def TC_star(v_init, tol):
rho = v_init[0]
sigma = v_init[1]
rho_updated = fixed_point(lambda v: T(v, sigma),
rho,
error_flag=1,
tol=tol,
error_name="pricing")
sigma_updated = fixed_point(lambda v: C(rho_updated, v),
sigma,
error_flag=1,
tol=tol,
error_name="Coleman-Reffett")
return np.array([rho_updated, sigma_updated])
def TC_star(v_init, K, S_bar, tol, grid):
""""
Fixed point operator. For initial guess of time operator, returns its fixed point
Parameters
----------
v_init : 2D numpy array
initial pricing function (rows index shock index and column index grid index)
K: float
generation capital
S_bar: float
storage capital
grid: numpy array
storage grid with S_bar as max value
Returns
-------
rho_new: float
fixed point of price function
"""
rho = v_init
rho_updated = fixed_point(lambda v: T(v, K, S_bar, config.grid),
rho,
error_flag=0,
tol=tol,
error_name="pricing")
return rho_updated
"""
if __name__ == '__main__':
og = EmarketModel(s_supply=.1,
grid_size=350,
grid_max_x=300,
S_bar_flag=0,
p=pr,
p_inv=p_inv,
phi=phi,
phi_prime=phi_prime,
demand_shocks=[1, 1.5],
demand_P=[1, 0])
TC_star = time_operator_factory(og)
# n = 15
sigma = np.ones(og.grid.shape) # Set initial condition
rho = np.ones(og.grid.shape)
v_init = np.array([rho, sigma])
og.sol_func = fixed_point(lambda v: TC_star(v, tol=1e-5),
v_init,
error_flag=1,
tol=1e-5,
error_name="main",
maxiter=20)
pickle.dump(og, open("/home/akshay_shanker/model_0.mod", "wb"))
og.S_bar_star = S_bar_star
og.solved_flag = 1
og.grid = config.grid
end = time.time()
og.time_exog = end - start
pickle.dump(og, open("/scratch/kq62/array_6a_{}.mod".format(index), "wb"))
"""
Run model with endogenous stock of capital.
"""
config.toggle_GF = 0
start = time.time()
K_star = fixed_point(
lambda K: GF_star(K, tol_TC, tol_brent_1, tol_brent, tol_pi),
v_init=K_init,
error_flag=1,
tol=tol_K,
error_name="pricing")
#K_star = 5.700222761535536
#S_bar_star = 6.534672003614626
rho_star = TC_star(config.rho_global_old, K_star, config.S_bar_star,
tol_TC, config.grid)
og.K = K_star
og.rho_star = rho_star
og.S_bar_star = config.S_bar_star
og.solved_flag = 1
og.grid = config.grid
end = time.time()