""" Filename: odu_vfi_plots.py Authors: John Stachurski and Thomas Sargent """ import matplotlib.pyplot as plt from mpl_toolkits.mplot3d.axes3d import Axes3D from matplotlib import cm from scipy.interpolate import LinearNDInterpolator import numpy as np from quantecon import odu_vfi from quantecon.compute_fp import compute_fixed_point sp = odu_vfi.searchProblem(w_grid_size=100, pi_grid_size=100) v_init = np.zeros(len(sp.grid_points)) + sp.c / (1 - sp.beta) v = compute_fixed_point(odu_vfi.bellman, sp, v_init) policy = odu_vfi.get_greedy(sp, v) # Make functions from these arrays by interpolation vf = LinearNDInterpolator(sp.grid_points, v) pf = LinearNDInterpolator(sp.grid_points, policy) pi_plot_grid_size, w_plot_grid_size = 100, 100 pi_plot_grid = np.linspace(0.001, 0.99, pi_plot_grid_size) w_plot_grid = np.linspace(0, sp.w_max, w_plot_grid_size) #plot_choice = 'value_function' plot_choice = 'policy_function' if plot_choice == 'value_function':
""" Filename: odu_vfi_plots.py Authors: John Stachurski and Thomas Sargent """ import matplotlib.pyplot as plt from mpl_toolkits.mplot3d.axes3d import Axes3D from matplotlib import cm from scipy.interpolate import LinearNDInterpolator import numpy as np from quantecon import odu_vfi from quantecon.compute_fp import compute_fixed_point sp = odu_vfi.searchProblem(w_grid_size=100, pi_grid_size=100) v_init = np.zeros(len(sp.grid_points)) + sp.c / (1 - sp.beta) v = compute_fixed_point(odu_vfi.bellman, sp, v_init) policy = odu_vfi.get_greedy(sp, v) # Make functions from these arrays by interpolation vf = LinearNDInterpolator(sp.grid_points, v) pf = LinearNDInterpolator(sp.grid_points, policy) pi_plot_grid_size, w_plot_grid_size = 100, 100 pi_plot_grid = np.linspace(0.001, 0.99, pi_plot_grid_size) w_plot_grid = np.linspace(0, sp.w_max, w_plot_grid_size) #plot_choice = 'value_function' plot_choice = 'policy_function'
""" Filename: odu_plot_densities.py Authors: John Stachurski, Thomas J. Sargent """ import numpy as np import matplotlib.pyplot as plt from quantecon import odu_vfi sp = odu_vfi.searchProblem(F_a=1, F_b=1, G_a=3, G_b=1.2) grid = np.linspace(0, 2, 150) fig, ax = plt.subplots() ax.plot(grid, sp.f(grid), label=r'$f$', lw=2) ax.plot(grid, sp.g(grid), label=r'$g$', lw=2) ax.legend(loc=0) plt.show()
