Esempio n. 1
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def test_run_SS(input_path, expected_path):
    # Test SS.run_SS function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', input_path))
    (income_tax_params, ss_params, iterative_params, chi_params,
     small_open_params, baseline, baseline_spending, baseline_dir) =\
        input_tuple
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon, Z,
     p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll, tau_bq, p.rho,
     p.omega_SS, p.budget_balance, alpha_T, p.debt_ratio_ss, tau_b, delta_tau,
     lambdas, imm_rates, p.e, retire, p.mean_income_data, h_wealth, p_wealth,
     m_wealth, p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.baseline_dir = baseline_dir
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(
        etr_params.reshape(p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(
        mtrx_params.reshape(p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(
        mtry_params.reshape(p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, ss_firm_r, ss_hh_r = small_open_params
    p.ss_firm_r = np.ones(p.T + p.S) * ss_firm_r
    p.ss_hh_r = np.ones(p.T + p.S) * ss_hh_r
    p.num_workers = 1
    test_dict = SS.run_SS(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', expected_path))

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['resource_constraint_error'], test_dict['T_Css']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        assert (np.allclose(test_dict[k], v))
Esempio n. 2
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def test_inner_loop():
    # Test SS.inner_loop function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
    (outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
    ss_params, income_tax_params, chi_params, small_open_params = params
    (bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    BQ = np.ones(p.J) * 0.00019646295986015257
    outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
    (euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
     new_w, new_T_H, new_Y, new_factor, new_BQ,
     average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
    test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w,
                  new_T_H, new_Y, new_factor, new_BQ,
                  average_income_model)

    expected_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))

    for i, v in enumerate(expected_tuple):
        assert(np.allclose(test_tuple[i], v, atol=1e-05))
Esempio n. 3
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def test_inner_loop():
    # Test SS.inner_loop function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
    (outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
    ss_params, income_tax_params, chi_params, small_open_params = params
    (bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    BQ = np.ones(p.J) * 0.00019646295986015257
    outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
    (euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
     new_w, new_T_H, new_Y, new_factor, new_BQ,
     average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
    test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w,
                  new_T_H, new_Y, new_factor, new_BQ,
                  average_income_model)

    expected_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))

    for i, v in enumerate(expected_tuple):
        assert(np.allclose(test_tuple[i], v, atol=1e-05))
Esempio n. 4
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def test_get_TR(baseline, budget_balance, baseline_spending, method,
                expected_TR):
    '''
    Test of the fiscal.get_TR() function.
    '''
    Y = 3.2
    TR = 1.5
    G = 0.0
    total_revenue = 1.9
    p = Specifications(baseline=baseline)
    p.budget_balance = budget_balance
    p.baseline_spending = baseline_spending
    if method == 'TPI':
        Y = np.ones(p.T * p.S) * Y
        TR = np.ones(p.T * p.S) * TR
        total_revenue = np.ones(p.T * p.S) * total_revenue
    test_TR = fiscal.get_TR(Y, TR, G, total_revenue, p, method)

    assert np.allclose(test_TR, expected_TR)
Esempio n. 5
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def test_SS_solver():
    # Test SS.SS_solver function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/SS_solver_inputs.pkl'))
    (b_guess_init, n_guess_init, rss, T_Hss, factor_ss, Yss, params,
     baseline, fsolve_flag, baseline_spending) = input_tuple
    (bssmat, nssmat, chi_params, ss_params, income_tax_params,
     iterative_params, small_open_params) = params

    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/SS_solver_outputs.pkl'))

    BQss = expected_dict['BQss']
    test_dict = SS.SS_solver(b_guess_init, n_guess_init, rss, BQss, T_Hss,
                             factor_ss, Yss, p, None, fsolve_flag)

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del expected_dict['Iss_total']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['K_d_ss'], test_dict['K_f_ss'], test_dict['D_d_ss']
    del test_dict['D_f_ss'], test_dict['I_d_ss']
    del test_dict['debt_service_f'], test_dict['new_borrowing_f']
    del test_dict['bqssmat'], test_dict['T_Css'], test_dict['Iss_total']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        print('Testing ', k)
        assert(np.allclose(test_dict[k], v))
Esempio n. 6
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 p3.b_ellipse, p3.upsilon) = ss_params
p3.Z = np.ones(p3.T + p3.S) * Z
p3.tau_bq = np.ones(p3.T + p3.S) * 0.0
p3.tau_payroll = np.ones(p3.T + p3.S) * tau_payroll
p3.alpha_T = np.ones(p3.T + p3.S) * alpha_T
p3.tau_b = np.ones(p3.T + p3.S) * tau_b
p3.delta_tau = np.ones(p3.T + p3.S) * delta_tau
p3.h_wealth = np.ones(p3.T + p3.S) * h_wealth
p3.p_wealth = np.ones(p3.T + p3.S) * p_wealth
p3.m_wealth = np.ones(p3.T + p3.S) * m_wealth
p3.retire = (np.ones(p3.T + p3.S) * retire).astype(int)
p3.lambdas = lambdas.reshape(p3.J, 1)
p3.imm_rates = imm_rates.reshape(1, p3.S)
p3.tax_func_type = 'DEP'
p3.baseline = False
p3.baseline_spending = True
p3.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
    income_tax_params
p3.etr_params = np.transpose(etr_params.reshape(
    p3.S, 1, etr_params.shape[-1]), (1, 0, 2))
p3.mtrx_params = np.transpose(mtrx_params.reshape(
    p3.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p3.mtry_params = np.transpose(mtry_params.reshape(
    p3.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p3.maxiter, p3.mindist_SS = iterative_params
p3.chi_b, p3.chi_n = chi_params
p3.small_open, firm_r, hh_r = small_open_params
p3.firm_r = np.ones(p3.T + p3.S) * firm_r
p3.hh_r = np.ones(p3.T + p3.S) * hh_r
p3.num_workers = 1
BQ3 = np.ones((p3.J)) * 0.00019646295986015257
Esempio n. 7
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def test_run_TPI():
    # Test TPI.run_TPI function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', 'run_TPI_inputs.pkl'))
    (income_tax_params, tpi_params, iterative_params, small_open_params,
     initial_values, SS_values, fiscal_params, biz_tax_params,
     output_dir, baseline_spending) = input_tuple
    tpi_params = tpi_params + [True]
    initial_values = initial_values + (0.0,)

    p = Specifications()
    (J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
     tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
     p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
     p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
     theta, p.baseline) = tpi_params

    new_param_values = {
        'J': J,
        'S': S,
        'T': T,
        'eta': (np.ones((S, J)) / (S * J))
    }
    # update parameters instance with new values for test
    p.update_specifications(new_param_values, raise_errors=False)
    (J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
     tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
     p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
     p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
     theta, p.baseline) = tpi_params
    p.eta = p.omega.reshape(T + S, S, 1) * lambdas.reshape(1, J)
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.small_open, ss_firm_r, ss_hh_r = small_open_params
    p.ss_firm_r = np.ones(p.T + p.S) * ss_firm_r
    p.ss_hh_r = np.ones(p.T + p.S) * ss_hh_r
    p.maxiter, p.mindist_SS, p.mindist_TPI = iterative_params
    (p.budget_balance, alpha_T, alpha_G, p.tG1, p.tG2, p.rho_G,
     p.debt_ratio_ss) = fiscal_params
    p.alpha_T = np.concatenate((alpha_T, np.ones(40) * alpha_T[-1]))
    p.alpha_G = np.concatenate((alpha_G, np.ones(40) * alpha_G[-1]))
    (tau_b, delta_tau) = biz_tax_params
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params, (1, 0, 2))[:p.T, :, :]
    p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))[:p.T, :, :]
    p.mtry_params = np.transpose(mtry_params, (1, 0, 2))[:p.T, :, :]
    p.lambdas = lambdas.reshape(p.J, 1)
    p.output = output_dir
    p.baseline_spending = baseline_spending
    p.frac_tax_payroll = 0.5 * np.ones(p.T + p.S)
    p.num_workers = 1
    (K0, b_sinit, b_splus1init, factor, initial_b, initial_n,
     p.omega_S_preTP, initial_debt, D0) = initial_values

    # Need to run SS first to get results
    ss_outputs = SS.run_SS(p, None)

    if p.baseline:
        utils.mkdirs(os.path.join(p.baseline_dir, "SS"))
        ss_dir = os.path.join(p.baseline_dir, "SS/SS_vars.pkl")
        with open(ss_dir, "wb") as f:
            pickle.dump(ss_outputs, f)
    else:
        utils.mkdirs(os.path.join(p.output_base, "SS"))
        ss_dir = os.path.join(p.output_base, "SS/SS_vars.pkl")
        with open(ss_dir, "wb") as f:
            pickle.dump(ss_outputs, f)

    test_dict = TPI.run_TPI(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', 'run_TPI_outputs.pkl'))

    # delete values key-value pairs that are not in both dicts
    del expected_dict['I_total']
    del test_dict['etr_path'], test_dict['mtrx_path'], test_dict['mtry_path']
    del test_dict['bmat_s']
    test_dict['b_mat'] = test_dict.pop('bmat_splus1')
    test_dict['REVENUE'] = test_dict.pop('total_revenue')
    test_dict['T_H'] = test_dict.pop('TR')
    test_dict['IITpayroll_revenue'] = (test_dict['REVENUE'][:160] -
                                       test_dict['business_revenue'])
    del test_dict['T_P'], test_dict['T_BQ'], test_dict['T_W']
    del test_dict['y_before_tax_mat'], test_dict['K_f'], test_dict['K_d']
    del test_dict['D_d'], test_dict['D_f']
    del test_dict['new_borrowing_f'], test_dict['debt_service_f']
    del test_dict['iit_revenue'], test_dict['payroll_tax_revenue']
    del test_dict['resource_constraint_error'], test_dict['T_C']
    del test_dict['r_gov'], test_dict['r_hh'], test_dict['tr_path']

    for k, v in expected_dict.items():
        try:
            assert(np.allclose(test_dict[k], v, rtol=1e-04, atol=1e-04))
        except ValueError:
            assert(np.allclose(test_dict[k], v[:p.T, :, :], rtol=1e-04,
                               atol=1e-04))
Esempio n. 8
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def test_run_TPI():
    # Test TPI.run_TPI function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/run_TPI_inputs.pkl'))
    (income_tax_params, tpi_params, iterative_params, small_open_params,
     initial_values, SS_values, fiscal_params, biz_tax_params,
     output_dir, baseline_spending) = input_tuple
    tpi_params = tpi_params + [True]
    initial_values = initial_values + (0.0,)

    p = Specifications()
    (J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
     tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
     p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
     p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
     theta, p.baseline) = tpi_params

    new_param_values = {
        'J': J,
        'S': S,
        'T': T
    }
    # update parameters instance with new values for test
    p.update_specifications(new_param_values, raise_errors=False)
    (J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
     tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
     p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
     p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
     theta, p.baseline) = tpi_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.small_open, ss_firm_r, ss_hh_r = small_open_params
    p.ss_firm_r = np.ones(p.T + p.S) * ss_firm_r
    p.ss_hh_r = np.ones(p.T + p.S) * ss_hh_r
    p.maxiter, p.mindist_SS, p.mindist_TPI = iterative_params
    (p.budget_balance, alpha_T, alpha_G, p.tG1, p.tG2, p.rho_G,
     p.debt_ratio_ss) = fiscal_params
    p.alpha_T = np.concatenate((alpha_T, np.ones(40) * alpha_T[-1]))
    p.alpha_G = np.concatenate((alpha_G, np.ones(40) * alpha_G[-1]))
    (tau_b, delta_tau) = biz_tax_params
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params, (1, 0, 2))[:p.T, :, :]
    p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))[:p.T, :, :]
    p.mtry_params = np.transpose(mtry_params, (1, 0, 2))[:p.T, :, :]
    p.lambdas = lambdas.reshape(p.J, 1)
    p.output = output_dir
    p.baseline_spending = baseline_spending
    p.num_workers = 1
    (K0, b_sinit, b_splus1init, factor, initial_b, initial_n,
     p.omega_S_preTP, initial_debt, D0) = initial_values

    # Need to run SS first to get results
    ss_outputs = SS.run_SS(p, None)

    if p.baseline:
        utils.mkdirs(os.path.join(p.baseline_dir, "SS"))
        ss_dir = os.path.join(p.baseline_dir, "SS/SS_vars.pkl")
        pickle.dump(ss_outputs, open(ss_dir, "wb"))
    else:
        utils.mkdirs(os.path.join(p.output_base, "SS"))
        ss_dir = os.path.join(p.output_base, "SS/SS_vars.pkl")
        pickle.dump(ss_outputs, open(ss_dir, "wb"))

    test_dict = TPI.run_TPI(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/run_TPI_outputs.pkl'))

    # delete values key-value pairs that are not in both dicts
    del test_dict['etr_path'], test_dict['mtrx_path'], test_dict['mtry_path']
    del test_dict['bmat_s']
    test_dict['b_mat'] = test_dict.pop('bmat_splus1')
    test_dict['REVENUE'] = test_dict.pop('total_revenue')
    test_dict['IITpayroll_revenue'] = (test_dict['REVENUE'][:160] -
                                       test_dict['business_revenue'])
    del test_dict['T_P'], test_dict['T_BQ'], test_dict['T_W']
    del test_dict['resource_constraint_error'], test_dict['T_C']
    del test_dict['r_gov'], test_dict['r_hh']

    for k, v in expected_dict.items():
        try:
            assert(np.allclose(test_dict[k], v, rtol=1e-04, atol=1e-04))
        except ValueError:
            assert(np.allclose(test_dict[k], v[:p.T, :, :], rtol=1e-04,
                               atol=1e-04))
Esempio n. 9
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def test_run_SS(input_path, expected_path):
    # Test SS.run_SS function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', input_path))
    (income_tax_params, ss_params, iterative_params, chi_params,
     small_open_params, baseline, baseline_spending, baseline_dir) =\
        input_tuple
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.baseline_dir = baseline_dir
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    test_dict = SS.run_SS(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', expected_path))

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['resource_constraint_error'], test_dict['T_Css']
    del test_dict['r_gov_ss'], test_dict['r_hh_ss']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        assert(np.allclose(test_dict[k], v))
Esempio n. 10
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 p3.b_ellipse, p3.upsilon) = ss_params
p3.Z = np.ones(p3.T + p3.S) * Z
p3.tau_bq = np.ones(p3.T + p3.S) * 0.0
p3.tau_payroll = np.ones(p3.T + p3.S) * tau_payroll
p3.alpha_T = np.ones(p3.T + p3.S) * alpha_T
p3.tau_b = np.ones(p3.T + p3.S) * tau_b
p3.delta_tau = np.ones(p3.T + p3.S) * delta_tau
p3.h_wealth = np.ones(p3.T + p3.S) * h_wealth
p3.p_wealth = np.ones(p3.T + p3.S) * p_wealth
p3.m_wealth = np.ones(p3.T + p3.S) * m_wealth
p3.retire = (np.ones(p3.T + p3.S) * retire).astype(int)
p3.lambdas = lambdas.reshape(p3.J, 1)
p3.imm_rates = imm_rates.reshape(1, p3.S)
p3.tax_func_type = 'DEP'
p3.baseline = False
p3.baseline_spending = True
p3.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
    income_tax_params
p3.etr_params = np.transpose(etr_params.reshape(
    p3.S, 1, etr_params.shape[-1]), (1, 0, 2))
p3.mtrx_params = np.transpose(mtrx_params.reshape(
    p3.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p3.mtry_params = np.transpose(mtry_params.reshape(
    p3.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p3.maxiter, p3.mindist_SS = iterative_params
p3.chi_b, p3.chi_n = chi_params
p3.small_open, firm_r, hh_r = small_open_params
p3.firm_r = np.ones(p3.T + p3.S) * firm_r
p3.hh_r = np.ones(p3.T + p3.S) * hh_r
p3.num_workers = 1
BQ3 = np.ones((p3.J)) * 0.00019646295986015257