def main():
## Setup
[systime0,pyfilename,pyfiledir,homedir,currentdir,scratchdir,hostname,sysname]=setupdirs()
filename=scratchdir+'/'+pyfilename+'-'+systime0.strftime("%Y-%m-%d-%H:%M:%S")
filename=scratchdir+'/'+pyfilename
print(80*'*')
print(f'hostname={hostname} (OS={sysname})')
print(f'start={systime0.strftime("%Y-%m-%d-%H:%M:%S")}\npyfilename={pyfilename}\ncurrentdir={currentdir}\nscratchdir={scratchdir}')
print(f'filename ={filename}')
print(80*'*')
## Load data.
with open(currentdir+'/../Data/ctrfSchoolComposition.data', 'rb') as filehandle:
[num_nets, size_nets, attr, data_a, data_g]=pickle.load(filehandle)
sampleinfo=[num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
I9 = [(jattr.grade>8.1).to_numpy(np.float) for jattr in attr]
## Parameter setup.
theta_setup = pd.read_csv(currentdir+'/../Estimation/priors/parameterSetup.csv')
estimatesfile ='/../Estimation/estimates/1000draws_posterior.csv'
thetastar_draws = pd.read_csv(currentdir+estimatesfile)
## Size MC for state (inner loop).
vec_numsim_kCD = np.ones(num_nets,dtype=int)*20000
numsim = 1000
mcJump = 0.05 # Probability of large jumps for the MCMC.
np.random.seed(2026642028)
sim_state_args = [num_nets, attr, I9, data_a, data_g, size_nets, vec_numsim_kCD,
thetastar_draws, theta_setup, sampleinfo, sample_k, mcJump, numsim, filename]
sim_state_wrapper = functools.partial(sim_state,*sim_state_args)
if DO_PARALLEL:
pool = multiprocessing.Pool(processes=NUM_WORKERS)
if not DO_PARALLEL:
ctrfData = [sim_state_wrapper(jjscid)
for jjscid in range(num_nets)]
#for jjscid in tqdm(range(num_net),'scid')]
else:
ctrfData = pool.map(sim_state_wrapper,range(num_nets))
#ctrfPriceSim
# [scid]
# [simdata,simdataFixedNet,simdataPEoff,simdataNoPE]
# [sim_a, sim_g, jprice, jscid]
ctrfData=pd.concat(ctrfData,ignore_index=True) #all scids in one df
with open(filename+'.data', 'wb') as filehandle:
pickle.dump([ctrfData,numsim,num_nets, size_nets, attr, data_a, data_g], filehandle)
print(f'{pyfilename} saved {filename}')
def main():
## Setup
[systime0,pyfilename,pyfiledir,homedir,currentdir,scratchdir,hostname,sysname]=setupdirs()
posteriorfile=scratchdir+'/'+pyfilename+'-'+systime0.strftime("%Y-%m-%d-%H:%M:%S")
posteriorfile=scratchdir+'/'+pyfilename
kCDstatefile=scratchdir+'/kCD-states/'+pyfilename+'-'+systime0.strftime("%Y-%m-%d-%H:%M:%S")
print(80*'*')
print(f'hostname={hostname} (OS={sysname})')
print(f'start={systime0.strftime("%Y-%m-%d-%H:%M:%S")}\npyfilename={pyfilename}\ncurrentdir={currentdir}\nscratchdir={scratchdir}')
print(f'posterior ={posteriorfile}')
print(80*'*')
## Load data.
datadir='../Data/'
with open(datadir+'/estimation_top8_100plus.data', 'rb') as filehandle:
[num_nets, size_nets, attr, data_a, data_g]=pickle.load(filehandle)
#data_a=[jnet_data_a.reshape(-1,1) for jnet_data_a in data_a] #reshape as 2D from 1D if needed
sampleinfo=[num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
I9 = [(jattr.grade>8.1).to_numpy(np.float) for jattr in attr]
## Parameter setup.
theta_setup = pd.read_csv('priors/income-parameterSetup.csv')
theta0 = theta_setup.PriorMean[theta_setup.FlagInclude==1].to_numpy()
nparams = len(theta0)
theta_labels= list(theta_setup.Label[theta_setup.FlagInclude==1])
## Prior.
mu_prior = theta0
s1_prior = theta_setup.PriorSD[theta_setup.FlagInclude==1].to_numpy()
s2_prior = np.diag(s1_prior*s1_prior)
inv_s2_prior = np.linalg.inv(s2_prior)
## Proposal -- random walk.
mu_prop = np.zeros([nparams,1])
s1_prop = theta_setup.PropSD[theta_setup.FlagInclude==1].to_numpy()
s2_prop = np.diag(s1_prop*s1_prop)
## Size MC for state (inner loop).
vec_numsim_kCD = np.clip(np.asarray(size_nets, dtype=int)*150,a_min=None,a_max=15000)
numsim_theta = 100000
mcJump = 0.05 # 0.02 Probability of large jumps for the MCMC.
## Posterior sample.
theta_post = pd.DataFrame(data=np.zeros([numsim_theta+1,nparams],dtype=float,order='C'),columns=theta_labels)
theta_post.iloc[0]= theta0
## Plots and logs.
savefreq = 5000
printfreq = 1
np.random.seed(2026642028)
#np.random.RandomState(2026642028)
if DO_PARALLEL:
pool = multiprocessing.Pool(processes=NUM_WORKERS)
for js in range(numsim_theta):
# if js%printfreq==0:
# print(f'Simulation {js+1} {(datetime.now()).strftime("%Y-%m-%d-%H:%M:%S")}')
theta1 = theta0+np.random.multivariate_normal(mu_prop[:,0],s2_prop)
run_sim_args = [num_nets, attr, I9, data_a, data_g,
size_nets, vec_numsim_kCD, theta0, theta1,
theta_setup, sampleinfo, sample_k, mcJump, kCDstatefile, js]
run_sim_wrapper = functools.partial(run_sim,*run_sim_args)
if not DO_PARALLEL:
result = [run_sim_wrapper(jjscid)
for jjscid in range(num_nets)]
#for jjscid in tqdm(range(num_net),'scid')]
else:
result = pool.map(run_sim_wrapper,range(num_nets))
lnaccept_jnet = result
lnaccept1 = np.sum(lnaccept_jnet)
lnaccept2 = -0.5*np.matmul((theta1-mu_prior).reshape(1,nparams),
np.matmul(inv_s2_prior,
(theta1-mu_prior).reshape(nparams,1)))
lnaccept2 += 0.5*np.matmul((theta0-mu_prior).reshape(1,nparams),
np.matmul(inv_s2_prior,
(theta0-mu_prior).reshape(nparams,1)))
lnaccept2 = lnaccept2[0,0]
lnaccept_th = lnaccept1+lnaccept2
if np.random.uniform(0,1)<lnaccept_th or lnaccept_th>0:
theta0 = theta1.copy()
theta_post.iloc[js+1]= theta0
if (js+1)%savefreq==0:
print(f'Sim = {js+1:4d}; Saving {posteriorfile}')
#np.savetxt(posteriorfile+'.csv', theta_post, delimiter=',', fmt='%f',header=theta_header, comments="")
theta_post.iloc[0:js+2].to_csv(posteriorfile+'.csv', encoding='utf-8', index=False)
def main():
## Setup
[
systime0, pyfilename, pyfiledir, homedir, currentdir, scratchdir,
hostname, sysname
] = setupdirs()
filename = scratchdir + '/' + pyfilename
print(80 * '*')
print(f'hostname={hostname} (OS={sysname})')
print(
f'start={systime0.strftime("%Y-%m-%d-%H:%M:%S")}\npyfilename={pyfilename}\ncurrentdir={currentdir}\nscratchdir={scratchdir}'
)
print(f'filename ={filename}')
print(80 * '*')
## Load data.
with open(currentdir + '/../Data/estimation_top8_100plus.data',
'rb') as filehandle:
[num_nets, size_nets, attr, data_a, data_g] = pickle.load(filehandle)
sampleinfo = [num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
I9 = [(jattr.grade > 8.1).to_numpy(np.float) for jattr in attr]
## Parameter setup.
# Model
# Restricted net (true coeff but agents restrected from adjusting, FixedNet priors)
# Fixed net
# No Net Data (no local PE)
priors_dir = currentdir + '/../Estimation/priors/'
estimates_dir = currentdir + '/../Estimation/estimates/'
setup_files = [
'parameterSetup', 'parameterSetupFixedNet', 'parameterSetupFixedNet',
'parameterSetupNoNetData'
]
estimates_files = [
'1000draws_posterior', '1000draws_posteriorRestrictNet',
'1000draws_posteriorFixedNet', '1000draws_posteriorNoNetData'
]
theta_setups = [
pd.read_csv(priors_dir + jfile + '.csv') for jfile in setup_files
]
thetastars = [
pd.read_csv(estimates_dir + jfile + '.csv')
for jfile in estimates_files
]
## Size MC for state (inner loop).
vec_numsim_kCD = np.ones(num_nets, dtype=int) * 20000
numsim = 1000
mcJump = 0.05 # Probability of large jumps for the MCMC.
np.random.seed(2026642028)
gridDeltaPrice = [float(x * 220 / 11) for x in range(0, 9)]
nctrf = len(gridDeltaPrice)
nscid = num_nets
cpuinfo = [NUM_WORKERS, nscid, nctrf]
sim_args = [
num_nets, attr, I9, data_a, data_g, size_nets, vec_numsim_kCD,
thetastars, theta_setups, sampleinfo, sample_k, gridDeltaPrice, mcJump,
numsim, filename, cpuinfo
]
sim_wrapper = functools.partial(sim_ctrfPrice_jscid_jctrf, *sim_args)
if DO_PARALLEL:
pool = multiprocessing.Pool(processes=NUM_WORKERS)
if not DO_PARALLEL:
ctrfPriceData = [sim_wrapper(jcpu) for jcpu in range(num_nets * nctrf)]
else:
ctrfPriceData = pool.map(sim_wrapper, range(num_nets * nctrf))
ctrfPriceData = pd.concat(ctrfPriceData,
ignore_index=True) #all scids in one df
with open(filename + '.data', 'wb') as filehandle:
pickle.dump([
ctrfPriceData, numsim, gridDeltaPrice, num_nets, size_nets, attr,
data_a, data_g
], filehandle)
print(
f'{pyfilename} saved {filename} at {(datetime.now()).strftime("%Y-%m-%d-%H:%M:%S")}'
)
def main():
## Setup
[systime0,pyfilename,pyfiledir,homedir,currentdir,scratchdir,hostname,sysname]=setupdirs()
filename=scratchdir+'/'+pyfilename+'-'+systime0.strftime("%Y-%m-%d-%H:%M:%S")
filename=scratchdir+'/'+pyfilename
print(80*'*')
print(f'hostname={hostname} (OS={sysname})')
print(f'start={systime0.strftime("%Y-%m-%d-%H:%M:%S")}\npyfilename={pyfilename}\ncurrentdir={currentdir}\nscratchdir={scratchdir}')
print(f'filename ={filename}')
print(80*'*')
## Load data.
with open(currentdir+'/../Data/estimation_top8_100plus.data', 'rb') as filehandle:
[num_nets, size_nets, attr, data_a, data_g]=pickle.load(filehandle)
sampleinfo=[num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
I9 = [(jattr.grade>8.1).to_numpy(np.float) for jattr in attr]
## Parameter setup.
theta_setup = pd.read_csv(currentdir+'/../Estimation/priors/parameterSetup.csv')
estimatesfile ='/../Estimation/estimates/1000draws_posterior.csv'
thetastar_draws = pd.read_csv(currentdir+estimatesfile)
#Fixed net
theta_setupFixedNet = pd.read_csv(currentdir+'/../Estimation/priors/parameterSetupFixedNet.csv')
estimatesfile='/../Estimation/estimates/1000draws_posteriorFixedNet.csv'
thetastarFixedNet_draws = pd.read_csv(currentdir+estimatesfile)
#No Net Data (no local PE)
theta_setupNoNetData = pd.read_csv(currentdir+'/../Estimation/priors/parameterSetupNoNetData.csv')
estimatesfile='/../Estimation/estimates/1000draws_posteriorNoNetData.csv'
thetastarNoNetData_draws = pd.read_csv(currentdir+estimatesfile)
nctrf=3 # Model, Fixed net, No net data
## Size MC for state (inner loop).
vec_numsim_kCD = np.ones(num_nets,dtype=int)*20000
numsim = 1000
mcJump = 0.05 # Probability of large jumps for the MCMC.
grid_nnosmoke=[0, 0.03, 0.05, 0.10, 0.20, 0.30, 0.50]
lengrid=len(grid_nnosmoke)
target_scid=1 #1,7 medium size/medium-high smoking for representative experiements
# netid prev
# 1 0.44654088050314467
# 7 0.4397590361445783
# Prep synthetic sample
num_nets = lengrid
n = size_nets[target_scid]
size_nets = [n]*num_nets
sampleinfo= [num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
jattr = attr[target_scid]
jattr.index=jattr.id-1 #to be able to subset on ids
I9 = [(jattr.grade>8.1).to_numpy(np.float)]*num_nets
jA = data_a[target_scid].copy()
jG = data_g[target_scid].copy()
vec_numsim_kCD = np.ones(num_nets,dtype=int)*20000
print(f'Target scid = {target_scid:3.0f} ({n})')
sim_state_args = [num_nets, grid_nnosmoke, jattr, I9, jA, jG, size_nets, vec_numsim_kCD,
thetastar_draws, thetastarFixedNet_draws, thetastarNoNetData_draws,
theta_setup, theta_setupFixedNet, theta_setupNoNetData, sampleinfo, sample_k,
mcJump, numsim]
sim_state_wrapper = functools.partial(sim_state_spills,*sim_state_args)
if DO_PARALLEL:
pool = multiprocessing.Pool(processes=NUM_WORKERS)
if not DO_PARALLEL:
result = [sim_state_wrapper(jcpu) for jcpu in range(num_nets*nctrf)]
#for jjscid in tqdm(range(num_net),'scid')]
else:
result = pool.map(sim_state_wrapper,range(num_nets*nctrf))
ctrfSpills = pd.concat(result,ignore_index=True)
filename = filename+f'_scid_{target_scid}.data'
with open(filename, 'wb') as filehandle:
pickle.dump([ctrfSpills,numsim,grid_nnosmoke,num_nets,size_nets,jattr,jA,jG,target_scid], filehandle)
print(f'{pyfilename} saved {filename}')
def main():
## Setup
[
systime0, pyfilename, pyfiledir, homedir, currentdir, scratchdir,
hostname, sysname
] = setupdirs()
filename = scratchdir + '/' + pyfilename + '-' + systime0.strftime(
"%Y-%m-%d-%H:%M:%S")
filename = scratchdir + '/' + pyfilename
## Load data.
with open(currentdir + '/../Data/estimation_top8_100plus.data',
'rb') as filehandle:
[num_nets, size_nets, attr, data_a, data_g] = pickle.load(filehandle)
#data_a=[jnet_data_a.reshape(-1,1) for jnet_data_a in data_a] #reshape as 2D from 1D if needed
sampleinfo = [num_nets, size_nets]
sample_k = [pmf_k(jn) for jn in size_nets]
I9 = [(jattr.grade > 8.1).to_numpy(np.float) for jattr in attr]
## Posterior & parameter setup.
theta_setup = pd.read_csv(currentdir +
'/../Estimation/priors/parameterSetup.csv')
theta_draws = pd.read_csv(
currentdir + '/../Estimation/estimates/1000draws_posterior.csv')
numsim = 1000
varnames = theta_draws.columns.values.tolist()
numvars = len(varnames)
print(80 * '*')
print(
f'start={systime0.strftime("%Y-%m-%d-%H:%M:%S")}\npyfilename={pyfilename}\ncurrentdir={currentdir}\nscratchdir={scratchdir}'
)
print(f'sim file name={filename}')
print(80 * '-')
print(f'hostname={hostname} (OS={sysname}):')
print(os.environ.get('PYTHONPATH', '').split(os.pathsep))
print(sys.path)
print(80 * '*')
## Size MC for state (inner loop).
vec_numsim_kCD = np.ones(num_nets, dtype=int) * 20000
mcJump = 0.05 # Probability of large jumps for the MCMC.
np.random.seed(2026642028)
#np.random.RandomState(2026642028)
simdata = []
if DO_PARALLEL:
pool = multiprocessing.Pool(processes=NUM_WORKERS)
gen_sample_args = [
num_nets, attr, I9, data_a, data_g, size_nets, sampleinfo, numsim,
vec_numsim_kCD, theta_draws, theta_setup, sample_k, mcJump
]
gen_sample_wrapper = functools.partial(gen_sample, *gen_sample_args)
if not DO_PARALLEL:
simdata = [gen_sample_wrapper(jjscid) for jjscid in range(num_nets)]
#for jjscid in tqdm(range(num_net),'scid')]
else:
simdata = pool.map(gen_sample_wrapper, range(num_nets))
with open(filename + '.data', 'wb') as filehandle:
pickle.dump(simdata, filehandle)
print(f'Saved simdata in {filename}.data')
print(f'end={datetime.now().strftime("%Y-%m-%d-%H:%M:%S")}')