def test_inner_loop():
# Test SS.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
(outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
ss_params, income_tax_params, chi_params, small_open_params = params
(bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
p.b_ellipse, p.upsilon) = ss_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.alpha_T = np.ones(p.T + p.S) * alpha_T
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.lambdas = lambdas.reshape(p.J, 1)
p.imm_rates = imm_rates.reshape(1, p.S)
p.tax_func_type = 'DEP'
p.baseline = baseline
p.baseline_spending = baseline_spending
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params.reshape(
p.S, 1, etr_params.shape[-1]), (1, 0, 2))
p.mtrx_params = np.transpose(mtrx_params.reshape(
p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p.mtry_params = np.transpose(mtry_params.reshape(
p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p.chi_b, p.chi_n = chi_params
p.small_open, firm_r, hh_r = small_open_params
p.firm_r = np.ones(p.T + p.S) * firm_r
p.hh_r = np.ones(p.T + p.S) * hh_r
p.num_workers = 1
BQ = np.ones(p.J) * 0.00019646295986015257
outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
(euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
new_w, new_T_H, new_Y, new_factor, new_BQ,
average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w,
new_T_H, new_Y, new_factor, new_BQ,
average_income_model)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert(np.allclose(test_tuple[i], v, atol=1e-05))
def parameter_read(request):
ref_idx = request.param
if ref_idx == "baseline":
return (safe_read_pickle(REG_BASELINE + "/model_params.pkl"),
safe_read_pickle(BASELINE + "/model_params.pkl"))
else:
return (safe_read_pickle(REG_REFORM.format(ref_idx=request.param)
+ "/model_params.pkl"),
safe_read_pickle(REFORM.format(ref_idx=request.param)
+ "/model_params.pkl"))
def tpi_output(request):
ref_idx = request.param
if ref_idx == "baseline":
return (safe_read_pickle(REG_BASELINE + "/TPI/TPI_vars.pkl"),
safe_read_pickle(BASELINE + "/TPI/TPI_vars.pkl"))
else:
return (safe_read_pickle(REG_REFORM.format(ref_idx=request.param)
+ "/TPI/TPI_vars.pkl"),
safe_read_pickle(REFORM.format(ref_idx=request.param)
+ "/TPI/TPI_vars.pkl"))
def test_twist_doughnut(file_inputs, file_outputs):
'''
Test TPI.twist_doughnut function. Provide inputs to function and
ensure that output returned matches what it has been before.
'''
input_tuple = utils.safe_read_pickle(file_inputs)
test_list = TPI.twist_doughnut(*input_tuple)
expected_list = utils.safe_read_pickle(file_outputs)
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def test_inner_loop():
# Test SS.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
(outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
ss_params, income_tax_params, chi_params, small_open_params = params
(bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon, Z,
p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll, tau_bq, p.rho,
p.omega_SS, p.budget_balance, alpha_T, p.debt_ratio_ss, tau_b, delta_tau,
lambdas, imm_rates, p.e, retire, p.mean_income_data, h_wealth, p_wealth,
m_wealth, p.b_ellipse, p.upsilon) = ss_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.alpha_T = np.ones(p.T + p.S) * alpha_T
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.lambdas = lambdas.reshape(p.J, 1)
p.imm_rates = imm_rates.reshape(1, p.S)
p.tax_func_type = 'DEP'
p.baseline = baseline
p.baseline_spending = baseline_spending
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(
etr_params.reshape(p.S, 1, etr_params.shape[-1]), (1, 0, 2))
p.mtrx_params = np.transpose(
mtrx_params.reshape(p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p.mtry_params = np.transpose(
mtry_params.reshape(p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p.chi_b, p.chi_n = chi_params
p.small_open, firm_r, hh_r = small_open_params
p.firm_r = np.ones(p.T + p.S) * firm_r
p.hh_r = np.ones(p.T + p.S) * hh_r
p.num_workers = 1
BQ = np.ones(p.J) * 0.00019646295986015257
outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
(euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh, new_w,
new_T_H, new_Y, new_factor, new_BQ,
average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w, new_T_H,
new_Y, new_factor, new_BQ, average_income_model)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v, atol=1e-05))
def tpi_output(request):
ref_idx = request.param
if ref_idx == "baseline":
return (safe_read_pickle(REG_BASELINE + "/TPI/TPI_vars.pkl"),
safe_read_pickle(BASELINE + "/TPI/TPI_vars.pkl"))
else:
return (safe_read_pickle(
REG_REFORM.format(ref_idx=request.param) + "/TPI/TPI_vars.pkl"),
safe_read_pickle(
REFORM.format(ref_idx=request.param) +
"/TPI/TPI_vars.pkl"))
def parameter_read(request):
ref_idx = request.param
if ref_idx == "baseline":
return (safe_read_pickle(REG_BASELINE + "/model_params.pkl"),
safe_read_pickle(BASELINE + "/model_params.pkl"))
else:
return (safe_read_pickle(
REG_REFORM.format(ref_idx=request.param) + "/model_params.pkl"),
safe_read_pickle(
REFORM.format(ref_idx=request.param) +
"/model_params.pkl"))
def test_inner_loop(dask_client):
# Test TPI.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'tpi_inner_loop_inputs.pkl'))
guesses, outer_loop_vars, params, j = input_tuple
income_tax_params, tpi_params, initial_values, ind = params
initial_values = initial_values[:-1]
tpi_params = tpi_params
p = Specifications(client=dask_client, num_workers=NUM_WORKERS)
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.eta = p.omega.reshape(p.T + p.S, p.S, 1) * p.lambdas.reshape(1, p.J)
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params, (1, 0, 2))[:p.T, :, :]
p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))[:p.T, :, :]
p.mtry_params = np.transpose(mtry_params, (1, 0, 2))[:p.T, :, :]
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
(K0, b_sinit, b_splus1init, factor, initial_b, initial_n,
p.omega_S_preTP, initial_debt) = initial_values
initial_values_in = (K0, b_sinit, b_splus1init, factor, initial_b,
initial_n)
(r, K, BQ, TR) = outer_loop_vars
wss = firm.get_w_from_r(r[-1], p, 'SS')
w = np.ones(p.T + p.S) * wss
w[:p.T] = firm.get_w_from_r(r[:p.T], p, 'TPI')
outer_loop_vars_in = (r, w, r, BQ, TR, theta)
guesses = (guesses[0], guesses[1])
test_tuple = TPI.inner_loop(guesses, outer_loop_vars_in,
initial_values_in, j, ind, p)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'tpi_inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert(np.allclose(test_tuple[i], v))
def test_inner_loop():
# Test TPI.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/tpi_inner_loop_inputs.pkl'))
guesses, outer_loop_vars, params, j = input_tuple
income_tax_params, tpi_params, initial_values, ind = params
initial_values = initial_values
tpi_params = tpi_params
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params, (1, 0, 2))[:p.T, :, :]
p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))[:p.T, :, :]
p.mtry_params = np.transpose(mtry_params, (1, 0, 2))[:p.T, :, :]
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
(K0, b_sinit, b_splus1init, factor, initial_b, initial_n,
p.omega_S_preTP, initial_debt, D0) = initial_values
initial_values_in = (K0, b_sinit, b_splus1init, factor, initial_b,
initial_n, D0)
(r, K, BQ, T_H) = outer_loop_vars
wss = firm.get_w_from_r(r[-1], p, 'SS')
w = np.ones(p.T + p.S) * wss
w[:p.T] = firm.get_w_from_r(r[:p.T], p, 'TPI')
outer_loop_vars_in = (r, w, r, BQ, T_H, theta)
guesses = (guesses[0], guesses[1])
test_tuple = TPI.inner_loop(guesses, outer_loop_vars_in,
initial_values_in, j, ind, p)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/tpi_inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert(np.allclose(test_tuple[i], v))
def test_tax_func_loop():
'''
Test txfunc.tax_func_loop() function. The test is that given
inputs from previous run, the outputs are unchanged.
Note that the data for this test is too large for GitHub, so it
won't be available there.
'''
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'tax_func_loop_inputs_large.pkl'))
(t, micro_data, beg_yr, s_min, s_max, age_specific, analytical_mtrs,
desc_data, graph_data, graph_est, output_dir, numparams,
tpers) = input_tuple
tax_func_type = 'DEP'
# Rename and create vars to suit new micro_data var names
micro_data['total_labinc'] = (micro_data['Wage income'] +
micro_data['SE income'])
micro_data['etr'] = (micro_data['Total tax liability'] /
micro_data["Adjusted total income"])
micro_data['total_capinc'] = (micro_data['Adjusted total income'] -
micro_data['total_labinc'])
# use weighted avg for MTR labor - abs value because
# SE income may be negative
micro_data['mtr_labinc'] = (
micro_data['MTR wage income'] *
(micro_data['Wage income'] /
(micro_data['Wage income'].abs() + micro_data['SE income'].abs())) +
micro_data['MTR SE income'] *
(micro_data['SE income'].abs() /
(micro_data['Wage income'].abs() + micro_data['SE income'].abs())))
micro_data.rename(columns={
'Adjusted total income': 'market_income',
'MTR capital income': 'mtr_capinc',
'Total tax liability': 'total_tax_liab',
'Year': 'year',
'Age': 'age',
'expanded_income': 'market_income',
'Weights': 'weight'
},
inplace=True)
micro_data['payroll_tax_liab'] = 0
test_tuple = txfunc.tax_func_loop(t, micro_data, beg_yr, s_min, s_max,
age_specific, tax_func_type,
analytical_mtrs, desc_data, graph_data,
graph_est, output_dir, numparams)
age_specific = False
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'tax_func_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v))
def test_twist_doughnut(file_inputs, file_outputs):
'''
Test TPI.twist_doughnut function. Provide inputs to function and
ensure that output returned matches what it has been before.
'''
input_tuple = utils.safe_read_pickle(file_inputs)
(guesses, r, w, bq, tr, theta, factor, j, s, t, tau_c, etr_params,
mtrx_params, mtry_params, initial_b, p) = input_tuple
input_tuple = (guesses, r, w, bq, tr, theta, factor, j, s, t, tau_c,
etr_params, mtrx_params, mtry_params, initial_b, p)
test_list = TPI.twist_doughnut(*input_tuple)
expected_list = utils.safe_read_pickle(file_outputs)
assert (np.allclose(np.array(test_list), np.array(expected_list)))
def test_txfunc_est():
# Test txfunc.txfunc_est() function. The test is that given
# inputs from previous run, the outputs are unchanged.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/txfunc_est_inputs.pkl'))
(df, s, t, rate_type, output_dir, graph) = input_tuple
tax_func_type = 'DEP'
numparams = 12
test_tuple = txfunc.txfunc_est(df, s, t, rate_type, tax_func_type,
numparams, output_dir, graph)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/txfunc_est_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v))
def txfunc_output(request):
ref_idx = request.param
if ref_idx == "baseline":
reg_path = REG_BASELINE + "/TxFuncEst_{idx}.pkl".format(idx=ref_idx)
path = BASELINE + "/TxFuncEst_{idx}.pkl".format(idx=ref_idx)
return (safe_read_pickle(reg_path), safe_read_pickle(path))
else:
reg_path = (REG_REFORM.format(ref_idx=ref_idx) +
"/TxFuncEst_policy{idx}.pkl".format(idx=ref_idx))
path = (REFORM.format(ref_idx=ref_idx) +
"/TxFuncEst_policy{idx}.pkl".format(idx=ref_idx))
return (safe_read_pickle(reg_path), safe_read_pickle(path))
def test_txfunc_est():
# Test txfunc.txfunc_est() function. The test is that given
# inputs from previous run, the outputs are unchanged.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/txfunc_est_inputs.pkl'))
(df, s, t, rate_type, output_dir, graph) = input_tuple
tax_func_type = 'DEP'
numparams = 12
test_tuple = txfunc.txfunc_est(df, s, t, rate_type,
tax_func_type, numparams,
output_dir, graph)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/txfunc_est_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert(np.allclose(test_tuple[i], v))
def test_get_initial_SS_values(baseline, param_updates, filename, dask_client):
p = Specifications(baseline=baseline,
test=False,
client=dask_client,
num_workers=NUM_WORKERS)
p.update_specifications(param_updates)
p.baseline_dir = os.path.join(CUR_PATH, 'test_io_data', 'OUTPUT')
p.output_base = os.path.join(CUR_PATH, 'test_io_data', 'OUTPUT')
test_tuple = TPI.get_initial_SS_values(p)
(test_initial_values, test_ss_vars, test_theta,
test_baseline_values) = test_tuple
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', filename))
(exp_initial_values, exp_ss_vars, exp_theta,
exp_baseline_values) = expected_tuple
for i, v in enumerate(exp_initial_values):
assert (np.allclose(test_initial_values[i], v, equal_nan=True))
if p.baseline_spending:
for i, v in enumerate(exp_baseline_values):
assert (np.allclose(test_baseline_values[i], v, equal_nan=True))
assert (np.allclose(test_theta, exp_theta))
for k, v in exp_ss_vars.items():
assert (np.allclose(test_ss_vars[k], v, equal_nan=True))
def test_twist_doughnut():
# Test TPI.twist_doughnut function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/twist_doughnut_inputs.pkl'))
guesses, r, w, BQ, T_H, j, s, t, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
income_tax_params = ('DEP',) + income_tax_params
params = (income_tax_params, tpi_params, initial_b)
test_list = TPI.twist_doughnut(guesses, r, w, BQ, T_H, j, s, t, params)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/twist_doughnut_outputs.pkl'))
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def test_inner_loop(baseline, param_updates, filename, dask_client):
# Test SS.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
p = Specifications(baseline=baseline,
client=dask_client,
num_workers=NUM_WORKERS)
p.update_specifications(param_updates)
p.output_base = CUR_PATH
p.get_tax_function_parameters(None, run_micro=False)
bssmat = np.ones((p.S, p.J)) * 0.07
nssmat = np.ones((p.S, p.J)) * .4 * p.ltilde
if p.zeta_K[-1] == 1.0:
r = p.world_int_rate[-1]
else:
r = 0.05
TR = 0.12
Y = 1.3
factor = 100000
BQ = np.ones(p.J) * 0.00019646295986015257
if p.budget_balance:
outer_loop_vars = (bssmat, nssmat, r, BQ, TR, factor)
else:
outer_loop_vars = (bssmat, nssmat, r, BQ, Y, TR, factor)
test_tuple = SS.inner_loop(outer_loop_vars, p, None)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', filename))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v, atol=1e-05))
def test_run_SS(baseline, param_updates, filename, dask_client):
# Test SS.run_SS function. Provide inputs to function and
# ensure that output returned matches what it has been before.
if baseline is False:
tax_func_path_baseline = os.path.join(CUR_PATH,
'TxFuncEst_baseline.pkl')
tax_func_path = os.path.join(CUR_PATH, 'TxFuncEst_policy.pkl')
execute.runner(constants.BASELINE_DIR,
constants.BASELINE_DIR,
time_path=False,
baseline=True,
og_spec=param_updates,
run_micro=False,
tax_func_path=tax_func_path_baseline)
else:
tax_func_path = os.path.join(CUR_PATH, 'TxFuncEst_baseline.pkl')
p = Specifications(baseline=baseline,
client=dask_client,
num_workers=NUM_WORKERS)
p.update_specifications(param_updates)
p.get_tax_function_parameters(None,
run_micro=False,
tax_func_path=tax_func_path)
test_dict = SS.run_SS(p, None)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', filename))
for k, v in expected_dict.items():
assert (np.allclose(test_dict[k], v))
def test_read_tax_func_estimate():
specs = Specifications()
tax_func_path = os.path.join(CUR_PATH, 'TxFuncEst_baseline.pkl')
expected_dict = utils.safe_read_pickle(tax_func_path)
test_dict, _ = specs.read_tax_func_estimate(tax_func_path)
assert np.allclose(expected_dict['tfunc_avg_etr'],
test_dict['tfunc_avg_etr'])
def test_txfunc_est_on_GH(rate_type, tax_func_type, numparams, expected_tuple,
tmpdir):
"""
Test txfunc.txfunc_est() function. The test is that given
inputs from previous run, the outputs are unchanged.
"""
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, "test_io_data", "txfunc_est_inputs.pkl"))
(df, s, t, _, output_dir, graph) = input_tuple
output_dir = tmpdir
# Put old df variables into new df var names
df.rename(
columns={
"MTR labor income": "mtr_labinc",
"MTR capital income": "mtr_capinc",
"Total labor income": "total_labinc",
"Total capital income": "total_capinc",
"ETR": "etr",
"expanded_income": "market_income",
"Weights": "weight",
},
inplace=True,
)
test_tuple = txfunc.txfunc_est(df, s, t, rate_type, tax_func_type,
numparams, output_dir, True)
for i, v in enumerate(expected_tuple):
assert np.allclose(test_tuple[i], v)
def test_txfunc_est():
'''
Test txfunc.txfunc_est() function. The test is that given
inputs from previous run, the outputs are unchanged.
'''
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'txfunc_est_inputs.pkl'))
(df, s, t, rate_type, output_dir, graph) = input_tuple
# Put old df variables into new df var names
df.rename(columns={
'MTR labor income': 'mtr_labinc',
'MTR capital income': 'mtr_capinc',
'Total labor income': 'total_labinc',
'Total capital income': 'total_capinc',
'ETR': 'etr',
'expanded_income': 'market_income',
'Weights': 'weight'
},
inplace=True)
tax_func_type = 'DEP'
numparams = 12
test_tuple = txfunc.txfunc_est(df, s, t, rate_type, tax_func_type,
numparams, output_dir, graph)
expected_tuple = ((np.array([
6.37000261e-22, 2.73401629e-03, 1.54672458e-08, 1.43446236e-02,
2.32797367e-01, -3.69059719e-02, 1.00000000e-04, -1.01967001e-01,
3.96030053e-02, 1.02987671e-01, -1.30433574e-01, 1.00000000e+00
]), 19527.16203007729, 3798))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v))
def test_SS_solver(baseline, param_updates, filename, dask_client):
# Test SS.SS_solver function. Provide inputs to function and
# ensure that output returned matches what it has been before.
p = Specifications(baseline=baseline,
client=dask_client,
num_workers=NUM_WORKERS)
p.update_specifications(param_updates)
p.output_base = CUR_PATH
p.get_tax_function_parameters(None, run_micro=False)
b_guess = np.ones((p.S, p.J)) * 0.07
n_guess = np.ones((p.S, p.J)) * .35 * p.ltilde
if p.zeta_K[-1] == 1.0:
rguess = p.world_int_rate[-1]
else:
rguess = 0.06483431412921253
TRguess = 0.05738932081035772
factorguess = 139355.1547340256
BQguess = aggregates.get_BQ(rguess, b_guess, None, p, 'SS', False)
Yguess = 0.6376591201150815
test_dict = SS.SS_solver(b_guess, n_guess, rguess, BQguess, TRguess,
factorguess, Yguess, p, None, False)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', filename))
for k, v in expected_dict.items():
print('Testing ', k)
assert (np.allclose(test_dict[k], v, atol=1e-07, equal_nan=True))
def test_inner_loop():
# Test SS.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
(outer_loop_vars, params, baseline, baseline_spending) = input_tuple
ss_params, income_tax_params, chi_params, small_open_params = params
income_tax_params = ('DEP', ) + income_tax_params
params = (ss_params, income_tax_params, chi_params, small_open_params)
test_tuple = SS.inner_loop(outer_loop_vars, params, baseline,
baseline_spending)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert (np.allclose(test_tuple[i], v))
def test_tax_data_sample():
"""
Test of txfunc.tax_data_sample() function
"""
data = utils.safe_read_pickle(
os.path.join(CUR_PATH, "test_io_data",
"micro_data_dict_for_tests.pkl"))
df = txfunc.tax_data_sample(data["2030"])
assert isinstance(df, pd.DataFrame)
def test_run_SS(input_path, expected_path):
# Test SS.run_SS function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', input_path))
(income_tax_params, ss_params, iterative_params, chi_params,
small_open_params, baseline, baseline_spending, baseline_dir) =\
input_tuple
income_tax_params = ('DEP', ) + income_tax_params
test_dict = SS.run_SS(income_tax_params, ss_params, iterative_params,
chi_params, small_open_params, baseline,
baseline_spending, baseline_dir)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', expected_path))
for k, v in expected_dict.items():
assert (np.allclose(test_dict[k], v))
def test_SS_fsolve_reform():
# Test SS.SS_fsolve_reform function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/SS_fsolve_reform_inputs.pkl'))
guesses, params = input_tuple
params = params + (None, 1)
(bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, factor, small_open_params, client, num_workers) = params
income_tax_params = ('DEP', ) + income_tax_params
params = (bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, factor, small_open_params, client, num_workers)
test_list = SS.SS_fsolve_reform(guesses, params)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/SS_fsolve_reform_outputs.pkl'))
assert (np.allclose(np.array(test_list), np.array(expected_list)))
def test_tax_data_sample():
'''
Test of txfunc.tax_data_sample() function
'''
data = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'micro_data_dict_for_tests.pkl'))
df = txfunc.tax_data_sample(data['2030'])
assert isinstance(df, pd.DataFrame)
def test_firstdoughnutring(dask_client):
# Test TPI.firstdoughnutring function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'firstdoughnutring_inputs.pkl'))
guesses, r, w, b, BQ, TR, j, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
p = Specifications(client=dask_client, num_workers=NUM_WORKERS)
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params, (1, 0, 2))
p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))
p.mtry_params = np.transpose(mtry_params, (1, 0, 2))
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
bq = BQ / p.lambdas[j]
tr = TR
test_list = TPI.firstdoughnutring(guesses, r, w, bq, tr, theta,
factor, j, initial_b, p)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'firstdoughnutring_outputs.pkl'))
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def test_inner_loop():
# Test TPI.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/tpi_inner_loop_inputs.pkl'))
guesses, outer_loop_vars, params, j = input_tuple
income_tax_params, tpi_params, initial_values, ind = params
initial_values = initial_values #+ (0.0,)
tpi_params = tpi_params #+ [True]
income_tax_params = ('DEP',) + income_tax_params
params = (income_tax_params, tpi_params, initial_values, ind)
guesses = (guesses[0], guesses[1])
test_tuple = TPI.inner_loop(guesses, outer_loop_vars, params, j)
expected_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/tpi_inner_loop_outputs.pkl'))
for i, v in enumerate(expected_tuple):
assert(np.allclose(test_tuple[i], v))
def test_twist_doughnut():
# Test TPI.twist_doughnut function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'twist_doughnut_inputs.pkl'))
guesses, r, w, BQ, TR, j, s, t, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_c = np.ones((p.T + p.S, p.S, p.J)) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
length = int(len(guesses) / 2)
tau_c_to_use = np.diag(p.tau_c[:p.S, :, j], p.S - (s + 2))
bq = BQ[t:t + length] / p.lambdas[j]
tr = TR[t:t + length]
test_list = TPI.twist_doughnut(guesses, r, w, bq, tr, theta,
factor, j, s, t, tau_c_to_use,
etr_params, mtrx_params, mtry_params,
initial_b, p)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', 'twist_doughnut_outputs.pkl'))
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def test_run_TPI(baseline, param_updates, filename, tmp_path, dask_client):
'''
Test TPI.run_TPI function. Provide inputs to function and
ensure that output returned matches what it has been before.
'''
baseline_dir = os.path.join(CUR_PATH, 'baseline')
if baseline:
output_base = baseline_dir
else:
output_base = os.path.join(CUR_PATH, 'reform')
p = Specifications(baseline=baseline,
baseline_dir=baseline_dir,
output_base=output_base,
test=True,
client=dask_client,
num_workers=NUM_WORKERS)
p.update_specifications(param_updates)
p.maxiter = 2 # this test runs through just two iterations
p.get_tax_function_parameters(None,
run_micro=False,
tax_func_path=os.path.join(
CUR_PATH, '..', 'data', 'tax_functions',
'TxFuncEst_baseline_CPS.pkl'))
# Need to run SS first to get results
SS.ENFORCE_SOLUTION_CHECKS = False
ss_outputs = SS.run_SS(p, None)
if p.baseline:
utils.mkdirs(os.path.join(p.baseline_dir, "SS"))
ss_dir = os.path.join(p.baseline_dir, "SS", "SS_vars.pkl")
with open(ss_dir, "wb") as f:
pickle.dump(ss_outputs, f)
else:
utils.mkdirs(os.path.join(p.output_base, "SS"))
ss_dir = os.path.join(p.output_base, "SS", "SS_vars.pkl")
with open(ss_dir, "wb") as f:
pickle.dump(ss_outputs, f)
TPI.ENFORCE_SOLUTION_CHECKS = False
test_dict = TPI.run_TPI(p, None)
expected_dict = utils.safe_read_pickle(filename)
for k, v in expected_dict.items():
try:
assert (np.allclose(test_dict[k][:p.T],
v[:p.T],
rtol=1e-04,
atol=1e-04))
except ValueError:
assert (np.allclose(test_dict[k][:p.T, :, :],
v[:p.T, :, :],
rtol=1e-04,
atol=1e-04))
def test_twist_doughnut():
# Test TPI.twist_doughnut function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/twist_doughnut_inputs.pkl'))
guesses, r, w, BQ, T_H, j, s, t, params = input_tuple
income_tax_params, tpi_params, initial_b = params
tpi_params = tpi_params + [True]
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_c = np.ones((p.T + p.S, p.S, p.J)) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.tax_func_type = 'DEP'
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.lambdas = lambdas.reshape(p.J, 1)
p.num_workers = 1
length = int(len(guesses) / 2)
tau_c_to_use = np.diag(p.tau_c[:p.S, :, j], p.S - (s + 2))
bq = BQ[t:t + length] / p.lambdas[j]
test_list = TPI.twist_doughnut(guesses, r, w, bq, T_H, theta,
factor, j, s, t, tau_c_to_use,
etr_params, mtrx_params, mtry_params,
initial_b, p)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/twist_doughnut_outputs.pkl'))
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def test_taxcalc_advance():
"""
Test of the get_micro_data.taxcalc_advance() function
Note that this test may fail if the Tax-Calculator is not v 3.0.0
"""
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, "test_io_data", "tax_dict_for_tests.pkl")
)
test_dict = get_micro_data.taxcalc_advance(True, 2028, {}, "cps", 2028)
for k, v in test_dict.items():
assert np.allclose(expected_dict[k], v, equal_nan=True)
def test_get_data():
'''
Test of get_micro_data.get_data() function
'''
expected_data = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data',
'micro_data_dict_for_tests.pkl'))
test_data, _ = get_micro_data.get_data(
baseline=True, start_year=2028, reform={}, data='cps',
client=None, num_workers=1)
for k, v in test_data.items():
assert_frame_equal(expected_data[k], v)
def test_SS_solver():
# Test SS.SS_solver function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/SS_solver_inputs.pkl'))
(b_guess_init, n_guess_init, rss, T_Hss, factor_ss, Yss, params, baseline,
fsolve_flag, baseline_spending) = input_tuple
(bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, small_open_params) = params
income_tax_params = ('DEP', ) + income_tax_params
params = (bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, small_open_params)
test_dict = SS.SS_solver(b_guess_init, n_guess_init, rss, T_Hss, factor_ss,
Yss, params, baseline, fsolve_flag,
baseline_spending)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/SS_solver_outputs.pkl'))
for k, v in expected_dict.items():
assert (np.allclose(test_dict[k], v))
def test_run_TPI():
# Test TPI.run_TPI function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/run_TPI_inputs.pkl'))
(income_tax_params, tpi_params, iterative_params, small_open_params,
initial_values, SS_values, fiscal_params, biz_tax_params,
output_dir, baseline_spending) = input_tuple
tpi_params = tpi_params + [True]
initial_values = initial_values + (0.0,)
income_tax_params = ('DEP',) + income_tax_params
test_dict = TPI.run_TPI(
income_tax_params, tpi_params, iterative_params,
small_open_params, initial_values, SS_values, fiscal_params,
biz_tax_params, output_dir, baseline_spending)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/run_TPI_outputs.pkl'))
for k, v in expected_dict.items():
assert(np.allclose(test_dict[k], v))
def test_euler_equation_solver():
# Test SS.inner_loop function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/euler_eqn_solver_inputs.pkl'))
(guesses, params) = input_tuple
p = Specifications()
(r, w, T_H, factor, j, p.J, p.S, p.beta, p.sigma, p.ltilde, p.g_y,
p.g_n_ss, tau_payroll, retire, p.mean_income_data, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, j, p.chi_b,
p.chi_n, tau_bq, p.rho, lambdas, p.omega_SS, p.e,
p.analytical_mtrs, etr_params, mtrx_params, mtry_params) = params
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.etr_params = np.transpose(etr_params.reshape(
p.S, 1, etr_params.shape[-1]), (1, 0, 2))
p.mtrx_params = np.transpose(mtrx_params.reshape(
p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p.mtry_params = np.transpose(mtry_params.reshape(
p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p.tax_func_type = 'DEP'
p.lambdas = lambdas.reshape(p.J, 1)
b_splus1 = np.array(guesses[:p.S]).reshape(p.S, 1) + 0.005
BQ = aggregates.get_BQ(r, b_splus1, j, p, 'SS', False)
bq = household.get_bq(BQ, j, p, 'SS')
args = (r, w, bq, T_H, factor, j, p)
test_list = SS.euler_equation_solver(guesses, *args)
expected_list = np.array([
-3.62741663e+00, -6.30068841e+00, -6.76592886e+00,
-6.97731223e+00, -7.05777777e+00, -6.57305440e+00,
-7.11553046e+00, -7.30569622e+00, -7.45808107e+00,
-7.89984062e+00, -8.11466111e+00, -8.28230086e+00,
-8.79253862e+00, -8.86994311e+00, -9.31299476e+00,
-9.80834199e+00, -9.97333771e+00, -1.08349979e+01,
-1.13199826e+01, -1.22890930e+01, -1.31550471e+01,
-1.42753713e+01, -1.55721098e+01, -1.73811490e+01,
-1.88856303e+01, -2.09570569e+01, -2.30559500e+01,
-2.52127149e+01, -2.76119605e+01, -3.03141128e+01,
-3.30900203e+01, -3.62799730e+01, -3.91169706e+01,
-4.24246421e+01, -4.55740527e+01, -4.92914871e+01,
-5.30682805e+01, -5.70043846e+01, -6.06075991e+01,
-6.45251018e+01, -6.86128365e+01, -7.35896515e+01,
-7.92634608e+01, -8.34733231e+01, -9.29802390e+01,
-1.01179788e+02, -1.10437881e+02, -1.20569527e+02,
-1.31569973e+02, -1.43633399e+02, -1.57534056e+02,
-1.73244610e+02, -1.90066728e+02, -2.07980863e+02,
-2.27589046e+02, -2.50241670e+02, -2.76314755e+02,
-3.04930986e+02, -3.36196973e+02, -3.70907934e+02,
-4.10966644e+02, -4.56684022e+02, -5.06945218e+02,
-5.61838645e+02, -6.22617808e+02, -6.90840503e+02,
-7.67825713e+02, -8.54436805e+02, -9.51106365e+02,
-1.05780305e+03, -1.17435473e+03, -1.30045062e+03,
-1.43571221e+03, -1.57971603e+03, -1.73204264e+03,
-1.88430524e+03, -2.03403679e+03, -2.17861987e+03,
-2.31532884e+03, -8.00654731e+03, -5.21487172e-02,
-2.80234170e-01, 4.93894552e-01, 3.11884938e-01, 6.55799607e-01,
5.62182419e-01, 3.86074983e-01, 3.43741491e-01, 4.22461089e-01,
3.63707951e-01, 4.93150010e-01, 4.72813688e-01, 4.07390308e-01,
4.94974186e-01, 4.69900128e-01, 4.37562389e-01, 5.67370182e-01,
4.88965362e-01, 6.40728461e-01, 6.14619979e-01, 4.97173823e-01,
6.19549666e-01, 6.51193557e-01, 4.48906118e-01, 7.93091492e-01,
6.51249363e-01, 6.56307713e-01, 1.12948552e+00, 9.50018058e-01,
6.79613030e-01, 9.51359123e-01, 6.31059147e-01, 7.97896887e-01,
8.44620817e-01, 7.43683837e-01, 1.56693187e+00, 2.75630011e-01,
5.32956891e-01, 1.57110727e+00, 1.22674610e+00, 4.63932928e-01,
1.47225464e+00, 1.16948107e+00, 1.07965795e+00, -3.20557791e-01,
-1.17064127e+00, -7.84880649e-01, -7.60851182e-01, -1.61415945e+00,
-8.30363975e-01, -1.68459409e+00, -1.49260581e+00, -1.84257084e+00,
-1.72143079e+00, -1.43131579e+00, -1.63719219e+00, -1.43874851e+00,
-1.57207905e+00, -1.72909159e+00, -1.98778122e+00, -1.80843826e+00,
-2.12828312e+00, -2.24768762e+00, -2.36961877e+00, -2.49117258e+00,
-2.59914065e+00, -2.82309085e+00, -2.93613362e+00, -3.34446991e+00,
-3.45445086e+00, -3.74962140e+00, -3.78113417e+00, -4.55643800e+00,
-4.86929016e+00, -5.08657898e+00, -5.22054177e+00, -5.54606515e+00,
-5.78478304e+00, -5.93652041e+00, -6.11519786e+00])
assert(np.allclose(np.array(test_list), np.array(expected_list)))
def dump_diff_output(baseline_dir, policy_dir):
'''
--------------------------------------------------------------------
This function reads the pickles with the SS and time path results
from the baseline and reform and then calculates the percentage
differences between the two for each year in the 10-year budget
window, over the entire budget window, and in the SS.
--------------------------------------------------------------------
INPUTS:
baseline_dir = string, path for directory with baseline policy results
policy_dir = string, path for directory with reform policy results
OTHER FUNCTIONS AND FILES CALLED BY THIS FUNCTION: None
OBJECTS CREATED WITHIN FUNCTION:
tpi_macro_vars_policy_path = string, path to pickle with time path
results for reform
tpi_macro_vars_policy = dictionary, dictionary with numpy arrays of
results from transition path equilibrium for reform
tpi_macro_vars_baseline_path = string, path to pickle with time path
results for baseline policy
tpi_macro_vars_baseline = dictionary, dictionary with numpy arrays of
results from transition path equilibrium for baseline policy
baseline_macros = [7,T] array, numpy array with time path for relevant macro
variables from baseline equilibrium
policy_macros = [7,T] array, numpy array with time path for relevant macro
variables from reform equilibrium
pct_changes = [7,12] array, numpy array with pct changes in macro variables
from baseline to reform for each year
in the budget window (10 years), over all 10 years, and in the SS
ss_policy_path = string, path to pickle of SS results for reform
ss_policy = dictionary, dictionary with numpy arrays of results from
SS equilibrium for reform
ss_baseline_path = string, path to pickle of SS results for baseline
ss_baseline = dictionary, dictionary with numpy arrays of results from
SS equilibrium for baseline
RETURNS: pct_changes
--------------------------------------------------------------------
'''
# read macro output
tpi_baseline_dir = os.path.join(baseline_dir, "TPI")
tpi_policy_dir = os.path.join(policy_dir, "TPI")
if not os.path.exists(tpi_policy_dir):
os.mkdir(tpi_policy_dir)
tpi_macro_vars_policy_path = os.path.join(tpi_policy_dir,
"TPI_vars.pkl")
tpi_macro_vars_policy = safe_read_pickle(tpi_macro_vars_policy_path)
tpi_macro_vars_baseline_path = os.path.join(tpi_baseline_dir,
"TPI_vars.pkl")
tpi_macro_vars_baseline = safe_read_pickle(tpi_macro_vars_baseline_path)
T = len(tpi_macro_vars_baseline['C'])
baseline_macros = np.zeros((7, T))
baseline_macros[0, :] = tpi_macro_vars_baseline['Y'][:T]
baseline_macros[1, :] = tpi_macro_vars_baseline['C'][:T]
baseline_macros[2, :] = tpi_macro_vars_baseline['I'][:T]
baseline_macros[3, :] = tpi_macro_vars_baseline['L'][:T]
baseline_macros[4, :] = tpi_macro_vars_baseline['w'][:T]
baseline_macros[5, :] = tpi_macro_vars_baseline['r'][:T]
baseline_macros[6, :] = tpi_macro_vars_baseline['total_revenue'][:T]
policy_macros = np.zeros((7, T))
policy_macros[0, :] = tpi_macro_vars_policy['Y'][:T]
policy_macros[1, :] = tpi_macro_vars_policy['C'][:T]
policy_macros[2, :] = tpi_macro_vars_policy['I'][:T]
policy_macros[3, :] = tpi_macro_vars_policy['L'][:T]
policy_macros[4, :] = tpi_macro_vars_policy['w'][:T]
policy_macros[5, :] = tpi_macro_vars_policy['r'][:T]
policy_macros[6, :] = tpi_macro_vars_policy['total_revenue'][:T]
pct_changes = np.zeros((7, 12))
# pct changes for each year in budget window
pct_changes[:, :10] = ((policy_macros-baseline_macros) /
policy_macros)[:, :10]
# pct changes over entire budget window
pct_changes[:, 10] = ((policy_macros[:, :10].sum(axis=1) -
baseline_macros[:, :10].sum(axis=1)) /
policy_macros[:, :10].sum(axis=1))
# Load SS results
ss_policy_path = os.path.join(policy_dir, "SS", "SS_vars.pkl")
ss_policy = safe_read_pickle(ss_policy_path)
ss_baseline_path = os.path.join(baseline_dir, "SS", "SS_vars.pkl")
ss_baseline = safe_read_pickle(ss_baseline_path)
# pct changes in macro aggregates in SS
pct_changes[0, 11] = ((ss_policy['Yss'] - ss_baseline['Yss']) /
ss_baseline['Yss'])
pct_changes[1, 11] = ((ss_policy['Css'] - ss_baseline['Css']) /
ss_baseline['Css'])
pct_changes[2, 11] = ((ss_policy['Iss'] - ss_baseline['Iss']) /
ss_baseline['Iss'])
pct_changes[3, 11] = ((ss_policy['Lss'] - ss_baseline['Lss']) /
ss_baseline['Lss'])
pct_changes[4, 11] = ((ss_policy['wss'] - ss_baseline['wss']) /
ss_baseline['wss'])
pct_changes[5, 11] = ((ss_policy['rss'] - ss_baseline['rss']) /
ss_baseline['rss'])
pct_changes[6, 11] = ((ss_policy['total_revenue_ss'] -
ss_baseline['total_revenue_ss']) /
ss_baseline['total_revenue_ss'])
return pct_changes, baseline_macros, policy_macros
from __future__ import print_function
import pytest
import numpy as np
import os
from ogusa import SS, utils, aggregates, household
from ogusa.parameters import Specifications
CUR_PATH = os.path.abspath(os.path.dirname(__file__))
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/SS_fsolve_inputs.pkl'))
guesses_in, params = input_tuple
params = params + (None, 1)
(bssmat, nssmat, chi_params, ss_params, income_tax_params,
iterative_params, small_open_params, client, num_workers) = params
p1 = Specifications()
(p1.J, p1.S, p1.T, p1.BW, p1.beta, p1.sigma, p1.alpha, p1.gamma, p1.epsilon,
Z, p1.delta, p1.ltilde, p1.nu, p1.g_y, p1.g_n_ss, tau_payroll,
tau_bq, p1.rho, p1.omega_SS, p1.budget_balance, alpha_T,
p1.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p1.e,
retire, p1.mean_income_data, h_wealth, p_wealth, m_wealth,
p1.b_ellipse, p1.upsilon) = ss_params
p1.Z = np.ones(p1.T + p1.S) * Z
p1.tau_bq = np.ones(p1.T + p1.S) * 0.0
p1.tau_payroll = np.ones(p1.T + p1.S) * tau_payroll
p1.alpha_T = np.ones(p1.T + p1.S) * alpha_T
p1.tau_b = np.ones(p1.T + p1.S) * tau_b
p1.delta_tau = np.ones(p1.T + p1.S) * delta_tau
p1.h_wealth = np.ones(p1.T + p1.S) * h_wealth
p1.p_wealth = np.ones(p1.T + p1.S) * p_wealth
p1.m_wealth = np.ones(p1.T + p1.S) * m_wealth
p1.retire = (np.ones(p1.T + p1.S) * retire).astype(int)
def test_run_SS(input_path, expected_path):
# Test SS.run_SS function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', input_path))
(income_tax_params, ss_params, iterative_params, chi_params,
small_open_params, baseline, baseline_spending, baseline_dir) =\
input_tuple
p = Specifications()
(p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
p.b_ellipse, p.upsilon) = ss_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.alpha_T = np.ones(p.T + p.S) * alpha_T
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.lambdas = lambdas.reshape(p.J, 1)
p.imm_rates = imm_rates.reshape(1, p.S)
p.tax_func_type = 'DEP'
p.baseline = baseline
p.baseline_spending = baseline_spending
p.baseline_dir = baseline_dir
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params.reshape(
p.S, 1, etr_params.shape[-1]), (1, 0, 2))
p.mtrx_params = np.transpose(mtrx_params.reshape(
p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p.mtry_params = np.transpose(mtry_params.reshape(
p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p.maxiter, p.mindist_SS = iterative_params
p.chi_b, p.chi_n = chi_params
p.small_open, firm_r, hh_r = small_open_params
p.firm_r = np.ones(p.T + p.S) * firm_r
p.hh_r = np.ones(p.T + p.S) * hh_r
p.num_workers = 1
test_dict = SS.run_SS(p, None)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data', expected_path))
# delete values key-value pairs that are not in both dicts
del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
test_dict['business_revenue'])
del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
del test_dict['resource_constraint_error'], test_dict['T_Css']
del test_dict['r_gov_ss'], test_dict['r_hh_ss']
test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')
for k, v in expected_dict.items():
assert(np.allclose(test_dict[k], v))
def test_run_TPI():
# Test TPI.run_TPI function. Provide inputs to function and
# ensure that output returned matches what it has been before.
input_tuple = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/run_TPI_inputs.pkl'))
(income_tax_params, tpi_params, iterative_params, small_open_params,
initial_values, SS_values, fiscal_params, biz_tax_params,
output_dir, baseline_spending) = input_tuple
tpi_params = tpi_params + [True]
initial_values = initial_values + (0.0,)
p = Specifications()
(J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
new_param_values = {
'J': J,
'S': S,
'T': T
}
# update parameters instance with new values for test
p.update_specifications(new_param_values, raise_errors=False)
(J, S, T, BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n, tau_b, delta_tau,
tau_payroll, tau_bq, p.rho, p.omega, N_tilde, lambdas,
p.imm_rates, p.e, retire, p.mean_income_data, factor, h_wealth,
p_wealth, m_wealth, p.b_ellipse, p.upsilon, p.chi_b, p.chi_n,
theta, p.baseline) = tpi_params
p.Z = np.ones(p.T + p.S) * Z
p.tau_bq = np.ones(p.T + p.S) * 0.0
p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.h_wealth = np.ones(p.T + p.S) * h_wealth
p.p_wealth = np.ones(p.T + p.S) * p_wealth
p.m_wealth = np.ones(p.T + p.S) * m_wealth
p.retire = (np.ones(p.T + p.S) * retire).astype(int)
p.small_open, ss_firm_r, ss_hh_r = small_open_params
p.ss_firm_r = np.ones(p.T + p.S) * ss_firm_r
p.ss_hh_r = np.ones(p.T + p.S) * ss_hh_r
p.maxiter, p.mindist_SS, p.mindist_TPI = iterative_params
(p.budget_balance, alpha_T, alpha_G, p.tG1, p.tG2, p.rho_G,
p.debt_ratio_ss) = fiscal_params
p.alpha_T = np.concatenate((alpha_T, np.ones(40) * alpha_T[-1]))
p.alpha_G = np.concatenate((alpha_G, np.ones(40) * alpha_G[-1]))
(tau_b, delta_tau) = biz_tax_params
p.tau_b = np.ones(p.T + p.S) * tau_b
p.delta_tau = np.ones(p.T + p.S) * delta_tau
p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
income_tax_params
p.etr_params = np.transpose(etr_params, (1, 0, 2))[:p.T, :, :]
p.mtrx_params = np.transpose(mtrx_params, (1, 0, 2))[:p.T, :, :]
p.mtry_params = np.transpose(mtry_params, (1, 0, 2))[:p.T, :, :]
p.lambdas = lambdas.reshape(p.J, 1)
p.output = output_dir
p.baseline_spending = baseline_spending
p.num_workers = 1
(K0, b_sinit, b_splus1init, factor, initial_b, initial_n,
p.omega_S_preTP, initial_debt, D0) = initial_values
# Need to run SS first to get results
ss_outputs = SS.run_SS(p, None)
if p.baseline:
utils.mkdirs(os.path.join(p.baseline_dir, "SS"))
ss_dir = os.path.join(p.baseline_dir, "SS/SS_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
else:
utils.mkdirs(os.path.join(p.output_base, "SS"))
ss_dir = os.path.join(p.output_base, "SS/SS_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
test_dict = TPI.run_TPI(p, None)
expected_dict = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/run_TPI_outputs.pkl'))
# delete values key-value pairs that are not in both dicts
del test_dict['etr_path'], test_dict['mtrx_path'], test_dict['mtry_path']
del test_dict['bmat_s']
test_dict['b_mat'] = test_dict.pop('bmat_splus1')
test_dict['REVENUE'] = test_dict.pop('total_revenue')
test_dict['IITpayroll_revenue'] = (test_dict['REVENUE'][:160] -
test_dict['business_revenue'])
del test_dict['T_P'], test_dict['T_BQ'], test_dict['T_W']
del test_dict['resource_constraint_error'], test_dict['T_C']
del test_dict['r_gov'], test_dict['r_hh']
for k, v in expected_dict.items():
try:
assert(np.allclose(test_dict[k], v, rtol=1e-04, atol=1e-04))
except ValueError:
assert(np.allclose(test_dict[k], v[:p.T, :, :], rtol=1e-04,
atol=1e-04))