VFIToolkit-matlab.zip

function AgeConditionalStats=LifeCycleProfiles_FHorz_Case1_PType(StationaryDist, Policy, FnsToEvaluate, Parameters,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_grid, simoptions) % Allows for different permanent (fixed) types of agent. % See ValueFnIter_PType for general idea. % % simoptions.verbose=1 will give feedback % simoptions.verboseparams=1 will give further feedback on the param values of each permanent type % % Rest of this description describes how those inputs not already used for % ValueFnIter_PType or StationaryDist_PType should be set up. % % jequaloneDist can either be same for all permanent types, or must be passed as a structure. % AgeWeightParamNames is either same for all permanent types, or must be passed as a structure. % % The stationary distribution be a structure and will contain both the % weights/distribution across the permenant types, as well as a pdf for the % stationary distribution of each specific permanent type. % % How exactly to handle these differences between permanent (fixed) types % is to some extent left to the user. You can, for example, input % parameters that differ by permanent type as a vector with different rows f % for each type, or as a structure with different fields for each type. % % Any input that does not depend on the permanent type is just passed in % exactly the same form as normal. % Names_i can either be a cell containing the 'names' of the different % permanent types, or if there are no structures used (just parameters that % depend on permanent type and inputted as vectors or matrices as appropriate; note that this cannot be done for % vfoptions, simoptions, etc as it then becomes impossible to tell that the vector/matrix is because of PType and not something else) % then Names_i can just be the number of permanent types (but does not have to be, can still be names). if iscell(Names_i) N_i=length(Names_i); else N_i=Names_i; % It is the number of PTypes (which have not been given names) Names_i={'ptype001'}; for ii=2:N_i if ii<10 Names_i{ii}=['ptype00',num2str(ii)]; elseif ii<100 Names_i{ii}=['ptype0',num2str(ii)]; elseif ii<1000 Names_i{ii}=['ptype',num2str(ii)]; end end end computeForThesei=ones(N_i,1); % Used to omit the infinite horizon PTypes from computations (a message is printed to say they are being ignored) % Set default of grouping all the PTypes together when reporting statistics if ~exist('simoptions','var') simoptions.groupptypesforstats=0; simoptions.ptypestorecpu=0; % GPU memory is limited, so switch solutions to the cpu. Off by default. simoptions.verbose=0; simoptions.verboseparams=0; simoptions.nquantiles=20; % by default gives ventiles if isstruct(N_j) for ii=1:N_i if isfinite(N_j.(Names_i{ii})) simoptions.agegroupings.(Names_i{ii})=1:1:N_j.(Names_i{ii}); else % Infinite horizon computeForThesei(ii)=0; end end else simoptions.agegroupings=1:1:N_j; % by default does each period seperately, can be used to say, calculate gini for age bins end simoptions.npoints=100; % number of points for lorenz curve (note this lorenz curve is also used to calculate the gini coefficient simoptions.tolerance=10^(-12); % Numerical tolerance used when calculating min and max values. simoptions.agejshifter=0; % Use when different PTypes have different initial ages (will be a structure when actually used) else if ~isfield(simoptions,'groupptypesforstats') simoptions.groupptypesforstats=0; end if ~isfield(simoptions,'ptypestorecpu') simoptions.ptypestorecpu=0; % GPU memory is limited, so switch solutions to the cpu. Off by default. end if ~isfield(simoptions,'verboseparams') simoptions.verboseparams=100; end if ~isfield(simoptions,'verbose') simoptions.verbose=100; end if isfield(simoptions,'nquantiles')==0 simoptions.nquantiles=20; % by default gives ventiles end if isfield(simoptions,'agegroupings')==0 if isstruct(N_j) for ii=1:N_i if isfinite(N_j.(Names_i{ii})) simoptions.agegroupings.(Names_i{ii})=1:1:N_j.(Names_i{ii}); else % Infinite horizon computeForThesei(ii)=0; end end else simoptions.agegroupings=1:1:N_j; % by default does each period seperately, can be used to say, calculate gini for age bins end end if isfield(simoptions,'npoints')==0 simoptions.npoints=100; % number of points for lorenz curve (note this lorenz curve is also used to calculate the gini coefficient elseif simoptions.npoints==0 error('simoptions.npoints must be a positive (non-zero) integer') end if isfield(simoptions,'tolerance')==0 simoptions.tolerance=10^(-12); % Numerical tolerance used when calculating min and max values. end if isfield(simoptions,'agejshifter')==0 simoptions.agejshifter=0; % Use when different PTypes have different initial ages (will be a structure when actually used) end end if isstruct(simoptions.agegroupings) ngroups=length(simoptions.agegroupings.(Names_i{ii})); else ngroups=length(simoptions.agegroupings); end maxngroups=max(ngroups(isfinite(ngroups))); if isstruct(simoptions.agejshifter) % if using agejshifter tempagejshifter=simoptions.agejshifter; simoptions=rmfield(simoptions,'agejshifter'); simoptions.agejshifter=zeros(N_i,1); for ii=1:N_i simoptions.agejshifter(ii)=tempagejshifter.(Names_i{ii}); end simoptions.agejshifter=simoptions.agejshifter-min(simoptions.agejshifter); % put them all relative to the minimum elseif length(simoptions.agejshifter)==1 % not using agejshifter simoptions.agejshifter=zeros(N_i,1); else % have inputed as a vector simoptions.agejshifter=simoptions.agejshifter-min(simoptions.agejshifter); % put them all relative to the minimum end % You cannot use agejshifter together with any age grouping other than just every period if max(simoptions.agejshifter)>0 && defaultagegroupings==0 error('You cannot use agejshifter together with any age grouping other than the default (each period seperately)') end if isstruct(simoptions.experienceasset) error('Have not yet implemented handling when some agents use experience asset and others do not') elseif simoptions.experienceasset==1 % Just rejig the decision variables and send off as a Case2 n_d=[n_d,n_a(1:end-1)]; % Note: the decisions are all standard decisions, plus all the next period endogenous states except for the experience asset d_grid=[d_grid;a_grid(1:sum(n_a(1:end-1)))]; AgeConditionalStats=LifeCycleProfiles_FHorz_Case2_PType(StationaryDist,Policy,FnsToEvaluate,Parameters,n_d,n_a,n_z,N_j,Names_i,d_grid,a_grid,z_grid,simoptions); return end % Set default of grouping all the PTypes together when reporting statistics % AllStats reports both % simoptions.groupptypesforstats=0; % and % simoptions.groupptypesforstats=1; %% Drop anything that is infinite horizon and print out a message to say so if any(computeForThesei==0) N_i=sum(computeForThesei); Names_i2=Names_i; Names_i=cell(N_i,1); ii=0; for ii2=1:length(computeForThesei) if computeForThesei(ii2)==1 ii=ii+1; Names_i{ii}=Names_i2{ii2}; else % tell the user about it fprintf(['LifeCycleProfiles_FHorz_Case1_PType: Ignoring the ', num2str(ii2), '-th PType, ',Names_i2{ii2}, ' because it is infinite horizon \n']); end end % Eliminate any no longer relevant functions from FnsToEvaluate (those which are only used for infinite horizon) FnsToEvalNames=fieldnames(FnsToEvaluate); FnsToEvaluate2=FnsToEvaluate; clear FnsToEvaluate for ff=1:length(fieldnames(FnsToEvaluate2)) i