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''' Makes a quasi-bilinear interpolation to represent the (unconstrained) consumption function. Parameters ---------- mLvl : np.array Market resource points for interpolation. pLvl : np.array Persistent income level points for interpolatio...
def makeLinearcFunc(self,mLvl,pLvl,cLvl)
Makes a quasi-bilinear interpolation to represent the (unconstrained) consumption function. Parameters ---------- mLvl : np.array Market resource points for interpolation. pLvl : np.array Persistent income level points for interpolation. cLvl : np...
3.659449
2.615953
1.398897
''' Makes a quasi-cubic spline interpolation of the unconstrained consumption function for this period. Function is cubic splines with respect to mLvl, but linear in pLvl. Parameters ---------- mLvl : np.array Market resource points for interpolation...
def makeCubiccFunc(self,mLvl,pLvl,cLvl)
Makes a quasi-cubic spline interpolation of the unconstrained consumption function for this period. Function is cubic splines with respect to mLvl, but linear in pLvl. Parameters ---------- mLvl : np.array Market resource points for interpolation. pLvl : np....
4.073285
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''' Take a solution and add human wealth and the bounding MPCs to it. Parameters ---------- solution : ConsumerSolution The solution to this period's consumption-saving problem. Returns: ---------- solution : ConsumerSolution The ...
def addMPCandHumanWealth(self,solution)
Take a solution and add human wealth and the bounding MPCs to it. Parameters ---------- solution : ConsumerSolution The solution to this period's consumption-saving problem. Returns: ---------- solution : ConsumerSolution The solution to this per...
6.246112
3.547044
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''' Adds the marginal marginal value function to an existing solution, so that the next solver can evaluate vPP and thus use cubic interpolation. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include ...
def addvPPfunc(self,solution)
Adds the marginal marginal value function to an existing solution, so that the next solver can evaluate vPP and thus use cubic interpolation. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include the cons...
6.948669
1.915051
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''' Solves a one period consumption saving problem with risky income, with persistent income explicitly tracked as a state variable. Parameters ---------- None Returns ------- solution : ConsumerSolution The solution to the one period...
def solve(self)
Solves a one period consumption saving problem with risky income, with persistent income explicitly tracked as a state variable. Parameters ---------- None Returns ------- solution : ConsumerSolution The solution to the one period problem, including ...
5.912169
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''' Update the terminal period solution. This method should be run when a new AgentType is created or when CRRA changes. Parameters ---------- None Returns ------- None ''' self.solution_terminal.vFunc = ValueFunc2D(self.cFunc_te...
def updateSolutionTerminal(self)
Update the terminal period solution. This method should be run when a new AgentType is created or when CRRA changes. Parameters ---------- None Returns ------- None
4.55188
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''' A dummy method that creates a trivial pLvlNextFunc attribute that has no persistent income dynamics. This method should be overwritten by subclasses in order to make (e.g.) an AR1 income process. Parameters ---------- None Returns ------- ...
def updatepLvlNextFunc(self)
A dummy method that creates a trivial pLvlNextFunc attribute that has no persistent income dynamics. This method should be overwritten by subclasses in order to make (e.g.) an AR1 income process. Parameters ---------- None Returns ------- None
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''' Installs a special pLvlNextFunc representing retirement in the correct element of self.pLvlNextFunc. Draws on the attributes T_retire and pLvlNextFuncRet. If T_retire is zero or pLvlNextFuncRet does not exist, this method does nothing. Should only be called from within the...
def installRetirementFunc(self)
Installs a special pLvlNextFunc representing retirement in the correct element of self.pLvlNextFunc. Draws on the attributes T_retire and pLvlNextFuncRet. If T_retire is zero or pLvlNextFuncRet does not exist, this method does nothing. Should only be called from within the method upda...
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1.497308
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''' Makes new consumers for the given indices. Initialized variables include aNrm and pLvl, as well as time variables t_age and t_cycle. Normalized assets and persistent income levels are drawn from lognormal distributions given by aNrmInitMean and aNrmInitStd (etc). Parameter...
def simBirth(self,which_agents)
Makes new consumers for the given indices. Initialized variables include aNrm and pLvl, as well as time variables t_age and t_cycle. Normalized assets and persistent income levels are drawn from lognormal distributions given by aNrmInitMean and aNrmInitStd (etc). Parameters ----------...
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''' Calculates updated values of normalized market resources and persistent income level for each agent. Uses pLvlNow, aLvlNow, PermShkNow, TranShkNow. Parameters ---------- None Returns ------- None ''' aLvlPrev = self.aLvlNow ...
def getStates(self)
Calculates updated values of normalized market resources and persistent income level for each agent. Uses pLvlNow, aLvlNow, PermShkNow, TranShkNow. Parameters ---------- None Returns ------- None
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''' Calculates consumption for each consumer of this type using the consumption functions. Parameters ---------- None Returns ------- None ''' cLvlNow = np.zeros(self.AgentCount) + np.nan MPCnow = np.zeros(self.AgentCount) + np.na...
def getControls(self)
Calculates consumption for each consumer of this type using the consumption functions. Parameters ---------- None Returns ------- None
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''' A method that creates the pLvlNextFunc attribute as a sequence of linear functions, indicating constant expected permanent income growth across permanent income levels. Draws on the attribute PermGroFac, and installs a special retirement function when it exists. Par...
def updatepLvlNextFunc(self)
A method that creates the pLvlNextFunc attribute as a sequence of linear functions, indicating constant expected permanent income growth across permanent income levels. Draws on the attribute PermGroFac, and installs a special retirement function when it exists. Parameters ----...
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''' A method that creates the pLvlNextFunc attribute as a sequence of AR1-style functions. Draws on the attributes PermGroFac and PrstIncCorr. If cycles=0, the product of PermGroFac across all periods must be 1.0, otherwise this method is invalid. Parameters ---...
def updatepLvlNextFunc(self)
A method that creates the pLvlNextFunc attribute as a sequence of AR1-style functions. Draws on the attributes PermGroFac and PrstIncCorr. If cycles=0, the product of PermGroFac across all periods must be 1.0, otherwise this method is invalid. Parameters ---------- None...
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''' Generate arrays of mean one lognormal draws. The sigma input can be a number or list-like. If a number, output is a length N array of draws from the lognormal distribution with standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array of draws from the ...
def drawMeanOneLognormal(N, sigma=1.0, seed=0)
Generate arrays of mean one lognormal draws. The sigma input can be a number or list-like. If a number, output is a length N array of draws from the lognormal distribution with standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array of draws from the lognorma...
3.617318
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''' Generate arrays of mean one lognormal draws. The sigma input can be a number or list-like. If a number, output is a length N array of draws from the lognormal distribution with standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array of draws from the ...
def drawLognormal(N,mu=0.0,sigma=1.0,seed=0)
Generate arrays of mean one lognormal draws. The sigma input can be a number or list-like. If a number, output is a length N array of draws from the lognormal distribution with standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array of draws from the lognorma...
3.216934
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''' Generate arrays of normal draws. The mu and sigma inputs can be numbers or list-likes. If a number, output is a length N array of draws from the normal distribution with mean mu and standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array with draws f...
def drawNormal(N, mu=0.0, sigma=1.0, seed=0)
Generate arrays of normal draws. The mu and sigma inputs can be numbers or list-likes. If a number, output is a length N array of draws from the normal distribution with mean mu and standard deviation sigma. If a list, output is a length T list whose t-th entry is a length N array with draws from the ...
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''' Generate arrays of Weibull draws. The scale and shape inputs can be numbers or list-likes. If a number, output is a length N array of draws from the Weibull distribution with the given scale and shape. If a list, output is a length T list whose t-th entry is a length N array with draws from th...
def drawWeibull(N, scale=1.0, shape=1.0, seed=0)
Generate arrays of Weibull draws. The scale and shape inputs can be numbers or list-likes. If a number, output is a length N array of draws from the Weibull distribution with the given scale and shape. If a list, output is a length T list whose t-th entry is a length N array with draws from the Weibul...
3.798846
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''' Generate arrays of uniform draws. The bot and top inputs can be numbers or list-likes. If a number, output is a length N array of draws from the uniform distribution on [bot,top]. If a list, output is a length T list whose t-th entry is a length N array with draws from the uniform distribution...
def drawUniform(N, bot=0.0, top=1.0, seed=0)
Generate arrays of uniform draws. The bot and top inputs can be numbers or list-likes. If a number, output is a length N array of draws from the uniform distribution on [bot,top]. If a list, output is a length T list whose t-th entry is a length N array with draws from the uniform distribution on [bot...
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1.59175
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''' Generates arrays of booleans drawn from a simple Bernoulli distribution. The input p can be a float or a list-like of floats; its length T determines the number of entries in the output. The t-th entry of the output is an array of N booleans which are True with probability p[t] and False otherw...
def drawBernoulli(N,p=0.5,seed=0)
Generates arrays of booleans drawn from a simple Bernoulli distribution. The input p can be a float or a list-like of floats; its length T determines the number of entries in the output. The t-th entry of the output is an array of N booleans which are True with probability p[t] and False otherwise. Ar...
4.445632
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''' Simulates N draws from a discrete distribution with probabilities P and outcomes X. Parameters ---------- P : np.array A list of probabilities of outcomes. X : np.array A list of discrete outcomes. N : int Number of draws to simulate. exact_match : boolean ...
def drawDiscrete(N,P=[1.0],X=[0.0],exact_match=False,seed=0)
Simulates N draws from a discrete distribution with probabilities P and outcomes X. Parameters ---------- P : np.array A list of probabilities of outcomes. X : np.array A list of discrete outcomes. N : int Number of draws to simulate. exact_match : boolean Whethe...
4.295944
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''' Calculates the proportion of punks in the population, given data from each type. Parameters ---------- pNow : [np.array] List of arrays of binary data, representing the fashion choice of each agent in each type of this market (0=jock, 1=punk). pop_size : [int] List w...
def calcPunkProp(sNow)
Calculates the proportion of punks in the population, given data from each type. Parameters ---------- pNow : [np.array] List of arrays of binary data, representing the fashion choice of each agent in each type of this market (0=jock, 1=punk). pop_size : [int] List with the numb...
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''' Calculates a new approximate dynamic rule for the evolution of the proportion of punks as a linear function and a "shock width". Parameters ---------- pNow : [float] List describing the history of the proportion of punks in the population. Returns ------- (unnamed) : Fa...
def calcFashionEvoFunc(pNow)
Calculates a new approximate dynamic rule for the evolution of the proportion of punks as a linear function and a "shock width". Parameters ---------- pNow : [float] List describing the history of the proportion of punks in the population. Returns ------- (unnamed) : FashionEvoFunc...
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''' Updates the "population punk proportion" evolution array. Fasion victims believe that the proportion of punks in the subsequent period is a linear function of the proportion of punks this period, subject to a uniform shock. Given attributes of self pNextIntercept, pNextSlop...
def updateEvolution(self)
Updates the "population punk proportion" evolution array. Fasion victims believe that the proportion of punks in the subsequent period is a linear function of the proportion of punks this period, subject to a uniform shock. Given attributes of self pNextIntercept, pNextSlope, pNextCount, ...
9.733462
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''' Updates the non-primitive objects needed for solution, using primitive attributes. This includes defining a "utility from conformity" function conformUtilityFunc, a grid of population punk proportions, and an array of future punk proportions (for each value in the grid). Re...
def update(self)
Updates the non-primitive objects needed for solution, using primitive attributes. This includes defining a "utility from conformity" function conformUtilityFunc, a grid of population punk proportions, and an array of future punk proportions (for each value in the grid). Results are st...
11.52964
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''' Resets this agent type to prepare it for a new simulation run. This includes resetting the random number generator and initializing the style of each agent of this type. ''' self.resetRNG() sNow = np.zeros(self.pop_size) Shk = self.RNG.rand(self.pop_...
def reset(self)
Resets this agent type to prepare it for a new simulation run. This includes resetting the random number generator and initializing the style of each agent of this type.
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''' Unpack the behavioral and value functions for more parsimonious access. Parameters ---------- none Returns ------- none ''' self.switchFuncPunk = self.solution[0].switchFuncPunk self.switchFuncJock = self.solution[0].switchFun...
def postSolve(self)
Unpack the behavioral and value functions for more parsimonious access. Parameters ---------- none Returns ------- none
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''' Simulate one period of the fashion victom model for this type. Each agent receives an idiosyncratic preference shock and chooses whether to change styles (using the optimal decision rule). Parameters ---------- none Returns ------- n...
def simOnePrd(self)
Simulate one period of the fashion victom model for this type. Each agent receives an idiosyncratic preference shock and chooses whether to change styles (using the optimal decision rule). Parameters ---------- none Returns ------- none
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# NOTE: assumes that the first segment is in fact increasing (forced in EGM # by augmentation with the constrained segment). # elements in common grid g # Identify index intervals of falling and rising regions # We need these to construct the upper envelope because we need to discard # sol...
def calcSegments(x, v)
Find index vectors `rise` and `fall` such that `rise` holds the indeces `i` such that x[i+1]>x[i] and `fall` holds indeces `j` such that either - x[j+1] < x[j] or, - x[j]>x[j-1] and v[j]<v[j-1]. The vectors are essential to the DCEGM algorithm, as they definite the relevant intervals to be used to ...
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''' Solves a single period consumption-saving problem for a consumer with perfect foresight. Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. DiscFac : float Intertemporal discount factor for future utility. LivPrb : fl...
def solvePerfForesight(solution_next,DiscFac,LivPrb,CRRA,Rfree,PermGroFac)
Solves a single period consumption-saving problem for a consumer with perfect foresight. Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. DiscFac : float Intertemporal discount factor for future utility. LivPrb : float ...
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''' Applies a flat income tax rate to all employed income states during the working period of life (those before T_retire). Time runs forward in this function. Parameters ---------- IncomeDstn : [income distributions] The discrete approximation to the income distribution in each time p...
def applyFlatIncomeTax(IncomeDstn,tax_rate,T_retire,unemployed_indices=[],transitory_index=2)
Applies a flat income tax rate to all employed income states during the working period of life (those before T_retire). Time runs forward in this function. Parameters ---------- IncomeDstn : [income distributions] The discrete approximation to the income distribution in each time period. t...
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''' Constructs the base grid of post-decision states, representing end-of-period assets above the absolute minimum. All parameters are passed as attributes of the single input parameters. The input can be an instance of a ConsumerType, or a custom Parameters class. Parameters ---------- ...
def constructAssetsGrid(parameters)
Constructs the base grid of post-decision states, representing end-of-period assets above the absolute minimum. All parameters are passed as attributes of the single input parameters. The input can be an instance of a ConsumerType, or a custom Parameters class. Parameters ---------- aXtraMin:...
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''' Appends one solution to another to create a ConsumerSolution whose attributes are lists. Used in ConsMarkovModel, where we append solutions *conditional* on a particular value of a Markov state to each other in order to get the entire solution. Parameters --...
def appendSolution(self,new_solution)
Appends one solution to another to create a ConsumerSolution whose attributes are lists. Used in ConsMarkovModel, where we append solutions *conditional* on a particular value of a Markov state to each other in order to get the entire solution. Parameters ---------- new...
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''' Saves necessary parameters as attributes of self for use by other methods. Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. DiscFac : float Intertemporal discount factor for future utilit...
def assignParameters(self,solution_next,DiscFac,LivPrb,CRRA,Rfree,PermGroFac)
Saves necessary parameters as attributes of self for use by other methods. Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. DiscFac : float Intertemporal discount factor for future utility. LivPrb : ...
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''' Defines CRRA utility function for this period (and its derivatives), saving them as attributes of self for other methods to use. Parameters ---------- none Returns ------- none ''' self.u = lambda c : utility(c,gam=self.CRRA...
def defUtilityFuncs(self)
Defines CRRA utility function for this period (and its derivatives), saving them as attributes of self for other methods to use. Parameters ---------- none Returns ------- none
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''' Defines the value and marginal value function for this period. Parameters ---------- none Returns ------- none ''' MPCnvrs = self.MPC**(-self.CRRA/(1.0-self.CRRA)) vFuncNvrs = LinearInterp(np.array([self.mNrmMin, self....
def defValueFuncs(self)
Defines the value and marginal value function for this period. Parameters ---------- none Returns ------- none
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''' Makes the (linear) consumption function for this period. Parameters ---------- none Returns ------- none ''' # Calculate human wealth this period (and lower bound of m) self.hNrmNow = (self.PermGroFac/self.Rfree)*(self.solutio...
def makePFcFunc(self)
Makes the (linear) consumption function for this period. Parameters ---------- none Returns ------- none
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''' Finds steady state (normalized) market resources and adds it to the solution. This is the level of market resources such that the expectation of market resources in the next period is unchanged. This value doesn't necessarily exist. Parameters ---------- ...
def addSSmNrm(self,solution)
Finds steady state (normalized) market resources and adds it to the solution. This is the level of market resources such that the expectation of market resources in the next period is unchanged. This value doesn't necessarily exist. Parameters ---------- solution : Con...
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''' Solves the one period perfect foresight consumption-saving problem. Parameters ---------- none Returns ------- solution : ConsumerSolution The solution to this period's problem. ''' self.defUtilityFuncs() self.Disc...
def solve(self)
Solves the one period perfect foresight consumption-saving problem. Parameters ---------- none Returns ------- solution : ConsumerSolution The solution to this period's problem.
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''' Assigns period parameters as attributes of self for use by other methods Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. IncomeDstn : [np.array] A list containing three arrays of floats,...
def assignParameters(self,solution_next,IncomeDstn,LivPrb,DiscFac,CRRA,Rfree, PermGroFac,BoroCnstArt,aXtraGrid,vFuncBool,CubicBool)
Assigns period parameters as attributes of self for use by other methods Parameters ---------- solution_next : ConsumerSolution The solution to next period's one period problem. IncomeDstn : [np.array] A list containing three arrays of floats, representing a disc...
1.715214
1.252936
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''' Defines CRRA utility function for this period (and its derivatives, and their inverses), saving them as attributes of self for other methods to use. Parameters ---------- none Returns ------- none ''' ConsPerfForesight...
def defUtilityFuncs(self)
Defines CRRA utility function for this period (and its derivatives, and their inverses), saving them as attributes of self for other methods to use. Parameters ---------- none Returns ------- none
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''' Unpacks some of the inputs (and calculates simple objects based on them), storing the results in self for use by other methods. These include: income shocks and probabilities, next period's marginal value function (etc), the probability of getting the worst income shock next...
def setAndUpdateValues(self,solution_next,IncomeDstn,LivPrb,DiscFac)
Unpacks some of the inputs (and calculates simple objects based on them), storing the results in self for use by other methods. These include: income shocks and probabilities, next period's marginal value function (etc), the probability of getting the worst income shock next period, the...
2.797965
1.941064
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''' Defines the constrained portion of the consumption function as cFuncNowCnst, an attribute of self. Uses the artificial and natural borrowing constraints. Parameters ---------- BoroCnstArt : float or None Borrowing constraint for the minimum allowable ass...
def defBoroCnst(self,BoroCnstArt)
Defines the constrained portion of the consumption function as cFuncNowCnst, an attribute of self. Uses the artificial and natural borrowing constraints. Parameters ---------- BoroCnstArt : float or None Borrowing constraint for the minimum allowable assets to end the ...
4.633626
3.059321
1.514593
''' Perform preparatory work before calculating the unconstrained consumption function. Parameters ---------- none Returns ------- none ''' self.setAndUpdateValues(self.solution_next,self.IncomeDstn,self.LivPrb,self.DiscFac) ...
def prepareToSolve(self)
Perform preparatory work before calculating the unconstrained consumption function. Parameters ---------- none Returns ------- none
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''' Prepare to calculate end-of-period marginal value by creating an array of market resources that the agent could have next period, considering the grid of end-of-period assets and the distribution of shocks he might experience next period. Parameters ---------...
def prepareToCalcEndOfPrdvP(self)
Prepare to calculate end-of-period marginal value by creating an array of market resources that the agent could have next period, considering the grid of end-of-period assets and the distribution of shocks he might experience next period. Parameters ---------- none ...
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3.122085
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''' Calculate end-of-period marginal value of assets at each point in aNrmNow. Does so by taking a weighted sum of next period marginal values across income shocks (in a preconstructed grid self.mNrmNext). Parameters ---------- none Returns -----...
def calcEndOfPrdvP(self)
Calculate end-of-period marginal value of assets at each point in aNrmNow. Does so by taking a weighted sum of next period marginal values across income shocks (in a preconstructed grid self.mNrmNext). Parameters ---------- none Returns ------- EndOfPrdv...
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''' Finds interpolation points (c,m) for the consumption function. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal values. aNrmNow : np.array Array of end-of-period asset values that yield the marginal values ...
def getPointsForInterpolation(self,EndOfPrdvP,aNrmNow)
Finds interpolation points (c,m) for the consumption function. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal values. aNrmNow : np.array Array of end-of-period asset values that yield the marginal values in EndOfPrdvP. ...
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''' Constructs a basic solution for this period, including the consumption function and marginal value function. Parameters ---------- cNrm : np.array (Normalized) consumption points for interpolation. mNrm : np.array (Normalized) correspo...
def usePointsForInterpolation(self,cNrm,mNrm,interpolator)
Constructs a basic solution for this period, including the consumption function and marginal value function. Parameters ---------- cNrm : np.array (Normalized) consumption points for interpolation. mNrm : np.array (Normalized) corresponding market resourc...
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2.110949
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''' Given end of period assets and end of period marginal value, construct the basic solution for this period. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal values. aNrm : np.array Array of end-of-period asset...
def makeBasicSolution(self,EndOfPrdvP,aNrm,interpolator)
Given end of period assets and end of period marginal value, construct the basic solution for this period. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal values. aNrm : np.array Array of end-of-period asset values that yield t...
4.120577
1.645229
2.504562
''' Take a solution and add human wealth and the bounding MPCs to it. Parameters ---------- solution : ConsumerSolution The solution to this period's consumption-saving problem. Returns: ---------- solution : ConsumerSolution The ...
def addMPCandHumanWealth(self,solution)
Take a solution and add human wealth and the bounding MPCs to it. Parameters ---------- solution : ConsumerSolution The solution to this period's consumption-saving problem. Returns: ---------- solution : ConsumerSolution The solution to this per...
4.003003
1.824566
2.193947
''' Makes a linear interpolation to represent the (unconstrained) consumption function. Parameters ---------- mNrm : np.array Corresponding market resource points for interpolation. cNrm : np.array Consumption points for interpolation. Re...
def makeLinearcFunc(self,mNrm,cNrm)
Makes a linear interpolation to represent the (unconstrained) consumption function. Parameters ---------- mNrm : np.array Corresponding market resource points for interpolation. cNrm : np.array Consumption points for interpolation. Returns ------...
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2.018859
2.383045
''' Solves a one period consumption saving problem with risky income. Parameters ---------- None Returns ------- solution : ConsumerSolution The solution to the one period problem. ''' aNrm = self.prepareToCalcEndOfPrdvP...
def solve(self)
Solves a one period consumption saving problem with risky income. Parameters ---------- None Returns ------- solution : ConsumerSolution The solution to the one period problem.
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4.458921
1.82254
''' Makes a cubic spline interpolation of the unconstrained consumption function for this period. Parameters ---------- mNrm : np.array Corresponding market resource points for interpolation. cNrm : np.array Consumption points for interpol...
def makeCubiccFunc(self,mNrm,cNrm)
Makes a cubic spline interpolation of the unconstrained consumption function for this period. Parameters ---------- mNrm : np.array Corresponding market resource points for interpolation. cNrm : np.array Consumption points for interpolation. Retu...
4.977262
3.480633
1.429988
''' Construct the end-of-period value function for this period, storing it as an attribute of self for use by other methods. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal value of assets corresponding to the asset val...
def makeEndOfPrdvFunc(self,EndOfPrdvP)
Construct the end-of-period value function for this period, storing it as an attribute of self for use by other methods. Parameters ---------- EndOfPrdvP : np.array Array of end-of-period marginal value of assets corresponding to the asset values in self.aNrmNow....
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3.223075
1.281583
''' Creates the value function for this period and adds it to the solution. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, likely including the consumption function, marginal value function, etc. EndO...
def addvFunc(self,solution,EndOfPrdvP)
Creates the value function for this period and adds it to the solution. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, likely including the consumption function, marginal value function, etc. EndOfPrdvP : np.array ...
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1.480083
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''' Creates the value function for this period, defined over market resources m. self must have the attribute EndOfPrdvFunc in order to execute. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include t...
def makevFunc(self,solution)
Creates the value function for this period, defined over market resources m. self must have the attribute EndOfPrdvFunc in order to execute. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include the consu...
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''' Adds the marginal marginal value function to an existing solution, so that the next solver can evaluate vPP and thus use cubic interpolation. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include ...
def addvPPfunc(self,solution)
Adds the marginal marginal value function to an existing solution, so that the next solver can evaluate vPP and thus use cubic interpolation. Parameters ---------- solution : ConsumerSolution The solution to this single period problem, which must include the cons...
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''' Solves the single period consumption-saving problem using the method of endogenous gridpoints. Solution includes a consumption function cFunc (using cubic or linear splines), a marginal value function vPfunc, a min- imum acceptable level of normalized market resources mNrmMi...
def solve(self)
Solves the single period consumption-saving problem using the method of endogenous gridpoints. Solution includes a consumption function cFunc (using cubic or linear splines), a marginal value function vPfunc, a min- imum acceptable level of normalized market resources mNrmMin, normalized ...
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''' Prepare to calculate end-of-period marginal value by creating an array of market resources that the agent could have next period, considering the grid of end-of-period assets and the distribution of shocks he might experience next period. This differs from the baseline case ...
def prepareToCalcEndOfPrdvP(self)
Prepare to calculate end-of-period marginal value by creating an array of market resources that the agent could have next period, considering the grid of end-of-period assets and the distribution of shocks he might experience next period. This differs from the baseline case because diff...
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''' Update the terminal period solution. This method should be run when a new AgentType is created or when CRRA changes. Parameters ---------- none Returns ------- none ''' self.solution_terminal.vFunc = ValueFunc(self.cFunc_te...
def updateSolutionTerminal(self)
Update the terminal period solution. This method should be run when a new AgentType is created or when CRRA changes. Parameters ---------- none Returns ------- none
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''' "Unpacks" the consumption functions into their own field for easier access. After the model has been solved, the consumption functions reside in the attribute cFunc of each element of ConsumerType.solution. This method creates a (time varying) attribute cFunc that contains a...
def unpackcFunc(self)
"Unpacks" the consumption functions into their own field for easier access. After the model has been solved, the consumption functions reside in the attribute cFunc of each element of ConsumerType.solution. This method creates a (time varying) attribute cFunc that contains a list of consumption...
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''' Makes new consumers for the given indices. Initialized variables include aNrm and pLvl, as well as time variables t_age and t_cycle. Normalized assets and permanent income levels are drawn from lognormal distributions given by aNrmInitMean and aNrmInitStd (etc). Parameters...
def simBirth(self,which_agents)
Makes new consumers for the given indices. Initialized variables include aNrm and pLvl, as well as time variables t_age and t_cycle. Normalized assets and permanent income levels are drawn from lognormal distributions given by aNrmInitMean and aNrmInitStd (etc). Parameters ---------- ...
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''' Determines which agents die this period and must be replaced. Uses the sequence in LivPrb to determine survival probabilities for each agent. Parameters ---------- None Returns ------- which_agents : np.array(bool) Boolean array ...
def simDeath(self)
Determines which agents die this period and must be replaced. Uses the sequence in LivPrb to determine survival probabilities for each agent. Parameters ---------- None Returns ------- which_agents : np.array(bool) Boolean array of size AgentCount i...
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''' Finds permanent and transitory income "shocks" for each agent this period. As this is a perfect foresight model, there are no stochastic shocks: PermShkNow = PermGroFac for each agent (according to their t_cycle) and TranShkNow = 1.0 for all agents. Parameters -----...
def getShocks(self)
Finds permanent and transitory income "shocks" for each agent this period. As this is a perfect foresight model, there are no stochastic shocks: PermShkNow = PermGroFac for each agent (according to their t_cycle) and TranShkNow = 1.0 for all agents. Parameters ---------- None ...
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''' Calculates updated values of normalized market resources and permanent income level for each agent. Uses pLvlNow, aNrmNow, PermShkNow, TranShkNow. Parameters ---------- None Returns ------- None ''' pLvlPrev = self.pLvlNow ...
def getStates(self)
Calculates updated values of normalized market resources and permanent income level for each agent. Uses pLvlNow, aNrmNow, PermShkNow, TranShkNow. Parameters ---------- None Returns ------- None
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''' Calculates end-of-period assets for each consumer of this type. Parameters ---------- None Returns ------- None ''' self.aNrmNow = self.mNrmNow - self.cNrmNow self.aLvlNow = self.aNrmNow*self.pLvlNow # Useful in some cases t...
def getPostStates(self)
Calculates end-of-period assets for each consumer of this type. Parameters ---------- None Returns ------- None
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''' This method checks whether the instance's type satisfies the growth impatience condition (GIC), return impatience condition (RIC), absolute impatience condition (AIC), weak return impatience condition (WRIC), finite human wealth condition (FHWC) and finite value of autarky co...
def checkConditions(self,verbose=False,verbose_reference=False,public_call=False)
This method checks whether the instance's type satisfies the growth impatience condition (GIC), return impatience condition (RIC), absolute impatience condition (AIC), weak return impatience condition (WRIC), finite human wealth condition (FHWC) and finite value of autarky condition (FVAC). Thes...
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''' Updates this agent's income process based on his own attributes. Parameters ---------- none Returns: ----------- none ''' original_time = self.time_flow self.timeFwd() IncomeDstn, PermShkDstn, TranShkDstn = constructLo...
def updateIncomeProcess(self)
Updates this agent's income process based on his own attributes. Parameters ---------- none Returns: ----------- none
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''' Updates this agent's end-of-period assets grid by constructing a multi- exponentially spaced grid of aXtra values. Parameters ---------- none Returns ------- none ''' aXtraGrid = constructAssetsGrid(self) self.aXtraGri...
def updateAssetsGrid(self)
Updates this agent's end-of-period assets grid by constructing a multi- exponentially spaced grid of aXtra values. Parameters ---------- none Returns ------- none
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''' Calculate human wealth plus minimum and maximum MPC in an infinite horizon model with only one period repeated indefinitely. Store results as attributes of self. Human wealth is the present discounted value of expected future income after receiving income this period, ignor...
def calcBoundingValues(self)
Calculate human wealth plus minimum and maximum MPC in an infinite horizon model with only one period repeated indefinitely. Store results as attributes of self. Human wealth is the present discounted value of expected future income after receiving income this period, ignoring mort- al...
3.864788
2.307534
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''' Returns an array of size self.AgentCount with self.Rboro or self.Rsave in each entry, based on whether self.aNrmNow >< 0. Parameters ---------- None Returns ------- RfreeNow : np.array Array of size self.AgentCount with risk free...
def getRfree(self)
Returns an array of size self.AgentCount with self.Rboro or self.Rsave in each entry, based on whether self.aNrmNow >< 0. Parameters ---------- None Returns ------- RfreeNow : np.array Array of size self.AgentCount with risk free interest rate for e...
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if _debug: decode_file._debug("decode_file %r", fname) if not pcap: raise RuntimeError("failed to import pcap") # create a pcap object, reading from the file p = pcap.pcap(fname) # loop through the packets for i, (timestamp, data) in enumerate(p): try: pkt = d...
def decode_file(fname)
Given the name of a pcap file, open it, decode the contents and yield each packet.
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if _debug: stop._debug("stop") global running, taskManager if args: sys.stderr.write("===== TERM Signal, %s\n" % time.strftime("%d-%b-%Y %H:%M:%S")) sys.stderr.flush() running = False # trigger the task manager event if taskManager and taskManager.trigger: if _deb...
def stop(*args)
Call to stop running, may be called with a signum and frame parameter if called as a signal handler.
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if _debug: print_stack._debug("print_stack %r %r", sig, frame) global running, deferredFns, sleeptime sys.stderr.write("==== USR1 Signal, %s\n" % time.strftime("%d-%b-%Y %H:%M:%S")) sys.stderr.write("---------- globals\n") sys.stderr.write(" running: %r\n" % (running,)) sys.stderr.writ...
def print_stack(sig, frame)
Signal handler to print a stack trace and some interesting values.
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if _debug: compose_capability._debug("compose_capability %r %r", base, classes) # make sure the base is a Collector if not issubclass(base, Collector): raise TypeError("base must be a subclass of Collector") # make sure you only add capabilities for cls in classes: if not issu...
def compose_capability(base, *classes)
Create a new class starting with the base and adding capabilities.
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if _debug: add_capability._debug("add_capability %r %r", base, classes) # start out with a collector if not issubclass(base, Collector): raise TypeError("base must be a subclass of Collector") # make sure you only add capabilities for cls in classes: if not issubclass(cls, Cap...
def add_capability(base, *classes)
Add capabilites to an existing base, all objects get the additional functionality, but don't get inited. Use with great care!
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if _debug: Collector._debug("_search_capability %r", base) rslt = [] for cls in base.__bases__: if issubclass(cls, Collector): map( rslt.append, self._search_capability(cls)) elif issubclass(cls, Capability): rslt.append(cls) ...
def _search_capability(self, base)
Given a class, return a list of all of the derived classes that are themselves derived from Capability.
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if _debug: Collector._debug("capability_functions %r", fn) # build a list of functions to call fns = [] for cls in self.capabilities: xfn = getattr(cls, fn, None) if _debug: Collector._debug(" - cls, xfn: %r, %r", cls, xfn) if xfn: ...
def capability_functions(self, fn)
This generator yields functions that match the requested capability sorted by z-index.
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if _debug: Collector._debug("add_capability %r", cls) # the new type has everything the current one has plus this new one bases = (self.__class__, cls) if _debug: Collector._debug(" - bases: %r", bases) # save this additional class self.capabilities.append(c...
def add_capability(self, cls)
Add a capability to this object.
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return re.compile(r'^' + r'[/-]'.join(args) + r'(?:\s+' + _dow + ')?$')
def _merge(*args)
Create a composite pattern and compile it.
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if isinstance(tdata, bytearray): tdata = bytes(tdata) elif not isinstance(tdata, bytes): raise TypeError("tag data must be bytes or bytearray") self.tagClass = tclass self.tagNumber = tnum self.tagLVT = tlvt self.tagData = tdata
def set(self, tclass, tnum, tlvt=0, tdata=b'')
set the values of the tag.
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# check for special encoding if (self.tagClass == Tag.contextTagClass): data = 0x08 elif (self.tagClass == Tag.openingTagClass): data = 0x0E elif (self.tagClass == Tag.closingTagClass): data = 0x0F else: data = 0x00 ...
def encode(self, pdu)
Encode a tag on the end of the PDU.
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if self.tagClass != Tag.applicationTagClass: raise ValueError("application tag required") # get the class to build klass = self._app_tag_class[self.tagNumber] if not klass: return None # build an object, tell it to decode this tag, and return it...
def app_to_object(self)
Return the application object encoded by the tag.
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if self.tagList: tag = self.tagList[0] del self.tagList[0] else: tag = None return tag
def Pop(self)
Remove the tag from the front of the list and return it.
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# forward pass i = 0 while i < len(self.tagList): tag = self.tagList[i] # skip application stuff if tag.tagClass == Tag.applicationTagClass: pass # check for context encoded atomic value elif tag.tagClass == T...
def get_context(self, context)
Return a tag or a list of tags context encoded.
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while pdu.pduData: self.tagList.append( Tag(pdu) )
def decode(self, pdu)
decode the tags from a PDU.
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try: return cls(arg).value except (ValueError, TypeError): raise InvalidParameterDatatype("%s coerce error" % (cls.__name__,))
def coerce(cls, arg)
Given an arg, return the appropriate value given the class.
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if isinstance(arg, list): allInts = allStrings = True for elem in arg: allInts = allInts and ((elem == 0) or (elem == 1)) allStrings = allStrings and elem in cls.bitNames if allInts or allStrings: return True r...
def is_valid(cls, arg)
Return True if arg is valid value for the class.
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items = self.enumerations.items() items.sort(lambda a, b: self.cmp(a[1], b[1])) # last item has highest value rslt = [None] * (items[-1][1] + 1) # map the values for key, value in items: rslt[value] = key # return the result return ...
def keylist(self)
Return a list of names in order by value.
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# rip apart the value year, month, day, day_of_week = self.value # assume the worst day_of_week = 255 # check for special values if year == 255: pass elif month in _special_mon_inv: pass elif day in _special_day_inv: ...
def CalcDayOfWeek(self)
Calculate the correct day of the week.
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if when is None: when = _TaskManager().get_time() tup = time.localtime(when) self.value = (tup[0]-1900, tup[1], tup[2], tup[6] + 1) return self
def now(self, when=None)
Set the current value to the correct tuple based on the seconds since the epoch. If 'when' is not provided, get the current time from the task manager.
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objType, objInstance = self.value if isinstance(objType, int): pass elif isinstance(objType, str): # turn it back into an integer objType = self.objectTypeClass()[objType] else: raise TypeError("invalid datatype for objType") ...
def get_tuple(self)
Return the unsigned integer tuple of the identifier.
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if _debug: DeviceInfoCache._debug("has_device_info %r", key) return key in self.cache
def has_device_info(self, key)
Return true iff cache has information about the device.
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if _debug: DeviceInfoCache._debug("iam_device_info %r", apdu) # make sure the apdu is an I-Am if not isinstance(apdu, IAmRequest): raise ValueError("not an IAmRequest: %r" % (apdu,)) # get the device instance device_instance = apdu.iAmDeviceIdentifier[1] ...
def iam_device_info(self, apdu)
Create a device information record based on the contents of an IAmRequest and put it in the cache.
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if _debug: DeviceInfoCache._debug("update_device_info %r", device_info) # give this a reference count if it doesn't have one if not hasattr(device_info, '_ref_count'): device_info._ref_count = 0 # get the current keys cache_id, cache_address = getattr(devic...
def update_device_info(self, device_info)
The application has updated one or more fields in the device information record and the cache needs to be updated to reflect the changes. If this is a cached version of a persistent record then this is the opportunity to update the database.
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if _debug: DeviceInfoCache._debug("acquire %r", key) if isinstance(key, int): device_info = self.cache.get(key, None) elif not isinstance(key, Address): raise TypeError("key must be integer or an address") elif key.addrType not in (Address.localStation...
def acquire(self, key)
Return the known information about the device and mark the record as being used by a segmenation state machine.
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if _debug: DeviceInfoCache._debug("release %r", device_info) # this information record might be used by more than one SSM if device_info._ref_count == 0: raise RuntimeError("reference count") # decrement the reference count device_info._ref_count -= 1
def release(self, device_info)
This function is called by the segmentation state machine when it has finished with the device information.
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if _debug: Application._debug("add_object %r", obj) # extract the object name and identifier object_name = obj.objectName if not object_name: raise RuntimeError("object name required") object_identifier = obj.objectIdentifier if not object_identifier...
def add_object(self, obj)
Add an object to the local collection.
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if _debug: Application._debug("delete_object %r", obj) # extract the object name and identifier object_name = obj.objectName object_identifier = obj.objectIdentifier # delete it from the application del self.objectName[object_name] del self.objectIdenti...
def delete_object(self, obj)
Add an object to the local collection.
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if _debug: Application._debug("get_services_supported") services_supported = ServicesSupported() # look through the confirmed services for service_choice, service_request_class in confirmed_request_types.items(): service_helper = "do_" + service_request_class.__nam...
def get_services_supported(self)
Return a ServicesSupported bit string based in introspection, look for helper methods that match confirmed and unconfirmed services.
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if _debug: key_value_contents._debug("key_value_contents use_dict=%r as_class=%r key_values=%r", use_dict, as_class, key_values) # make/extend the dictionary of content if use_dict is None: use_dict = as_class() # loop through the values and save them for k, v in key_values: i...
def key_value_contents(use_dict=None, as_class=dict, key_values=())
Return the contents of an object as a dict.
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