def test_mfg_model():
from dolo import yaml_import
# from dolo.algos.commands import time_iteration, simulate, evaluate_policy
from dolo.algos.dtmscc.time_iteration import time_iteration
from dolo.algos.dtmscc.value_iteration import evaluate_policy
from dolo.algos.dtmscc.simulations import simulate, plot_decision_rule
model = yaml_import("examples/models/sudden_stop.yaml")
mdr = time_iteration(model)
#
sim = simulate(model, mdr, 0, horizon=50, n_exp=0) # irf
assert(sim.shape==(50,6))
sim = simulate(model, mdr, 0, horizon=50, n_exp=1) # one stochastic simulation
assert(sim.shape==(50,6))
sim = simulate(model, mdr, 0, horizon=50, n_exp=10) # many stochastic simulations
assert(sim.shape==(10,50,6))
mv = evaluate_policy(model, mdr, verbose=True, maxit=500)
mv = evaluate_policy(model, mdr, verbose=True, maxit=500, initial_guess=mv)
sim_v = simulate(model, mdr, 0, drv=mv, horizon=50, n_exp=10)
sim_irf = simulate(model, mdr, 0, drv=mv, horizon=50, n_exp=0)
sim_dr = plot_decision_rule(model, mdr, 'l')
print(sim_dr)
def test_mfg_model():
from dolo import yaml_import
# from dolo.algos.commands import time_iteration, simulate, evaluate_policy
from dolo.algos.dtmscc.time_iteration import time_iteration
from dolo.algos.dtmscc.value_iteration import evaluate_policy
from dolo.algos.dtmscc.simulations import simulate, plot_decision_rule
model = yaml_import("examples/models/compat/sudden_stop.yaml")
print(model.exogenous)
print(model.is_dtmscc())
mdr = time_iteration(model)
#
sim = simulate(model, mdr, 0, horizon=50, n_exp=0) # irf
assert (sim.shape == (50, 6))
sim = simulate(model, mdr, 0, horizon=50,
n_exp=1) # one stochastic simulation
assert (sim.shape == (50, 6))
sim = simulate(model, mdr, 0, horizon=50,
n_exp=10) # many stochastic simulations
assert (sim.shape == (10, 50, 6))
mv = evaluate_policy(model, mdr, verbose=True, maxit=500)
mv = evaluate_policy(model, mdr, verbose=True, maxit=500, initial_guess=mv)
sim_v = simulate(model, mdr, 0, drv=mv, horizon=50, n_exp=10)
sim_irf = simulate(model, mdr, 0, drv=mv, horizon=50, n_exp=0)
sim_dr = plot_decision_rule(model, mdr, 'l')
print(sim_dr)
def evaluate_policy(model, *args, **kwargs):
if model.model_type == 'dtmscc':
from dolo.algos.dtmscc.value_iteration import evaluate_policy
else:
raise Exception("Model type {} not supported.".format(model.model_type))
return evaluate_policy(model, *args, **kwargs)
def evaluate_policy(model, *args, **kwargs):
if model.model_type == 'dtmscc':
from dolo.algos.dtmscc.value_iteration import evaluate_policy
else:
raise Exception("Model type {} not supported.".format(
model.model_type))
return evaluate_policy(model, *args, **kwargs)