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
(r, w, T_H, factor, j, J, S, beta, sigma, ltilde, g_y, g_n_ss, tau_payroll,
retire, mean_income_data, h_wealth, p_wealth, m_wealth, b_ellipse,
upsilon, j, chi_b, chi_n, tau_bq, rho, lambdas, omega_SS, e,
analytical_mtrs, etr_params, mtrx_params, mtry_params) = params
tax_func_type = 'DEP'
params = (r, w, T_H, factor, j, J, S, beta, sigma, ltilde, g_y, g_n_ss,
tau_payroll, retire, mean_income_data, h_wealth, p_wealth,
m_wealth, b_ellipse, upsilon, j, chi_b, chi_n, tau_bq, rho,
lambdas, omega_SS, e, tax_func_type, analytical_mtrs, etr_params,
mtrx_params, mtry_params)
test_list = SS.euler_equation_solver(guesses, params)
expected_list = utils.safe_read_pickle(
os.path.join(CUR_PATH, 'test_io_data/euler_eqn_solver_outputs.pkl'))
assert (np.allclose(np.array(test_list), np.array(expected_list)))
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 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)))
