAlmostEqual(solver.PermShkMinNext,
0.850430160026919)
self.assertAlmostEqual(solver.cFuncNowCnst(4).tolist(),
4.0)
self.assertAlmostEqual(solver.prepareToCalcEndOfPrdvP()[0],
-0.2491750859108316)
self.assertAlmostEqual(solver.prepareToCalcEndOfPrdvP()[-1],
19.74982491408914)
EndOfPrdvP = solver.calcEndOfPrdvP()
self.assertAlmostEqual(EndOfPrdvP[0],
6622.251864311334)
self.assertAlmostEqual(EndOfPrdvP[-1],
0.026301061207747087)
solution = solver.makeBasicSolution(EndOfPrdvP,
solver.aNrmNow,
solver.makeLinearcFunc)
solver.addMPCandHumanWealth(solution)
self.assertAlmostEqual(solution.cFunc(4).tolist(),
1.7391265696400773)
def test_simulated_values(self):
self.agent.initializeSim()
self.agent.simulate()
print(self.agent.aLvlNow)
self.assertAlmostEqual(self.agent.MPCnow[1],
0.5535801655448935)
self.assertAlmostEqual(self.agent.aLvlNow[1],
0.18832361)
