def test_D_G_path(baseline_spending, Y, TR, REVENUE, Gbaseline, D_expected,
G_expected):
p = Specifications()
new_param_values = {
'T': 320,
'S': 80,
'debt_ratio_ss': 1.2,
'tG1': 20,
'tG2': 256,
'alpha_T': [0.09],
'alpha_G': [0.05],
'rho_G': 0.1,
'g_y_annual': 0.03,
'budget_balance': False,
'baseline_spending': baseline_spending
}
p.update_specifications(new_param_values, raise_errors=False)
r_gov = np.ones(p.T + p.S) * 0.03
p.g_n = np.ones(p.T + p.S) * 0.02
D0 = 0.59
G0 = 0.05
dg_fixed_values = (Y, REVENUE, TR, D0, G0)
test_D, test_G = fiscal.D_G_path(r_gov, dg_fixed_values, Gbaseline, p)
assert np.allclose(test_D, D_expected)
assert np.allclose(test_G, G_expected)
def test_simple_eval():
specs = Specifications()
specs.T = 100
assert specs.simple_eval('T / 2') == 50
assert specs.simple_eval('T * 2') == 200
assert specs.simple_eval('T - 2') == 98
assert specs.simple_eval('T + 2') == 102
def test_implement_bad_reform2():
specs = Specifications()
# tG1 has an upper bound at T / 2
new_specs = {'T': 80, 'tax_func_type': 'not_a_functional_form'}
specs.update_specifications(new_specs, raise_errors=False)
assert len(specs.parameter_errors) > 0
assert specs.parameter_errors == "ERROR: tax_func_type value ['not_a_functional_form'] not in possible values ['DEP', 'DEP_totalinc', 'GS', 'linear']\n"
assert len(specs.parameter_warnings) == 0
def test_implement_reform():
specs = Specifications()
new_specs = {'tG1': 30, 'T': 80, 'frisch': 0.3, 'tax_func_type': 'DEP'}
specs.update_specifications(new_specs)
assert specs.frisch == 0.3
assert specs.tG1 == 30
assert specs.T == 80
assert specs.tax_func_type == 'DEP'
assert len(specs.parameter_errors) == 0
assert len(specs.parameter_warnings) == 0
def test_implement_bad_reform1():
specs = Specifications()
# tG1 has an upper bound at T / 2
new_specs = {
'tG1': 50,
'T': 80,
}
specs.update_specifications(new_specs, raise_errors=False)
assert len(specs.parameter_errors) > 0
assert specs.parameter_errors == 'ERROR: tG1 value 50 > max value 40.0\n'
assert len(specs.parameter_warnings) == 0
def test_get_biz_tax():
# Test function for business tax receipts
p = Specifications()
new_param_values = {
'tau_b': [0.20],
'delta_tau_annual': [0.06]
}
p.update_specifications(new_param_values)
p.T = 3
w = np.array([1.2, 1.1, 1.2])
Y = np.array([3.0, 7.0, 3.0])
L = np.array([2.0, 3.0, 2.0])
K = np.array([5.0, 6.0, 5.0])
biz_tax = tax.get_biz_tax(w, Y, L, K, p, 'TPI')
assert np.allclose(biz_tax, np.array([0.06, 0.668, 0.06]))
def test_resource_constraint():
"""
Test resource constraint equation.
"""
p = Specifications()
p.delta = 0.05
Y = np.array([48, 55, 2, 99, 8])
C = np.array([33, 44, 0.4, 55, 6])
G = np.array([4, 5, 0.01, 22, 0])
I = np.array([20, 5, 0.6, 10, 1])
K_f = np.array([0, 0, 0.2, 3, 0.05])
new_borrowing_f = np.array([0, 0.1, 0.3, 4, 0.5])
debt_service_f = np.array([0.1, 0.1, 0.3, 2, 0.02])
r = np.array([0.03, 0.04, 0.03, 0.06, 0.01])
expected = np.array([-9.1, 1, 0.974, 13.67, 1.477])
test_RC = aggr.resource_constraint(Y, C, G, I, K_f, new_borrowing_f,
debt_service_f, r, p)
assert (np.allclose(test_RC, expected))
def test_constant_demographics_TPI():
'''
This tests solves the model under the assumption of constant
demographics, a balanced budget, and tax functions that do not vary
over time.
In this case, given how initial guesss for the time
path are made, the time path should be solved for on the first
iteration and the values all along the time path should equal their
steady-state values.
'''
output_base = "./OUTPUT"
baseline_dir = "./OUTPUT"
# Create output directory structure
ss_dir = os.path.join(output_base, "SS")
tpi_dir = os.path.join(output_base, "TPI")
dirs = [ss_dir, tpi_dir]
for _dir in dirs:
try:
print("making dir: ", _dir)
os.makedirs(_dir)
except OSError:
pass
spec = Specifications(run_micro=False, output_base=output_base,
baseline_dir=baseline_dir, test=False,
time_path=True, baseline=True, reform={},
guid='')
user_params = {'constant_demographics': True,
'budget_balance': True,
'zero_taxes': True,
'maxiter': 2,
'eta': (spec.omega_SS.reshape(spec.S, 1) *
spec.lambdas.reshape(1, spec.J))}
spec.update_specifications(user_params)
spec.get_tax_function_parameters(None, False)
# Run SS
ss_outputs = SS.run_SS(spec, None)
# save SS results
utils.mkdirs(os.path.join(baseline_dir, "SS"))
ss_dir = os.path.join(baseline_dir, "SS/SS_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
# Run TPI
tpi_output = TPI.run_TPI(spec, None)
assert(np.allclose(tpi_output['bmat_splus1'][:spec.T, :, :],
ss_outputs['bssmat_splus1']))
def test_twist_doughnut():
# Test TPI.twist_doughnut 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', 'twist_doughnut_inputs.pkl'))
guesses, r, w, BQ, TR, j, s, t, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
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, 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.zeta_D = np.zeros(p.T + p.S)
p.initial_foreign_debt_ratio = 0.0
p.initial_debt_ratio = 0.59
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_c = np.ones((p.T + p.S, p.S, p.J)) * 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.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
length = int(len(guesses) / 2)
tau_c_to_use = np.diag(p.tau_c[:p.S, :, j], p.S - (s + 2))
bq = BQ[t:t + length] / p.lambdas[j]
tr = TR[t:t + length]
test_list = TPI.twist_doughnut(guesses, r, w, bq, tr, theta, factor, j, s,
t, tau_c_to_use, etr_params, mtrx_params,
mtry_params, initial_b, p)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'twist_doughnut_outputs.pkl'))
assert (np.allclose(np.array(test_list), np.array(expected_list)))
def test_inner_loop():
# Test TPI.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', 'tpi_inner_loop_inputs.pkl'))
guesses, outer_loop_vars, params, j = input_tuple
income_tax_params, tpi_params, initial_values, ind = params
initial_values = initial_values
tpi_params = tpi_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, 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(p.T + p.S, p.S, 1) * p.lambdas.reshape(1, p.J)
p.Z = np.ones(p.T + p.S) * Z
p.zeta_D = np.zeros(p.T + p.S)
p.initial_foreign_debt_ratio = 0.0
p.initial_debt_ratio = 0.59
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.tax_func_type = 'DEP'
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.num_workers = 1
(K0, b_sinit, b_splus1init, factor, initial_b, initial_n, p.omega_S_preTP,
initial_debt, D0) = initial_values
initial_values_in = (K0, b_sinit, b_splus1init, factor, initial_b,
initial_n, D0)
(r, K, BQ, TR) = outer_loop_vars
wss = firm.get_w_from_r(r[-1], p, 'SS')
w = np.ones(p.T + p.S) * wss
w[:p.T] = firm.get_w_from_r(r[:p.T], p, 'TPI')
outer_loop_vars_in = (r, w, r, BQ, TR, theta)
guesses = (guesses[0], guesses[1])
test_tuple = TPI.inner_loop(guesses, outer_loop_vars_in, initial_values_in,
j, ind, p)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'tpi_inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v))
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.omega_SS = p.omega[-1, :]
p.eta = p.omega.reshape(T + S, S, 1) * lambdas.reshape(1, J)
p.Z = np.ones(p.T + p.S) * Z
p.zeta_D = np.zeros(p.T + p.S)
p.initial_foreign_debt_ratio = 0.0
p.initial_debt_ratio = 0.59
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 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['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))
'g_y_annual': 0.03,
'budget_balance': False,
'baseline_spending': baseline_spending
}
p.update_specifications(new_param_values, raise_errors=False)
r_gov = np.ones(p.T + p.S) * 0.03
p.g_n = np.ones(p.T + p.S) * 0.02
D0 = 0.59
G0 = 0.05
dg_fixed_values = (Y, REVENUE, TR, D0, G0)
test_D, test_G = fiscal.D_G_path(r_gov, dg_fixed_values, Gbaseline, p)
assert np.allclose(test_D, D_expected)
assert np.allclose(test_G, G_expected)
p1 = Specifications()
p1.r_gov_scale = 0.5
p1.r_gov_shift = 0.0
p2 = Specifications()
p2.r_gov_scale = 0.5
p2.r_gov_shift = 0.01
p3 = Specifications()
p3.r_gov_scale = 0.5
p3.r_gov_shift = 0.03
r = 0.04
r_gov1 = 0.02
r_gov2 = 0.01
r_gov3 = 0.0
@pytest.mark.parametrize('r,p,r_gov_expected', [
def test_read_json_params_objects(revision_file):
exp = {"revision": {"frisch": 0.3}}
act1 = Specifications.read_json_param_objects(JSON_REVISION_FILE)
assert exp == act1
act2 = Specifications.read_json_param_objects(JSON_REVISION_FILE)
assert exp == act2
def test_create_specs_object():
specs = Specifications()
assert specs
import numpy as np
import copy
import pytest
from ogindia import tax
from ogindia.parameters import Specifications
p = Specifications()
new_param_values = {
'S': 4,
'J': 1,
'T': 4,
'eta': (np.ones((4, 1)) / (4 * 1))
}
p.update_specifications(new_param_values)
p.retire = [3, 3, 3, 3, 3, 3, 3, 3]
p1 = copy.deepcopy(p)
p2 = copy.deepcopy(p)
p3 = copy.deepcopy(p)
# Use just a column of e
p1.e = np.transpose(np.array([[0.1, 0.3, 0.5, 0.2], [0.1, 0.3, 0.5, 0.2]]))
# e has two dimensions
p2.e = np.array([[0.4, 0.3], [0.5, 0.4], [.6, .4], [.4, .3]])
p3.e = np.array([[0.35, 0.3], [0.55, 0.4], [.65, .4], [.45, .3]])
p5 = copy.deepcopy(p3)
p5.PIA_minpayment = 125.0
wss = 0.5
n1 = np.array([0.5, 0.5, 0.5, 0.5])
n2 = nssmat = np.array([[0.4, 0.4], [0.4, 0.4], [0.4, 0.4], [0.4, 0.4]])
n3 = nssmat = np.array([[0.3, .35], [0.3, .35], [0.3, .35], [0.3, .35]])
factor1 = 100000
def test_euler_equation_solver():
# 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', 'euler_eqn_solver_inputs.pkl'))
(guesses, params) = input_tuple
p = Specifications()
(r, w, TR, factor, j, p.J, p.S, p.beta, p.sigma, p.ltilde, p.g_y,
p.g_n_ss, tau_payroll, retire, p.mean_income_data, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, j, p.chi_b,
p.chi_n, tau_bq, p.rho, lambdas, p.omega_SS, p.e,
p.analytical_mtrs, etr_params, mtrx_params, mtry_params) = params
p.eta = (p.omega_SS.reshape(p.S, 1) *
p.lambdas.reshape(1, p.J)).reshape(1, p.S, p.J)
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
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.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.tax_func_type = 'DEP'
p.lambdas = lambdas.reshape(p.J, 1)
b_splus1 = np.array(guesses[:p.S]).reshape(p.S, 1) + 0.005
BQ = aggregates.get_BQ(r, b_splus1, j, p, 'SS', False)
bq = household.get_bq(BQ, j, p, 'SS')
tr = household.get_tr(TR, j, p, 'SS')
args = (r, w, bq, tr, factor, j, p)
test_list = SS.euler_equation_solver(guesses, *args)
expected_list = np.array([
-3.62741663e+00, -6.30068841e+00, -6.76592886e+00,
-6.97731223e+00, -7.05777777e+00, -6.57305440e+00,
-7.11553046e+00, -7.30569622e+00, -7.45808107e+00,
-7.89984062e+00, -8.11466111e+00, -8.28230086e+00,
-8.79253862e+00, -8.86994311e+00, -9.31299476e+00,
-9.80834199e+00, -9.97333771e+00, -1.08349979e+01,
-1.13199826e+01, -1.22890930e+01, -1.31550471e+01,
-1.42753713e+01, -1.55721098e+01, -1.73811490e+01,
-1.88856303e+01, -2.09570569e+01, -2.30559500e+01,
-2.52127149e+01, -2.76119605e+01, -3.03141128e+01,
-3.30900203e+01, -3.62799730e+01, -3.91169706e+01,
-4.24246421e+01, -4.55740527e+01, -4.92914871e+01,
-5.30682805e+01, -5.70043846e+01, -6.06075991e+01,
-6.45251018e+01, -6.86128365e+01, -7.35896515e+01,
-7.92634608e+01, -8.34733231e+01, -9.29802390e+01,
-1.01179788e+02, -1.10437881e+02, -1.20569527e+02,
-1.31569973e+02, -1.43633399e+02, -1.57534056e+02,
-1.73244610e+02, -1.90066728e+02, -2.07980863e+02,
-2.27589046e+02, -2.50241670e+02, -2.76314755e+02,
-3.04930986e+02, -3.36196973e+02, -3.70907934e+02,
-4.10966644e+02, -4.56684022e+02, -5.06945218e+02,
-5.61838645e+02, -6.22617808e+02, -6.90840503e+02,
-7.67825713e+02, -8.54436805e+02, -9.51106365e+02,
-1.05780305e+03, -1.17435473e+03, -1.30045062e+03,
-1.43571221e+03, -1.57971603e+03, -1.73204264e+03,
-1.88430524e+03, -2.03403679e+03, -2.17861987e+03,
-2.31532884e+03, -8.00654731e+03, -5.21487172e-02,
-2.80234170e-01, 4.93894552e-01, 3.11884938e-01, 6.55799607e-01,
5.62182419e-01, 3.86074983e-01, 3.43741491e-01, 4.22461089e-01,
3.63707951e-01, 4.93150010e-01, 4.72813688e-01, 4.07390308e-01,
4.94974186e-01, 4.69900128e-01, 4.37562389e-01, 5.67370182e-01,
4.88965362e-01, 6.40728461e-01, 6.14619979e-01, 4.97173823e-01,
6.19549666e-01, 6.51193557e-01, 4.48906118e-01, 7.93091492e-01,
6.51249363e-01, 6.56307713e-01, 1.12948552e+00, 9.50018058e-01,
6.79613030e-01, 9.51359123e-01, 6.31059147e-01, 7.97896887e-01,
8.44620817e-01, 7.43683837e-01, 1.56693187e+00, 2.75630011e-01,
5.32956891e-01, 1.57110727e+00, 1.22674610e+00, 4.63932928e-01,
1.47225464e+00, 1.16948107e+00, 1.07965795e+00, -3.20557791e-01,
-1.17064127e+00, -7.84880649e-01, -7.60851182e-01, -1.61415945e+00,
-8.30363975e-01, -1.68459409e+00, -1.49260581e+00, -1.84257084e+00,
-1.72143079e+00, -1.43131579e+00, -1.63719219e+00, -1.43874851e+00,
-1.57207905e+00, -1.72909159e+00, -1.98778122e+00, -1.80843826e+00,
-2.12828312e+00, -2.24768762e+00, -2.36961877e+00, -2.49117258e+00,
-2.59914065e+00, -2.82309085e+00, -2.93613362e+00, -3.34446991e+00,
-3.45445086e+00, -3.74962140e+00, -3.78113417e+00, -4.55643800e+00,
-4.86929016e+00, -5.08657898e+00, -5.22054177e+00, -5.54606515e+00,
-5.78478304e+00, -5.93652041e+00, -6.11519786e+00])
assert(np.allclose(np.array(test_list), np.array(expected_list)))
from __future__ import print_function
import pytest
import numpy as np
import os
from ogindia import SS, utils, aggregates, household
from ogindia.parameters import Specifications
CUR_PATH = os.path.abspath(os.path.dirname(__file__))
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'SS_fsolve_inputs.pkl'))
guesses_in, params = input_tuple
params = params + (None, 1)
(bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, small_open_params, client, num_workers) = params
p1 = Specifications()
(p1.J, p1.S, p1.T, p1.BW, p1.beta, p1.sigma, p1.alpha, p1.gamma, p1.epsilon,
Z, p1.delta, p1.ltilde, p1.nu, p1.g_y, p1.g_n_ss, tau_payroll,
tau_bq, p1.rho, p1.omega_SS, p1.budget_balance, alpha_T,
p1.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p1.e,
retire, p1.mean_income_data, h_wealth, p_wealth, m_wealth,
p1.b_ellipse, p1.upsilon) = ss_params
p1.eta = (p1.omega_SS.reshape(p1.S, 1) *
p1.lambdas.reshape(1, p1.J)).reshape(1, p1.S, p1.J)
p1.Z = np.ones(p1.T + p1.S) * Z
p1.tau_bq = np.ones(p1.T + p1.S) * 0.0
p1.tau_payroll = np.ones(p1.T + p1.S) * tau_payroll
p1.alpha_T = np.ones(p1.T + p1.S) * alpha_T
p1.tau_b = np.ones(p1.T + p1.S) * tau_b
p1.delta_tau = np.ones(p1.T + p1.S) * delta_tau
p1.h_wealth = np.ones(p1.T + p1.S) * h_wealth
p1.p_wealth = np.ones(p1.T + p1.S) * p_wealth
import pytest
import numpy as np
from ogindia import aggregates as aggr
from ogindia.parameters import Specifications
p = Specifications()
new_param_values = {
'T': 160,
'S': 40,
'J': 2,
'eta': (np.ones((40, 2)) / (40 * 2)),
'lambdas': [0.6, 0.4]
}
# update parameters instance with new values for test
p.update_specifications(new_param_values)
n = np.random.rand(p.T * p.S * p.J).reshape(p.T, p.S, p.J)
L_loop = np.ones(p.T * p.S * p.J).reshape(p.T, p.S, p.J)
for t in range(p.T):
for i in range(p.S):
for k in range(p.J):
L_loop[t, i, k] *= (p.omega[t, i] * p.lambdas[k] * n[t, i, k] *
p.e[i, k])
expected1 = L_loop[-1, :, :].sum()
expected2 = L_loop.sum(1).sum(1)
test_data = [(n[-1, :, :], p, 'SS', expected1), (n, p, 'TPI', expected2)]
@pytest.mark.parametrize('n,p,method,expected', test_data, ids=['SS', 'TPI'])
def test_get_L(n, p, method, expected):
"""
Test aggregate labor function.
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, TR, 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.eta = (p.omega_SS.reshape(p.S, 1) *
p.lambdas.reshape(1, p.J)).reshape(1, p.S, p.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.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, TR, factor)
(euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
new_w, new_TR, 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_TR, 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))
(np.array([0.5, 6.2, 1.5]), 3.2,
np.array([9.18958684, 0.002913041, 0.273217159]))]
@pytest.mark.parametrize('c,sigma,expected',
test_data,
ids=['Scalar 0', 'Scalar 1', 'Vector'])
def test_marg_ut_cons(c, sigma, expected):
# Test marginal utility of consumption calculation
test_value = household.marg_ut_cons(c, sigma)
assert np.allclose(test_value, expected)
# Tuples in order: n, p, expected result
p1 = Specifications()
p1.b_ellipse = 0.527
p1.upsilon = 1.497
p1.ltilde = 1.0
p1.chi_n = 3.3
p2 = Specifications()
p2.b_ellipse = 0.527
p2.upsilon = 0.9
p2.ltilde = 1.0
p2.chi_n = 3.3
p3 = Specifications()
p3.b_ellipse = 0.527
p3.upsilon = 0.9
p3.ltilde = 2.3
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.eta = (p.omega_SS.reshape(p.S, 1) *
p.lambdas.reshape(1, p.J)).reshape(1, p.S, p.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.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 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['resource_constraint_error'], test_dict['T_Css']
del test_dict['r_gov_ss'], test_dict['r_hh_ss']
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'], test_dict['Iss_total']
del test_dict['debt_service_f'], test_dict['new_borrowing_f']
test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')
test_dict['T_Hss'] = test_dict.pop('TR_ss')
for k, v in expected_dict.items():
assert(np.allclose(test_dict[k], v))
import pytest
from ogindia import firm
import numpy as np
from ogindia.parameters import Specifications
p1 = Specifications()
new_param_values = {'Z': [2.0], 'gamma': 0.5, 'epsilon': 1.0}
# update parameters instance with new values for test
p1.update_specifications(new_param_values)
L1 = np.array([4.0])
K1 = np.array([9.0])
expected1 = np.array([12.0])
p2 = Specifications()
new_param_values2 = {'Z': [2.0], 'gamma': 0.5, 'epsilon': 0.2}
expected2 = np.array([18.84610765])
p3 = Specifications()
new_param_values3 = {'Z': [2.0], 'gamma': 0.5, 'epsilon': 1.2}
# update parameters instance with new values for test
p3.update_specifications(new_param_values3)
L3 = np.array([1 / 12.0])
K3 = np.array([1 / 4.0])
expected3 = np.array([0.592030917])
# update parameters instance with new values for test
p2.update_specifications(new_param_values2)
p4 = Specifications()
new_param_values4 = {
'Z': [2.0],
'gamma': 0.5,
'epsilon': 1.0,
'T': 3,
'S': 3,
def test_firstdoughnutring():
# Test TPI.firstdoughnutring 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', 'firstdoughnutring_inputs.pkl'))
guesses, r, w, b, BQ, TR, j, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
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, 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.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params, (1, 0, 2))
p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))
p.mtry_params = np.transpose(mtry_params, (1, 0, 2))
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
bq = BQ / p.lambdas[j]
tr = TR
test_list = TPI.firstdoughnutring(guesses, r, w, bq, tr, theta, factor, j,
initial_b, p)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'firstdoughnutring_outputs.pkl'))
assert (np.allclose(np.array(test_list), np.array(expected_list)))
def runner(output_base,
baseline_dir,
test=False,
time_path=True,
baseline=True,
reform={},
user_params={},
guid='',
run_micro=True,
data=None,
client=None,
num_workers=1):
'''
This function runs the OG-India model, solving for the steady-state
and (optionally) the time path equilibrium.
Args:
output_base (str): path to save output to
baseline_dir (str): path where baseline model results are saved
test (bool): whether to run model in test mode (which has
a smaller state space and higher tolerances for solution)
time_path (bool): whether to solve for the time path equlibrium
baseline (bool): whether the model run is the baseline run
reform (dict): Tax-Calculator policy dictionary
user_params (dict): dictionary with updates to default
parameters in OG-India
guid (str): id for OG-India run
run_micro (bool): whether to estimate tax functions from micro
data or load saved parameters from pickle file
data (str or Pandas DataFrame): path to or data to use in
Tax-Calculator
client (Dask client object): client
num_workers (int): number of workers to use for parallelization
with Dask
Returns:
None
'''
tick = time.time()
# Create output directory structure
ss_dir = os.path.join(output_base, "SS")
tpi_dir = os.path.join(output_base, "TPI")
dirs = [ss_dir, tpi_dir]
for _dir in dirs:
try:
print("making dir: ", _dir)
os.makedirs(_dir)
except OSError:
pass
print('In runner, baseline is ', baseline)
# Get parameter class
# Note - set run_micro false when initially load class
# Update later with call to spec.get_tax_function_parameters()
spec = Specifications(run_micro=False,
output_base=output_base,
baseline_dir=baseline_dir,
test=test,
time_path=time_path,
baseline=baseline,
reform=reform,
guid=guid,
data=data,
client=client,
num_workers=num_workers)
spec.update_specifications(user_params)
print('path for tax functions: ', spec.output_base)
spec.get_tax_function_parameters(client, run_micro)
'''
------------------------------------------------------------------------
Run SS
------------------------------------------------------------------------
'''
ss_outputs = SS.run_SS(spec, client=client)
'''
------------------------------------------------------------------------
Pickle SS results
------------------------------------------------------------------------
'''
if baseline:
utils.mkdirs(os.path.join(baseline_dir, "SS"))
ss_dir = os.path.join(baseline_dir, "SS/SS_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
# Save pickle with parameter values for the run
param_dir = os.path.join(baseline_dir, "model_params.pkl")
pickle.dump(spec, open(param_dir, "wb"))
else:
utils.mkdirs(os.path.join(output_base, "SS"))
ss_dir = os.path.join(output_base, "SS/SS_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
# Save pickle with parameter values for the run
param_dir = os.path.join(output_base, "model_params.pkl")
pickle.dump(spec, open(param_dir, "wb"))
if time_path:
'''
------------------------------------------------------------------------
Run the TPI simulation
------------------------------------------------------------------------
'''
tpi_output = TPI.run_TPI(spec, client=client)
'''
------------------------------------------------------------------------
Pickle TPI results
------------------------------------------------------------------------
'''
tpi_dir = os.path.join(output_base, "TPI")
utils.mkdirs(tpi_dir)
tpi_vars = os.path.join(tpi_dir, "TPI_vars.pkl")
pickle.dump(tpi_output, open(tpi_vars, "wb"))
print("Time path iteration complete.")
print("It took {0} seconds to get that part done.".format(time.time() -
tick))
