コード例 #1
0
ファイル: test_TPI.py プロジェクト: rickecon/OG-USA
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))
コード例 #2
0
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))
コード例 #3
0
def test_compute_default_params():
    specs = Specifications()
    specs.alpha_G = np.ones((10, 1))
    specs.compute_default_params()
    assert specs.alpha_G[10] == 1