def _new_solution(sp, f, grp):
"gets a new set of solution objects and updates the data file"
# compute value function and policy rule using vfi
v_init = np.zeros(len(sp.grid_points)) + sp.c / (1 - sp.beta)
v = compute_fixed_point(sp.bellman_operator,
v_init,
error_tol=_tol,
max_iter=5000)
phi_vfi = sp.get_greedy(v)
# also run v through bellman so I can test if it is a fixed point
# bellman_operator takes a long time, so store result instead of compute
new_v = sp.bellman_operator(v)
# compute policy rule using pfi
phi_init = np.ones(len(sp.pi_grid))
phi_pfi = compute_fixed_point(sp.res_wage_operator,
phi_init,
error_tol=_tol,
max_iter=5000)
# write all arrays to file
write_array(f, grp, v, "v")
write_array(f, grp, phi_vfi, "phi_vfi")
write_array(f, grp, phi_pfi, "phi_pfi")
write_array(f, grp, new_v, "new_v")
# return data
return v, phi_vfi, phi_pfi, new_v
def _new_solution(gm, f, grp):
"gets a new set of solution objects and updates the data file"
# compute value function and policy rule using vfi
v_init = 5 * gm.u(gm.grid) - 25
v = compute_fixed_point(gm.bellman_operator, v_init, error_tol=_tol,
max_iter=5000)
# sigma = gm.get_greedy(v)
# write all arrays to file
write_array(f, grp, v, "v")
# return data
return v
def _new_solution(sp, f, grp):
"gets a new set of solution objects and updates the data file"
# compute value function and policy rule using vfi
v_init = np.zeros(len(sp.grid_points)) + sp.c / (1 - sp.beta)
v = compute_fixed_point(sp.bellman_operator, v_init, error_tol=_tol,
max_iter=5000)
phi_vfi = sp.get_greedy(v)
# also run v through bellman so I can test if it is a fixed point
# bellman_operator takes a long time, so store result instead of compute
new_v = sp.bellman_operator(v)
# compute policy rule using pfi
phi_init = np.ones(len(sp.pi_grid))
phi_pfi = compute_fixed_point(sp.res_wage_operator, phi_init,
error_tol=_tol, max_iter=5000)
# write all arrays to file
write_array(f, grp, v, "v")
write_array(f, grp, phi_vfi, "phi_vfi")
write_array(f, grp, phi_pfi, "phi_pfi")
write_array(f, grp, new_v, "new_v")
# return data
return v, phi_vfi, phi_pfi, new_v
def _new_solution(tree, f, grp):
"gets a new set of prices and updates the file"
prices = tree.compute_lt_price(error_tol=_tol, max_iter=5000)
write_array(f, grp, prices, "prices")
return prices
def _new_solution(tree, f, grp):
"gets a new set of prices and updates the file"
prices = tree.compute_lt_price(error_tol=_tol, max_iter=5000)
write_array(f, grp, prices, "prices")
return prices
def _new_solutions(cp, f, grp, which="both"):
v_init, c_init = cp.initialize()
if which == "both":
v_vfi, c_vfi = _solve_via_vfi(cp, v_init, return_both=True)
c_pfi = _solve_via_pfi(cp, c_init)
# Store solutions in chunked arrays...
write_array(f, grp, c_vfi, "c_vfi")
write_array(f, grp, v_vfi, "v_vfi")
write_array(f, grp, c_pfi, "c_pfi")
return v_vfi, c_vfi, c_pfi
elif which == "vfi":
v_vfi, c_vfi = _solve_via_vfi(cp, v_init, return_both=True)
write_array(f, grp, c_vfi, "c_vfi")
write_array(f, grp, v_vfi, "v_vfi")
return v_vfi, c_vfi
elif which == "pfi":
c_pfi = _solve_via_pfi(cp, c_init)
write_array(f, grp, c_pfi, "c_pfi")
return c_pfi
def _new_solution(jv, f, grp):
"gets new solution and updates data file"
V = _solve_via_vfi(jv)
write_array(f, grp, V, v_nm)
return V
def _new_solutions(cp, f, grp, which="both"):
v_init, c_init = cp.initialize()
if which == "both":
v_vfi, c_vfi = _solve_via_vfi(cp, v_init, return_both=True)
c_pfi = _solve_via_pfi(cp, c_init)
# Store solutions in chunked arrays...
write_array(f, grp, c_vfi, "c_vfi")
write_array(f, grp, v_vfi, "v_vfi")
write_array(f, grp, c_pfi, "c_pfi")
return v_vfi, c_vfi, c_pfi
elif which == "vfi":
v_vfi, c_vfi = _solve_via_vfi(cp, v_init, return_both=True)
write_array(f, grp, c_vfi, "c_vfi")
write_array(f, grp, v_vfi, "v_vfi")
return v_vfi, c_vfi
elif which == "pfi":
c_pfi = _solve_via_pfi(cp, c_init)
write_array(f, grp, c_pfi, "c_pfi")
return c_pfi
def _new_solution(jv, f, grp):
"gets new solution and updates data file"
V = _solve_via_vfi(jv)
write_array(f, grp, V, v_nm)
return V
