def compute_weighting_matrix(p, optimal_weight=False):
"""
Function to compute the weighting matrix for the GMM estimator.
Args:
p (OG-USA Specifications object): model parameters
optimal_weight (boolean): whether to use an optimal
weighting matrix or not
Returns:
W (Numpy array): Weighting matrix
"""
# determine weighting matrix
if optimal_weight:
# This uses the inverse of the VCV matrix for the data moments
# more precisely estimated moments get more weight
# Reference: Gourieroux, Monfort, and Renault (1993,
# Journal of Applied Econometrics)
# read in SCF
n = 1000 # number of bootstrap iterations
scf = wealth.get_wealth_data(scf_yrs_list=[2019],
web=True,
directory=None)
VCV_data_moments = wealth.VCV_moments(scf, n, p.lambdas, p.J)
W = np.linalg.inv(VCV_data_moments)
else:
# Assumes use 2 more moments than there are parameters
W = np.identity(p.J + 2)
return W
def test_get_wealth_data():
'''
Test of reading wealth data.
Need SCF data which is too large to check into repo so this will
be flagged so as to not run on TravisCI.
'''
df = wealth.get_wealth_data()
assert isinstance(df, pd.DataFrame)
def wealth_moments_table(base_ss, base_params, table_format=None, path=None):
'''
Creates table with moments of the wealth distribution from the model
and SCF data.
Args:
base_ss (dictionary): SS output from baseline run
base_params (OG-USA Specifications class): baseline parameters
object
table_format (string): format to return table in: 'csv', 'tex',
'excel', 'json', if None, a DataFrame is returned
path (string): path to save table to
Returns:
table (various): table in DataFrame or string format or `None`
if saved to disk
'''
table_dict = {
'Moment': [
'Share 0-25%', 'Share 25-50%', 'Share 50-70%', 'Share 70-80%',
'Share 80-90%', 'Share 90-99%', 'Share 99-100%',
'Gini Coefficient', 'var(ln(Wealth))'
],
'Data': [],
'Model': []
}
base_ineq = Inequality(base_ss['bssmat_splus1'], base_params.omega_SS,
base_params.lambdas, base_params.S, base_params.J)
base_values = [
1 - base_ineq.top_share(0.75),
base_ineq.top_share(0.75) - base_ineq.top_share(0.5),
base_ineq.top_share(0.5) - base_ineq.top_share(0.3),
base_ineq.top_share(0.3) - base_ineq.top_share(0.2),
base_ineq.top_share(0.2) - base_ineq.top_share(0.1),
base_ineq.top_share(0.1) - base_ineq.top_share(0.01),
base_ineq.top_share(0.01),
base_ineq.gini(),
base_ineq.var_of_logs()
]
table_dict['Model'].extend(base_values)
# get moments from Survey of Consumer Finances data
scf = wealth.get_wealth_data()
table_dict['Data'] = wealth.compute_wealth_moments(scf,
base_params.lambdas)
# Make df with dict so can use pandas functions
table_df = pd.DataFrame.from_dict(table_dict)
table = save_return_table(table_df, table_format, path, precision=3)
return table
def test_compute_wealth_moments():
'''
Test of computation of wealth moments.
Need SCF data which is too large to check into repo so this will
be flagged so as to not run on TravisCI.
'''
expected_moments = np.array([
-4.36938131e-03, 1.87063661e-02, 5.89720538e-02, 6.10665862e-02,
1.17776715e-01, 3.87790368e-01, 3.60041151e-01, 8.45051216e-01,
4.97530422e+00])
df = wealth.get_wealth_data()
test_moments = wealth.compute_wealth_moments(
df, np.array([0.25, 0.25, 0.2, 0.1, 0.1, 0.09, 0.01]))
assert(np.allclose(expected_moments, test_moments, rtol=0.001))
def test_compute_wealth_moments():
'''
Test of computation of wealth moments.
Need SCF data which is too large to check into repo so this will
be flagged so as to not run on TravisCI.
'''
expected_moments = np.array([
-4.42248572e-03, 1.87200063e-02, 5.78230550e-02, 5.94466440e-02,
1.15413004e-01, 3.88100712e-01, 3.64919063e-01, 8.47639595e-01,
5.04231901e+00
])
df = wealth.get_wealth_data()
test_moments = wealth.compute_wealth_moments(
df, np.array([0.25, 0.25, 0.2, 0.1, 0.1, 0.09, 0.01]))
assert (np.allclose(expected_moments, test_moments, rtol=0.001))
def runner(output_base,
input_dir,
baseline=False,
analytical_mtrs=True,
reform={},
user_params={},
guid='',
run_micro=True):
from ogusa import parameters, wealth, labor, demographics, income
from ogusa import txfunc
tick = time.time()
#Create output directory structure
saved_moments_dir = os.path.join(output_base, "Saved_moments")
ssinit_dir = os.path.join(output_base, "SSinit")
tpiinit_dir = os.path.join(output_base, "TPIinit")
dirs = [saved_moments_dir, ssinit_dir, tpiinit_dir]
for _dir in dirs:
try:
print "making dir: ", _dir
os.makedirs(_dir)
except OSError as oe:
pass
if run_micro:
txfunc.get_tax_func_estimate(baseline=baseline,
analytical_mtrs=analytical_mtrs,
reform=reform,
guid=guid)
print("in runner, baseline is ", baseline)
run_params = ogusa.parameters.get_parameters(baseline=baseline, guid=guid)
run_params['analytical_mtrs'] = analytical_mtrs
# Modify ogusa parameters based on user input
if 'frisch' in user_params:
print "updating fricsh and associated"
b_ellipse, upsilon = ogusa.elliptical_u_est.estimation(
user_params['frisch'], run_params['ltilde'])
run_params['b_ellipse'] = b_ellipse
run_params['upsilon'] = upsilon
run_params.update(user_params)
# Modify ogusa parameters based on user input
if 'g_y_annual' in user_params:
print "updating g_y_annual and associated"
g_y = (1 + user_params['g_y_annual'])**(
float(ending_age - starting_age) / S) - 1
run_params['g_y'] = g_y
run_params.update(user_params)
globals().update(run_params)
from ogusa import SS, TPI
# Generate Wealth data moments
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir=input_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs, output_dir=input_dir)
get_baseline = True
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = [
'S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age', 'beta',
'sigma', 'alpha', 'nu', 'Z', 'delta', 'E', 'ltilde', 'g_y', 'maxiter',
'mindist_SS', 'mindist_TPI', 'analytical_mtrs', 'b_ellipse',
'k_ellipse', 'upsilon', 'chi_b_guess', 'chi_n_guess', 'etr_params',
'mtrx_params', 'mtry_params', 'tau_payroll', 'tau_bq',
'calibrate_model', 'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth', 'get_baseline', 'omega', 'g_n_ss',
'omega_SS', 'surv_rate', 'e', 'rho'
]
'''
------------------------------------------------------------------------
Run SS with minimization to fit chi_b and chi_n
------------------------------------------------------------------------
'''
# This is the simulation before getting the replacement rate values
sim_params = {}
glbs = globals()
lcls = locals()
for key in param_names:
if key in glbs:
sim_params[key] = glbs[key]
else:
sim_params[key] = lcls[key]
sim_params['output_dir'] = input_dir
sim_params['run_params'] = run_params
income_tax_params, wealth_tax_params, ellipse_params, ss_parameters, iterative_params = SS.create_steady_state_parameters(
**sim_params)
ss_outputs = SS.run_steady_state(income_tax_params,
ss_parameters,
iterative_params,
get_baseline,
calibrate_model,
output_dir=input_dir)
'''
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
'''
ss_outputs['get_baseline'] = get_baseline
sim_params['input_dir'] = input_dir
income_tax_params, wealth_tax_params, ellipse_params, parameters, N_tilde, omega_stationary, K0, b_sinit, \
b_splus1init, L0, Y0, w0, r0, BQ0, T_H_0, tax0, c0, initial_b, initial_n = TPI.create_tpi_params(**sim_params)
ss_outputs['income_tax_params'] = income_tax_params
ss_outputs['wealth_tax_params'] = wealth_tax_params
ss_outputs['ellipse_params'] = ellipse_params
ss_outputs['parameters'] = parameters
ss_outputs['N_tilde'] = N_tilde
ss_outputs['omega_stationary'] = omega_stationary
ss_outputs['K0'] = K0
ss_outputs['b_sinit'] = b_sinit
ss_outputs['b_splus1init'] = b_splus1init
ss_outputs['L0'] = L0
ss_outputs['Y0'] = Y0
ss_outputs['r0'] = r0
ss_outputs['BQ0'] = BQ0
ss_outputs['T_H_0'] = T_H_0
ss_outputs['tax0'] = tax0
ss_outputs['c0'] = c0
ss_outputs['initial_b'] = initial_b
ss_outputs['initial_n'] = initial_n
ss_outputs['tau_bq'] = tau_bq
ss_outputs['g_n_vector'] = g_n_vector
ss_outputs['output_dir'] = input_dir
with open("ss_outputs.pkl", 'wb') as fp:
pickle.dump(ss_outputs, fp)
w_path, r_path, T_H_path, BQ_path, Y_path = TPI.run_time_path_iteration(
**ss_outputs)
print "getting to here...."
TPI.TP_solutions(w_path, r_path, T_H_path, BQ_path, **ss_outputs)
print "took {0} seconds to get that part done.".format(time.time() - tick)
def chi_estimate(
income_tax_params,
ss_params,
iterative_params,
chi_guesses,
baseline_dir="./OUTPUT",
):
"""
--------------------------------------------------------------------
This function calls others to obtain the data momements and then
runs the simulated method of moments estimation by calling the
minimization routine.
INPUTS:
income_tax_parameters = length 4 tuple, (analytical_mtrs, etr_params, mtrx_params, mtry_params)
ss_parameters = length 21 tuple, (J, S, T, BW, beta, sigma, alpha, Z, delta, ltilde, nu, g_y,\
g_n_ss, tau_payroll, retire, mean_income_data,\
h_wealth, p_wealth, m_wealth, b_ellipse, upsilon)
iterative_params = [2,] vector, vector with max iterations and tolerance
for SS solution
chi_guesses = [J+S,] vector, initial guesses of chi_b and chi_n stacked together
baseline_dir = string, path where baseline results located
OTHER FUNCTIONS AND FILES CALLED BY THIS FUNCTION:
wealth.compute_wealth_moments()
labor.labor_data_moments()
minstat()
OBJECTS CREATED WITHIN FUNCTION:
wealth_moments = [J+2,] array, wealth moments from data
labor_moments = [S,] array, labor moments from data
data_moments = [J+2+S,] array, wealth and labor moments stacked
bnds = [S+J,] array, bounds for parameter estimates
chi_guesses_flat = [J+S,] vector, initial guesses of chi_b and chi_n stacked
min_arg = length 6 tuple, variables needed for minimizer
est_output = dictionary, output from minimizer
chi_params = [J+S,] vector, parameters estimates for chi_b and chi_n stacked
objective_func_min = scalar, minimum of statistical objective function
OUTPUT:
./baseline_dir/Calibration/chi_estimation.pkl
RETURNS: chi_params
--------------------------------------------------------------------
"""
# unpack tuples of parameters
(
J,
S,
T,
BW,
beta,
sigma,
alpha,
Z,
delta,
ltilde,
nu,
g_y,
g_n_ss,
tau_payroll,
tau_bq,
rho,
omega_SS,
lambdas,
imm_rates,
e,
retire,
mean_income_data,
h_wealth,
p_wealth,
m_wealth,
b_ellipse,
upsilon,
) = ss_params
chi_b_guess, chi_n_guess = chi_guesses
flag_graphs = False
# specify bootstrap iterations
n = 10000
# Generate Wealth data moments
scf, data = wealth.get_wealth_data()
wealth_moments = wealth.compute_wealth_moments(scf, lambdas, J)
# Generate labor data moments
cps = labor.get_labor_data()
labor_moments = labor.compute_labor_moments(cps, S)
# combine moments
data_moments = list(wealth_moments.flatten()) + list(
labor_moments.flatten()
)
# determine weighting matrix
optimal_weight = False
if optimal_weight:
VCV_wealth_moments = wealth.VCV_moments(scf, n, lambdas, J)
VCV_labor_moments = labor.VCV_moments(cps, n, lambdas, S)
VCV_data_moments = np.zeros((J + 2 + S, J + 2 + S))
VCV_data_moments[: J + 2, : J + 2] = VCV_wealth_moments
VCV_data_moments[J + 2 :, J + 2 :] = VCV_labor_moments
W = np.linalg.inv(VCV_data_moments)
# np.savetxt('VCV_data_moments.csv',VCV_data_moments)
else:
W = np.identity(J + 2 + S)
# call minimizer
bnds = np.tile(
np.array([1e-12, None]), (S + J, 1)
) # Need (1e-12, None) S+J times
chi_guesses_flat = list(chi_b_guess.flatten()) + list(
chi_n_guess.flatten()
)
min_args = (
data_moments,
W,
income_tax_params,
ss_params,
iterative_params,
chi_guesses_flat,
baseline_dir,
)
# est_output = opt.minimize(minstat, chi_guesses_flat, args=(min_args), method="L-BFGS-B", bounds=bnds,
# tol=1e-15, options={'maxfun': 1, 'maxiter': 1, 'maxls': 1})
# est_output = opt.minimize(minstat, chi_guesses_flat, args=(min_args), method="L-BFGS-B", bounds=bnds,
# tol=1e-15)
# chi_params = est_output.x
# objective_func_min = est_output.fun
#
# # pickle output
# utils.mkdirs(os.path.join(baseline_dir, "Calibration"))
# est_dir = os.path.join(baseline_dir, "Calibration/chi_estimation.pkl")
# pickle.dump(est_output, open(est_dir, "wb"))
#
# # save data and model moments and min stat to csv
# # to then put in table of paper
chi_params = chi_guesses_flat
chi_b = chi_params[:J]
chi_n = chi_params[J:]
chi_params_list = (chi_b, chi_n)
ss_output = SS.run_SS(
income_tax_params,
ss_params,
iterative_params,
chi_params_list,
True,
baseline_dir,
)
model_moments = calc_moments(ss_output, omega_SS, lambdas, S, J)
# # make dataframe for results
# columns = ['data_moment', 'model_moment', 'minstat']
# moment_fit = pd.DataFrame(index=range(0,J+2+S), columns=columns)
# moment_fit = moment_fit.fillna(0) # with 0s rather than NaNs
# moment_fit['data_moment'] = data_moments
# moment_fit['model_moment'] = model_moments
# moment_fit['minstat'] = objective_func_min
# est_dir = os.path.join(baseline_dir, "Calibration/moment_results.pkl")s
# moment_fit.to_csv(est_dir)
# calculate std errors
h = 0.0001 # pct change in parameter
model_moments_low = np.zeros((len(chi_params), len(model_moments)))
model_moments_high = np.zeros((len(chi_params), len(model_moments)))
chi_params_low = chi_params
chi_params_high = chi_params
for i in range(len(chi_params)):
chi_params_low[i] = chi_params[i] * (1 + h)
chi_b = chi_params_low[:J]
chi_n = chi_params_low[J:]
chi_params_list = (chi_b, chi_n)
ss_output = SS.run_SS(
income_tax_params,
ss_params,
iterative_params,
chi_params_list,
True,
baseline_dir,
)
model_moments_low[i, :] = calc_moments(
ss_output, omega_SS, lambdas, S, J
)
chi_params_high[i] = chi_params[i] * (1 + h)
chi_b = chi_params_high[:J]
chi_n = chi_params_high[J:]
chi_params_list = (chi_b, chi_n)
ss_output = SS.run_SS(
income_tax_params,
ss_params,
iterative_params,
chi_params_list,
True,
baseline_dir,
)
model_moments_high[i, :] = calc_moments(
ss_output, omega_SS, lambdas, S, J
)
deriv_moments = (
np.asarray(model_moments_high) - np.asarray(model_moments_low)
).T / (2.0 * h * np.asarray(chi_params))
VCV_params = np.linalg.inv(
np.dot(np.dot(deriv_moments.T, W), deriv_moments)
)
std_errors_chi = (np.diag(VCV_params)) ** (1 / 2.0)
sd_dir = os.path.join(baseline_dir, "Calibration/chi_std_errors.pkl")
with open(sd_dir, "wb") as f:
pickle.dump(std_errors_chi, f)
np.savetxt("chi_std_errors.csv", std_errors_chi)
return chi_params
get_baseline = Flag to run baseline or tax experiments (bool)
calibrate_model = Flag to run calibration of chi values or not (bool)
------------------------------------------------------------------------
'''
get_baseline = True
calibrate_model = False
#taxes = 'baseline' # policy# #none ## some flag for do we run without taxes, with baseline
# taxes or do we use user inputted taxes?
#globals().update(ogusa.parameters.get_parameters_from_file())
globals().update(ogusa.parameters.get_parameters(baseline=True, guid='abc123'))
# Generate Wealth data moments
output_dir = "./OUTPUT"
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs)
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = ['S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age',
'beta', 'sigma', 'alpha', 'nu', 'Z', 'delta', 'E',
'ltilde', 'g_y', 'maxiter', 'mindist_SS', 'mindist_TPI',
'b_ellipse', 'k_ellipse', 'upsilon',
'chi_b_guess', 'chi_n_guess','etr_params','mtrx_params',
'mtry_params','tau_payroll', 'tau_bq', 'calibrate_model',
'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth', 'get_baseline',
import ogusa.TPI
from ogusa import parameters, wealth, labor, demographics, income, SS, TPI
'''
------------------------------------------------------------------------
Setup
------------------------------------------------------------------------
get_baseline = Flag to run baseline or tax experiments (bool)
calibrate_model = Flag to run calibration of chi values or not (bool)
------------------------------------------------------------------------
'''
globals().update(ogusa.parameters.get_parameters())
# Generate Wealth data moments
output_dir = "./OUTPUT"
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs)
get_baseline = True
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = [
'S', 'J', 'T', 'lambdas', 'starting_age', 'ending_age', 'beta', 'sigma',
'alpha', 'nu', 'Z', 'delta', 'E', 'ltilde', 'g_y', 'maxiter', 'mindist_SS',
'mindist_TPI', 'b_ellipse', 'k_ellipse', 'upsilon', 'a_tax_income',
'chi_b_guess', 'chi_n_guess', 'b_tax_income', 'c_tax_income',
'd_tax_income', 'tau_payroll', 'tau_bq', 'calibrate_model', 'retire',
def test_sstpi():
import tempfile
import pickle
import numpy as np
import numpy as np
import cPickle as pickle
import os
import ogusa
ogusa.parameters.DATASET = "REAL"
from ogusa.utils import comp_array
from ogusa.utils import comp_scalar
from ogusa.utils import dict_compare
from ogusa.utils import pickle_file_compare
import ogusa.SS
import ogusa.TPI
from ogusa import parameters, wealth, labor, demographics, income, SS, TPI
globals().update(ogusa.parameters.get_parameters())
# Generate Wealth data moments
output_dir = TEST_OUTPUT
input_dir = "./OUTPUT"
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs, output_dir=output_dir)
get_baseline = True
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = [
"S",
"J",
"T",
"lambdas",
"starting_age",
"ending_age",
"beta",
"sigma",
"alpha",
"nu",
"Z",
"delta",
"E",
"ltilde",
"g_y",
"maxiter",
"mindist_SS",
"mindist_TPI",
"b_ellipse",
"k_ellipse",
"upsilon",
"a_tax_income",
"chi_b_guess",
"chi_n_guess",
"b_tax_income",
"c_tax_income",
"d_tax_income",
"tau_payroll",
"tau_bq",
"calibrate_model",
"retire",
"mean_income_data",
"g_n_vector",
"h_wealth",
"p_wealth",
"m_wealth",
"get_baseline",
"omega",
"g_n_ss",
"omega_SS",
"surv_rate",
"e",
"rho",
]
"""
------------------------------------------------------------------------
Run SS with minimization to fit chi_b and chi_n
------------------------------------------------------------------------
"""
# This is the simulation before getting the replacement rate values
sim_params = {}
for key in param_names:
try:
sim_params[key] = locals()[key]
except KeyError:
sim_params[key] = globals()[key]
sim_params["output_dir"] = output_dir
sim_params["input_dir"] = input_dir
income_tax_params, wealth_tax_params, ellipse_params, ss_parameters, iterative_params = SS.create_steady_state_parameters(
**sim_params
)
ss_outputs = SS.run_steady_state(
ss_parameters, iterative_params, get_baseline, calibrate_model, output_dir=output_dir
)
"""
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
"""
ss_outputs["get_baseline"] = get_baseline
income_tax_params, wealth_tax_params, ellipse_params, parameters, N_tilde, omega_stationary, K0, b_sinit, b_splus1init, L0, Y0, w0, r0, BQ0, T_H_0, tax0, c0, initial_b, initial_n = TPI.create_tpi_params(
**sim_params
)
ss_outputs["output_dir"] = output_dir
ss_outputs["income_tax_params"] = income_tax_params
ss_outputs["wealth_tax_params"] = wealth_tax_params
ss_outputs["ellipse_params"] = ellipse_params
ss_outputs["parameters"] = parameters
ss_outputs["N_tilde"] = N_tilde
ss_outputs["omega_stationary"] = omega_stationary
ss_outputs["K0"] = K0
ss_outputs["b_sinit"] = b_sinit
ss_outputs["b_splus1init"] = b_splus1init
ss_outputs["L0"] = L0
ss_outputs["Y0"] = Y0
ss_outputs["r0"] = r0
ss_outputs["BQ0"] = BQ0
ss_outputs["T_H_0"] = T_H_0
ss_outputs["tax0"] = tax0
ss_outputs["c0"] = c0
ss_outputs["initial_b"] = initial_b
ss_outputs["initial_n"] = initial_n
ss_outputs["tau_bq"] = tau_bq
ss_outputs["g_n_vector"] = g_n_vector
TPI.run_time_path_iteration(**ss_outputs)
# Platform specific exceptions:
if sys.platform == "darwin":
exceptions = {"tax_path": 0.08, "c_path": 0.02, "b_mat": 0.0017, "solutions": 0.005}
else:
exceptions = {}
# compare results to test data
for old, new in zip(oldfiles, newfiles):
print "trying a pair"
print old, new
assert pickle_file_compare(old, new, exceptions=exceptions, relative=True)
print "next pair"
def runner(output_base, baseline_dir, baseline=False, analytical_mtrs=True, age_specific=False, reform={}, user_params={}, guid='', run_micro=True):
#from ogusa import parameters, wealth, labor, demographics, income
from ogusa import parameters, wealth, labor, demog, income, utils
from ogusa import txfunc
tick = time.time()
#Create output directory structure
saved_moments_dir = os.path.join(output_base, "Saved_moments")
ssinit_dir = os.path.join(output_base, "SSinit")
tpiinit_dir = os.path.join(output_base, "TPIinit")
dirs = [saved_moments_dir, ssinit_dir, tpiinit_dir]
for _dir in dirs:
try:
print "making dir: ", _dir
os.makedirs(_dir)
except OSError as oe:
pass
if run_micro:
txfunc.get_tax_func_estimate(baseline=baseline, analytical_mtrs=analytical_mtrs, age_specific=age_specific,
start_year=user_params['start_year'], reform=reform, guid=guid)
print ("in runner, baseline is ", baseline)
run_params = ogusa.parameters.get_parameters(baseline=baseline, guid=guid)
run_params['analytical_mtrs'] = analytical_mtrs
# Modify ogusa parameters based on user input
if 'frisch' in user_params:
print "updating fricsh and associated"
b_ellipse, upsilon = ogusa.elliptical_u_est.estimation(user_params['frisch'],
run_params['ltilde'])
run_params['b_ellipse'] = b_ellipse
run_params['upsilon'] = upsilon
run_params.update(user_params)
# Modify ogusa parameters based on user input
if 'g_y_annual' in user_params:
print "updating g_y_annual and associated"
g_y = (1 + user_params['g_y_annual'])**(float(ending_age - starting_age) / S) - 1
run_params['g_y'] = g_y
run_params.update(user_params)
from ogusa import SS, TPI
# Generate Wealth data moments
wealth.get_wealth_data(run_params['lambdas'], run_params['J'], run_params['flag_graphs'], output_dir=output_base)
# Generate labor data moments
labor.labor_data_moments(run_params['flag_graphs'], output_dir=output_base)
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = ['S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age',
'beta', 'sigma', 'alpha', 'nu', 'Z', 'delta', 'E',
'ltilde', 'g_y', 'maxiter', 'mindist_SS', 'mindist_TPI',
'analytical_mtrs', 'b_ellipse', 'k_ellipse', 'upsilon',
'chi_b_guess', 'chi_n_guess','etr_params','mtrx_params',
'mtry_params','tau_payroll', 'tau_bq',
'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth',
'omega', 'g_n_ss', 'omega_SS', 'surv_rate', 'e', 'rho']
'''
------------------------------------------------------------------------
Run SS
------------------------------------------------------------------------
'''
sim_params = {}
for key in param_names:
sim_params[key] = run_params[key]
sim_params['output_dir'] = output_base
sim_params['run_params'] = run_params
income_tax_params, ss_parameters, iterative_params, chi_params = SS.create_steady_state_parameters(**sim_params)
ss_outputs = SS.run_SS(income_tax_params, ss_parameters, iterative_params, chi_params, baseline,
baseline_dir=baseline_dir)
'''
------------------------------------------------------------------------
Pickle SS results
------------------------------------------------------------------------
'''
if baseline:
utils.mkdirs(os.path.join(baseline_dir, "SS"))
ss_dir = os.path.join(baseline_dir, "SS/ss_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
else:
utils.mkdirs(os.path.join(output_dir, "SS"))
ss_dir = os.path.join(output_dir, "SS/ss_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
'''
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
'''
sim_params['input_dir'] = output_base
sim_params['baseline_dir'] = baseline_dir
income_tax_params, tpi_params, iterative_params, initial_values, SS_values = TPI.create_tpi_params(**sim_params)
# ss_outputs['income_tax_params'] = income_tax_params
# ss_outputs['wealth_tax_params'] = wealth_tax_params
# ss_outputs['ellipse_params'] = ellipse_params
# ss_outputs['parameters'] = parameters
# ss_outputs['N_tilde'] = N_tilde
# ss_outputs['omega_stationary'] = omega_stationary
# ss_outputs['K0'] = K0
# ss_outputs['b_sinit'] = b_sinit
# ss_outputs['b_splus1init'] = b_splus1init
# ss_outputs['L0'] = L0
# ss_outputs['Y0'] = Y0
# ss_outputs['r0'] = r0
# ss_outputs['BQ0'] = BQ0
# ss_outputs['T_H_0'] = T_H_0
# ss_outputs['factor_ss'] = factor
# ss_outputs['tax0'] = tax0
# ss_outputs['c0'] = c0
# ss_outputs['initial_b'] = initial_b
# ss_outputs['initial_n'] = initial_n
# ss_outputs['tau_bq'] = tau_bq
# ss_outputs['g_n_vector'] = g_n_vector
# ss_outputs['output_dir'] = output_base
# with open("ss_outputs.pkl", 'wb') as fp:
# pickle.dump(ss_outputs, fp)
w_path, r_path, T_H_path, BQ_path, Y_path = TPI.run_TPI(income_tax_params,
tpi_params, iterative_params, initial_values, SS_values, output_dir=output_base)
print "getting to here...."
TPI.TP_solutions(w_path, r_path, T_H_path, BQ_path, **ss_outputs)
print "took {0} seconds to get that part done.".format(time.time() - tick)
def test_sstpi():
import tempfile
import pickle
import numpy as np
import numpy as np
import pickle as pickle
import os
import ogusa
ogusa.parameters.DATASET = 'REAL'
from ogusa.utils import comp_array
from ogusa.utils import comp_scalar
from ogusa.utils import dict_compare
from ogusa.utils import pickle_file_compare
import ogusa.SS
import ogusa.TPI
from ogusa import parameters, wealth, labor, demographics, income, SS, TPI
globals().update(ogusa.parameters.get_parameters())
# Generate Wealth data moments
output_dir = TEST_OUTPUT
input_dir = "./OUTPUT"
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs, output_dir=output_dir)
get_baseline = True
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = [
'S', 'J', 'T', 'lambdas', 'starting_age', 'ending_age', 'beta',
'sigma', 'alpha', 'nu', 'Z', 'delta', 'E', 'ltilde', 'g_y', 'maxiter',
'mindist_SS', 'mindist_TPI', 'b_ellipse', 'k_ellipse', 'upsilon',
'a_tax_income', 'chi_b_guess', 'chi_n_guess', 'b_tax_income',
'c_tax_income', 'd_tax_income', 'tau_payroll', 'tau_bq',
'calibrate_model', 'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth', 'get_baseline', 'omega', 'g_n_ss',
'omega_SS', 'surv_rate', 'e', 'rho'
]
'''
------------------------------------------------------------------------
Run SS with minimization to fit chi_b and chi_n
------------------------------------------------------------------------
'''
# This is the simulation before getting the replacement rate values
sim_params = {}
for key in param_names:
try:
sim_params[key] = locals()[key]
except KeyError:
sim_params[key] = globals()[key]
sim_params['output_dir'] = output_dir
sim_params['input_dir'] = input_dir
income_tax_params, wealth_tax_params, ellipse_params, ss_parameters, \
iterative_params = SS.create_steady_state_parameters(**sim_params)
ss_outputs = SS.run_steady_state(ss_parameters,
iterative_params,
get_baseline,
calibrate_model,
output_dir=output_dir)
'''
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
'''
ss_outputs['get_baseline'] = get_baseline
income_tax_params, wealth_tax_params, ellipse_params, parameters, N_tilde, omega_stationary, K0, b_sinit, \
b_splus1init, L0, Y0, w0, r0, BQ0, T_H_0, tax0, c0, initial_b, initial_n = TPI.create_tpi_params(
**sim_params)
ss_outputs['output_dir'] = output_dir
ss_outputs['income_tax_params'] = income_tax_params
ss_outputs['wealth_tax_params'] = wealth_tax_params
ss_outputs['ellipse_params'] = ellipse_params
ss_outputs['parameters'] = parameters
ss_outputs['N_tilde'] = N_tilde
ss_outputs['omega_stationary'] = omega_stationary
ss_outputs['K0'] = K0
ss_outputs['b_sinit'] = b_sinit
ss_outputs['b_splus1init'] = b_splus1init
ss_outputs['L0'] = L0
ss_outputs['Y0'] = Y0
ss_outputs['r0'] = r0
ss_outputs['BQ0'] = BQ0
ss_outputs['T_H_0'] = T_H_0
ss_outputs['tax0'] = tax0
ss_outputs['c0'] = c0
ss_outputs['initial_b'] = initial_b
ss_outputs['initial_n'] = initial_n
ss_outputs['tau_bq'] = tau_bq
ss_outputs['g_n_vector'] = g_n_vector
TPI.run_time_path_iteration(**ss_outputs)
# Platform specific exceptions:
if sys.platform == "darwin":
exceptions = {
'tax_path': 0.08,
'c_path': 0.02,
'b_mat': 0.0017,
'solutions': 0.005
}
else:
exceptions = {}
# compare results to test data
for old, new in zip(oldfiles, newfiles):
print("trying a pair")
print(old, new)
assert pickle_file_compare(old,
new,
exceptions=exceptions,
relative=True)
print("next pair")
def beta_estimate(beta_initial_guesses,
og_spec={},
two_step=False,
client=None):
"""
This function estimates the beta_j parameters using a simulated
method of moments estimator that targets moments of the wealth
distribution.
Args:
beta_initial_guesses (array-like): array of initial guesses for the
beta_j parameters
og_spec (dict): any updates to default model parameters
two_step (boolean): whether to use a two-step estimator
client (Dask Client object): dask client for multiprocessing
Returns:
beta_hat (array-like): estimates of the beta_j
beta_se (array-like): standard errors on the beta_j estimates
"""
# initialize parametes object
tax_func_path = os.path.join(
"..",
"..",
"dynamic",
"ogusa",
"data",
"tax_functions",
"TxFuncEst_baseline_PUF.pkl",
)
p = Specifications(baseline=True)
p.update_specifications(og_spec)
p.get_tax_function_parameters(client, False, tax_func_path)
# Compute wealth moments from the data
scf = wealth.get_wealth_data(scf_yrs_list=[2019], web=True, directory=None)
data_moments = wealth.compute_wealth_moments(scf, p.lambdas)
# Get weighting matrix
W = compute_weighting_matrix(p, optimal_weight=False)
# call minimizer
# set bounds on beta estimates (need to be between 0 and 1)
bnds = np.tile(np.array([1e-12, 1]), (p.J, 1)) # Need (1e-12, 1) J times
# pack arguments in a tuple
min_args = (data_moments, W, p, client)
# NOTE: may want to try some global optimization routing like
# simulated annealing (aka basin hopping) or differential
# evolution
est_output = opt.minimize(
minstat,
beta_initial_guesses,
args=(min_args),
method="L-BFGS-B",
bounds=bnds,
tol=1e-15,
options={
"maxfun": 1,
"maxiter": 1,
"maxls": 1
},
)
beta_hat = est_output["x"]
# calculate std errors
K = len(data_moments)
beta_se, VCV_params = compute_se(beta_hat, W, K, p, h=0.01, client=client)
if two_step:
W = VCV_params
min_args = (data_moments, W, p, client)
est_output = opt.minimize(
minstat,
beta_initial_guesses,
args=(min_args),
method="L-BFGS-B",
bounds=bnds,
tol=1e-15,
options={
"maxfun": 1,
"maxiter": 1,
"maxls": 1
},
)
beta_hat = est_output["x"]
beta_se, VCV_params = compute_se(beta_hat,
W,
K,
p,
h=0.01,
client=client)
return beta_hat, beta_se
def runner(output_base, input_dir, baseline=False, analytical_mtrs=True, age_specific=False, reform={}, user_params={}, guid='', run_micro=True):
from ogusa import parameters, wealth, labor, demographics, income
from ogusa import txfunc
tick = time.time()
#Create output directory structure
saved_moments_dir = os.path.join(output_base, "Saved_moments")
ssinit_dir = os.path.join(output_base, "SSinit")
tpiinit_dir = os.path.join(output_base, "TPIinit")
dirs = [saved_moments_dir, ssinit_dir, tpiinit_dir]
for _dir in dirs:
try:
print "making dir: ", _dir
os.makedirs(_dir)
except OSError as oe:
pass
if run_micro:
txfunc.get_tax_func_estimate(baseline=baseline, analytical_mtrs=analytical_mtrs, age_specific=age_specific, reform=reform, guid=guid)
print ("in runner, baseline is ", baseline)
run_params = ogusa.parameters.get_parameters(baseline=baseline, guid=guid)
run_params['analytical_mtrs'] = analytical_mtrs
# Modify ogusa parameters based on user input
if 'frisch' in user_params:
print "updating fricsh and associated"
b_ellipse, upsilon = ogusa.elliptical_u_est.estimation(user_params['frisch'],
run_params['ltilde'])
run_params['b_ellipse'] = b_ellipse
run_params['upsilon'] = upsilon
run_params.update(user_params)
# Modify ogusa parameters based on user input
if 'g_y_annual' in user_params:
print "updating g_y_annual and associated"
g_y = (1 + user_params['g_y_annual'])**(float(ending_age - starting_age) / S) - 1
run_params['g_y'] = g_y
run_params.update(user_params)
globals().update(run_params)
from ogusa import SS, TPI
# Generate Wealth data moments
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir=input_dir)
# Generate labor data moments
labor.labor_data_moments(flag_graphs, output_dir=input_dir)
get_baseline = True
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = ['S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age',
'beta', 'sigma', 'alpha', 'nu', 'Z', 'delta', 'E',
'ltilde', 'g_y', 'maxiter', 'mindist_SS', 'mindist_TPI',
'analytical_mtrs', 'b_ellipse', 'k_ellipse', 'upsilon',
'chi_b_guess', 'chi_n_guess','etr_params','mtrx_params',
'mtry_params','tau_payroll', 'tau_bq', 'calibrate_model',
'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth', 'get_baseline',
'omega', 'g_n_ss', 'omega_SS', 'surv_rate', 'e', 'rho']
'''
------------------------------------------------------------------------
Run SS with minimization to fit chi_b and chi_n
------------------------------------------------------------------------
'''
# This is the simulation before getting the replacement rate values
sim_params = {}
glbs = globals()
lcls = locals()
for key in param_names:
if key in glbs:
sim_params[key] = glbs[key]
else:
sim_params[key] = lcls[key]
sim_params['output_dir'] = input_dir
sim_params['run_params'] = run_params
income_tax_params, wealth_tax_params, ellipse_params, ss_parameters, iterative_params = SS.create_steady_state_parameters(**sim_params)
ss_outputs = SS.run_steady_state(income_tax_params, ss_parameters, iterative_params, get_baseline, calibrate_model, output_dir=input_dir)
'''
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
'''
ss_outputs['get_baseline'] = get_baseline
sim_params['input_dir'] = input_dir
income_tax_params, wealth_tax_params, ellipse_params, parameters, N_tilde, omega_stationary, K0, b_sinit, \
b_splus1init, L0, Y0, w0, r0, BQ0, T_H_0, tax0, c0, initial_b, initial_n = TPI.create_tpi_params(**sim_params)
ss_outputs['income_tax_params'] = income_tax_params
ss_outputs['wealth_tax_params'] = wealth_tax_params
ss_outputs['ellipse_params'] = ellipse_params
ss_outputs['parameters'] = parameters
ss_outputs['N_tilde'] = N_tilde
ss_outputs['omega_stationary'] = omega_stationary
ss_outputs['K0'] = K0
ss_outputs['b_sinit'] = b_sinit
ss_outputs['b_splus1init'] = b_splus1init
ss_outputs['L0'] = L0
ss_outputs['Y0'] = Y0
ss_outputs['r0'] = r0
ss_outputs['BQ0'] = BQ0
ss_outputs['T_H_0'] = T_H_0
ss_outputs['tax0'] = tax0
ss_outputs['c0'] = c0
ss_outputs['initial_b'] = initial_b
ss_outputs['initial_n'] = initial_n
ss_outputs['tau_bq'] = tau_bq
ss_outputs['g_n_vector'] = g_n_vector
ss_outputs['output_dir'] = input_dir
with open("ss_outputs.pkl", 'wb') as fp:
pickle.dump(ss_outputs, fp)
w_path, r_path, T_H_path, BQ_path, Y_path = TPI.run_time_path_iteration(**ss_outputs)
print "getting to here...."
TPI.TP_solutions(w_path, r_path, T_H_path, BQ_path, **ss_outputs)
print "took {0} seconds to get that part done.".format(time.time() - tick)
def runner_SS(output_base, baseline_dir, baseline=False, analytical_mtrs=True, age_specific=False, reform={}, user_params={}, guid='', run_micro=True):
from ogusa import parameters, wealth, labor, demographics, income
from ogusa import txfunc
tick = time.time()
#Create output directory structure
saved_moments_dir = os.path.join(output_base, "Saved_moments")
ssinit_dir = os.path.join(output_base, "SSinit")
tpiinit_dir = os.path.join(output_base, "TPIinit")
dirs = [saved_moments_dir, ssinit_dir, tpiinit_dir]
for _dir in dirs:
try:
print "making dir: ", _dir
os.makedirs(_dir)
except OSError as oe:
pass
if run_micro:
txfunc.get_tax_func_estimate(baseline=baseline, analytical_mtrs=analytical_mtrs, age_specific=age_specific,
start_year=user_params['start_year'], reform=reform, guid=guid)
print ("in runner, baseline is ", baseline)
run_params = ogusa.parameters.get_parameters(baseline=baseline, guid=guid)
run_params['analytical_mtrs'] = analytical_mtrs
# Modify ogusa parameters based on user input
if 'frisch' in user_params:
print "updating fricsh and associated"
b_ellipse, upsilon = ogusa.elliptical_u_est.estimation(user_params['frisch'],
run_params['ltilde'])
run_params['b_ellipse'] = b_ellipse
run_params['upsilon'] = upsilon
run_params.update(user_params)
# Modify ogusa parameters based on user input
if 'g_y_annual' in user_params:
print "updating g_y_annual and associated"
g_y = (1 + user_params['g_y_annual'])**(float(ending_age - starting_age) / S) - 1
run_params['g_y'] = g_y
run_params.update(user_params)
globals().update(run_params)
from ogusa import SS, TPI
# Generate Wealth data moments
wealth.get_wealth_data(lambdas, J, flag_graphs, output_dir=output_base)
# Generate labor data moments
labor.labor_data_moments(flag_graphs, output_dir=output_base)
get_baseline = True
calibrate_model = True
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = ['S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age',
'beta', 'sigma', 'alpha', 'nu', 'Z', 'delta', 'E',
'ltilde', 'g_y', 'maxiter', 'mindist_SS', 'mindist_TPI',
'analytical_mtrs', 'b_ellipse', 'k_ellipse', 'upsilon',
'chi_b_guess', 'chi_n_guess','etr_params','mtrx_params',
'mtry_params','tau_payroll', 'tau_bq', 'calibrate_model',
'retire', 'mean_income_data', 'g_n_vector',
'h_wealth', 'p_wealth', 'm_wealth', 'get_baseline',
'omega', 'g_n_ss', 'omega_SS', 'surv_rate', 'e', 'rho']
'''
------------------------------------------------------------------------
Run SS
------------------------------------------------------------------------
'''
sim_params = {}
glbs = globals()
lcls = locals()
for key in param_names:
if key in glbs:
sim_params[key] = glbs[key]
else:
sim_params[key] = lcls[key]
sim_params['output_dir'] = output_base
sim_params['run_params'] = run_params
income_tax_params, wealth_tax_params, ellipse_params, ss_parameters, iterative_params = SS.create_steady_state_parameters(**sim_params)
ss_outputs = SS.run_steady_state(income_tax_params, ss_parameters, iterative_params, baseline,
calibrate_model, output_dir=output_base, baseline_dir=baseline_dir)
def runner(output_base,
baseline_dir,
baseline=False,
analytical_mtrs=True,
age_specific=False,
reform={},
user_params={},
guid='',
run_micro=True):
#from ogusa import parameters, wealth, labor, demographics, income
from ogusa import parameters, wealth, labor, demog, income, utils
from ogusa import txfunc
tick = time.time()
#Create output directory structure
saved_moments_dir = os.path.join(output_base, "Saved_moments")
ssinit_dir = os.path.join(output_base, "SSinit")
tpiinit_dir = os.path.join(output_base, "TPIinit")
dirs = [saved_moments_dir, ssinit_dir, tpiinit_dir]
for _dir in dirs:
try:
print "making dir: ", _dir
os.makedirs(_dir)
except OSError as oe:
pass
if run_micro:
txfunc.get_tax_func_estimate(baseline=baseline,
analytical_mtrs=analytical_mtrs,
age_specific=age_specific,
start_year=user_params['start_year'],
reform=reform,
guid=guid)
print("in runner, baseline is ", baseline)
run_params = ogusa.parameters.get_parameters(baseline=baseline, guid=guid)
run_params['analytical_mtrs'] = analytical_mtrs
# Modify ogusa parameters based on user input
if 'frisch' in user_params:
print "updating fricsh and associated"
b_ellipse, upsilon = ogusa.elliptical_u_est.estimation(
user_params['frisch'], run_params['ltilde'])
run_params['b_ellipse'] = b_ellipse
run_params['upsilon'] = upsilon
run_params.update(user_params)
# Modify ogusa parameters based on user input
if 'g_y_annual' in user_params:
print "updating g_y_annual and associated"
g_y = (1 + user_params['g_y_annual'])**(
float(ending_age - starting_age) / S) - 1
run_params['g_y'] = g_y
run_params.update(user_params)
from ogusa import SS, TPI
# Generate Wealth data moments
wealth.get_wealth_data(run_params['lambdas'],
run_params['J'],
run_params['flag_graphs'],
output_dir=output_base)
# Generate labor data moments
labor.labor_data_moments(run_params['flag_graphs'], output_dir=output_base)
calibrate_model = False
# List of parameter names that will not be changing (unless we decide to
# change them for a tax experiment)
param_names = [
'S', 'J', 'T', 'BW', 'lambdas', 'starting_age', 'ending_age', 'beta',
'sigma', 'alpha', 'nu', 'Z', 'delta', 'E', 'ltilde', 'g_y', 'maxiter',
'mindist_SS', 'mindist_TPI', 'analytical_mtrs', 'b_ellipse',
'k_ellipse', 'upsilon', 'chi_b_guess', 'chi_n_guess', 'etr_params',
'mtrx_params', 'mtry_params', 'tau_payroll', 'tau_bq', 'retire',
'mean_income_data', 'g_n_vector', 'h_wealth', 'p_wealth', 'm_wealth',
'omega', 'g_n_ss', 'omega_SS', 'surv_rate', 'e', 'rho'
]
'''
------------------------------------------------------------------------
Run SS
------------------------------------------------------------------------
'''
sim_params = {}
for key in param_names:
sim_params[key] = run_params[key]
sim_params['output_dir'] = output_base
sim_params['run_params'] = run_params
income_tax_params, ss_parameters, iterative_params, chi_params = SS.create_steady_state_parameters(
**sim_params)
ss_outputs = SS.run_SS(income_tax_params,
ss_parameters,
iterative_params,
chi_params,
baseline,
baseline_dir=baseline_dir)
'''
------------------------------------------------------------------------
Pickle SS results
------------------------------------------------------------------------
'''
if baseline:
utils.mkdirs(os.path.join(baseline_dir, "SS"))
ss_dir = os.path.join(baseline_dir, "SS/ss_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
else:
utils.mkdirs(os.path.join(output_dir, "SS"))
ss_dir = os.path.join(output_dir, "SS/ss_vars.pkl")
pickle.dump(ss_outputs, open(ss_dir, "wb"))
'''
------------------------------------------------------------------------
Run the baseline TPI simulation
------------------------------------------------------------------------
'''
sim_params['input_dir'] = output_base
sim_params['baseline_dir'] = baseline_dir
income_tax_params, tpi_params, iterative_params, initial_values, SS_values = TPI.create_tpi_params(
**sim_params)
# ss_outputs['income_tax_params'] = income_tax_params
# ss_outputs['wealth_tax_params'] = wealth_tax_params
# ss_outputs['ellipse_params'] = ellipse_params
# ss_outputs['parameters'] = parameters
# ss_outputs['N_tilde'] = N_tilde
# ss_outputs['omega_stationary'] = omega_stationary
# ss_outputs['K0'] = K0
# ss_outputs['b_sinit'] = b_sinit
# ss_outputs['b_splus1init'] = b_splus1init
# ss_outputs['L0'] = L0
# ss_outputs['Y0'] = Y0
# ss_outputs['r0'] = r0
# ss_outputs['BQ0'] = BQ0
# ss_outputs['T_H_0'] = T_H_0
# ss_outputs['factor_ss'] = factor
# ss_outputs['tax0'] = tax0
# ss_outputs['c0'] = c0
# ss_outputs['initial_b'] = initial_b
# ss_outputs['initial_n'] = initial_n
# ss_outputs['tau_bq'] = tau_bq
# ss_outputs['g_n_vector'] = g_n_vector
# ss_outputs['output_dir'] = output_base
# with open("ss_outputs.pkl", 'wb') as fp:
# pickle.dump(ss_outputs, fp)
w_path, r_path, T_H_path, BQ_path, Y_path = TPI.run_TPI(
income_tax_params,
tpi_params,
iterative_params,
initial_values,
SS_values,
output_dir=output_base)
print "getting to here...."
TPI.TP_solutions(w_path, r_path, T_H_path, BQ_path, **ss_outputs)
print "took {0} seconds to get that part done.".format(time.time() - tick)