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| close all |
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| |
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| figure(1) |
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| [~, pall] = solveh_new(sv, Winterp, p); |
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| data = [sv(1 : p.na*p.nt, 1 : 2), pall(1 : p.na*p.nt, 1)]; |
| data = data(data(:,1) <= 3, :); |
|
|
| n1 = numel(unique(data(:,1))); |
| n2 = numel(unique(data(:,2))); |
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| surf(reshape(data(:,1), n1, n2), reshape(data(:,2), n1, n2), reshape(data(:,3), n1, n2)); colorbar |
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|
| xlabel('$w$', 'Interpreter', 'Latex'); |
| ylabel('$\theta$', 'Interpreter', 'Latex'); |
| title('probability refinance', 'Interpreter', 'Latex'); |
| xlim([0, 3]) |
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|
|
| state = gridmake(nodeunif(100, wmin, 3), 0.7, 2); |
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| [v, pall, vall, Lall, thetaall] = solveh_new(state, Winterp, p); |
|
|
| call = zeros(size(pall)); |
| aprimeall = zeros(size(pall)); |
| sall = [state(:,3), 2*ones(size(state, 1), 1)]; |
|
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| for i = 1 : 2 |
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| cmax = bisect('savings', 1e-13, 1e5, Lall(:, i), p, amin); |
| cmin = bisect('savings', 1e-13, 1e5, Lall(:, i), p, amax); |
|
|
| call(:,i) = solve_golden('wfunc_new', cmin, cmax, [Lall(:,i), thetaall(:,i), sall(:,i)], EV, p); |
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| [~, aprimeall(:,i)] = savings(call(:,i), Lall(:,i), p); |
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| end |
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| figure(2) |
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| subplot(2, 3, 1) |
| plot(state(:,1), pall(:,1)); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('probability refinance', 'Interpreter', 'Latex'); |
|
|
| subplot(2, 3, 2) |
| plot(state(:,1), Lall); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('$l$', 'Interpreter', 'Latex'); |
| legend('refinance', 'dont refinance') |
|
|
| subplot(2, 3, 3) |
| plot(state(:,1), thetaall); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('$\theta^{\prime}$', 'Interpreter', 'Latex'); |
|
|
| subplot(2, 3, 4) |
| plot(state(:,1), call); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('$c$', 'Interpreter', 'Latex'); |
|
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| subplot(2, 3, 5) |
| plot(state(:,1), aprimeall); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('$a^{\prime}$', 'Interpreter', 'Latex'); |
|
|
|
|
| subplot(2, 3, 6) |
| plot(state(:,1), [vall, v]); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('values', 'Interpreter', 'Latex'); |
| legend('refinance', 'dont refinance', 'envelope') |
|
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|
|
| figure(3) |
|
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| state = gridmake(nodeunif(100, lmin, 3), 0.5, 1); |
|
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| cmax = bisect('savings', 1e-13, 1e5, state(:,1), p, amin); |
| cmin = bisect('savings', 1e-13, 1e5, state(:,1), p, amax); |
|
|
| c = solve_golden('wfunc_new', cmin, cmax, state, EV, p); |
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| [~, aprime] = savings(c, state, p); |
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|
|
| subplot(1, 2, 1) |
| plot(state(:,1), c); |
| set(gca, 'ygrid', 'on') |
| xlabel('$l$', 'Interpreter', 'Latex'); |
| title('$c$', 'Interpreter', 'Latex'); |
|
|
| subplot(1, 2, 2) |
| plot(state(:,1), aprime); |
| set(gca, 'ygrid', 'on') |
| xlabel('$w$', 'Interpreter', 'Latex'); |
| title('$a^{\prime}$', 'Interpreter', 'Latex'); |
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|
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|
