clean

Author: robertdkirkby

EvaluateFnOnAgentDist/EvalFnOnAgentDist_AllStats_Case1.m

@@ -79,7 +79,7 @@
     StationaryDistVec=gpuArray(StationaryDistVec);
     PolicyIndexes=gpuArray(PolicyIndexes);
 
-    PolicyValues=PolicyInd2Val_Case1(PolicyIndexes,n_d,n_a,n_z,d_grid,a_grid);
+    PolicyValues=PolicyInd2Val_Case1(PolicyIndexes,n_d,n_a,n_z,d_grid,a_grid,simoptions);
     % permuteindexes=[1+(1:1:(l_a+l_z)),1];
     % PolicyValuesPermute=permute(PolicyValues,permuteindexes); %[n_a,n_s,l_d+l_a]
     PolicyValuesPermute=permute(reshape(PolicyValues,[size(PolicyValues,1),N_a,N_z]),[2,3,1]); %[N_a,N_z,l_d+l_a]

HeterogeneousAgent/FHorz/HeteroAgentStationaryEqm_Case1_FHorz.m

@@ -72,7 +72,7 @@
     heteroagentoptions.toleranceGEcondns=10^(-4); % Accuracy of general eqm eqns
     heteroagentoptions.fminalgo=1; % use fminsearch
     heteroagentoptions.verbose=0;
-    heteroagentoptions.maxiter=1000;
+    heteroagentoptions.maxiter=1000; % =0 just evaluate (rather than solves for) GE condns
     % heteroagentoptions.outputGEform=0; % For internal use only
     heteroagentoptions.outputGEstruct=1; % output GE conditions as a structure (=2 will output as a vector)
     heteroagentoptions.outputgather=1; % output GE conditions on CPU [some optimization routines only work on CPU, some can handle GPU]
@@ -381,6 +381,13 @@
     GeneralEqmConditionsFnOpt=@(p) HeteroAgentStationaryEqm_Case1_FHorz_subfn(p, jequaloneDist,AgeWeightParamNames, n_d, n_a, n_z, N_j, l_p, pi_z, d_grid, a_grid, z_grid, ReturnFn, FnsToEvaluate, GeneralEqmEqns, Parameters, DiscountFactorParamNames, ReturnFnParamNames, FnsToEvaluateParamNames, GeneralEqmEqnParamNames, GEPriceParamNames, heteroagentoptions, simoptions, vfoptions); % update based on new heteragentoptions
     GeneralEqmConditions=GeneralEqmConditionsFnOpt(p_eqm_vec);
 end
+if heteroagentoptions.outputGEstruct==1
+    % put GeneralEqmConditions structure on cpu for purely cosmetic reasons
+    GEeqnNames=fieldnames(GeneralEqmEqns);
+    for gg=1:length(GEeqnNames)
+        GeneralEqmConditions.(GEeqnNames{gg})=gather(GeneralEqmConditions.(GEeqnNames{gg})); 
+    end
+end
 
 
 

HeterogeneousAgent/FHorz/PType/HeteroAgentStationaryEqm_Case1_FHorz_PType.m

@@ -79,7 +79,7 @@
     heteroagentoptions.multiGEweights=ones(1,length(fieldnames(GeneralEqmEqns)));
     heteroagentoptions.toleranceGEprices=10^(-4); % Accuracy of general eqm prices
     heteroagentoptions.toleranceGEcondns=10^(-4); % Accuracy of general eqm eqns
-    heteroagentoptions.maxiter=200*length(GEPriceParamNames); % this is roughly the matlab default (for fminsearch(), or would be if all GEPriceParamNames are scalar)
+    heteroagentoptions.maxiter=200*length(GEPriceParamNames); % =0 just evaluate (rather than solves for) GE condns
     heteroagentoptions.verbose=0;
     heteroagentoptions.parallel=1+(gpuDeviceCount>0); % GPU where available, otherwise parallel CPU.
     heteroagentoptions.fminalgo=1; % use fminsearch
@@ -96,7 +96,7 @@
         heteroagentoptions.multiGEweights=ones(1,length(fieldnames(GeneralEqmEqns)));
     end
     if ~isfield(heteroagentoptions,'maxiter')
-        heteroagentoptions.maxiter=200*length(GEPriceParamNames); % this is roughly the matlab default (for fminsearch(), or would be if all GEPriceParamNames are scalar)
+        heteroagentoptions.maxiter=200*length(GEPriceParamNames); % =0 just evaluate (rather than solves for) GE condns
     end
     if N_p~=0
         if ~isfield(heteroagentoptions,'p_grid')
@@ -190,6 +190,8 @@
     end
 elseif length(heteroagentoptions.multiGEweights)~=length(fieldnames(GeneralEqmEqns))
     error('length(heteroagentoptions.multiGEweights)~=length(fieldnames(GeneralEqmEqns)) (the length of the GE weights is not equal to the number of general eqm equations')
+else
+    heteroagentoptions.GEptype_vectoroutput=0;
 end
 
 
@@ -711,7 +713,7 @@
             elseif heteroagentoptions.GEptype_vectoroutput==0
                 temp=p_eqm_vec(GEpriceindexes(pp,1):GEpriceindexes(pp,2));
                 for ii=1:N_i
-                    p_eqm.(GEPriceParamNames{pp}).(Names_i{ii})=temp(ii);
+                    p_eqm.(GEPriceParamNames{pp}).(PTypeStructure.Names_i{ii})=temp(ii);
                 end
             end
         end
@@ -749,6 +751,13 @@
     end
     GeneralEqmConditions=GeneralEqmConditionsFnOpt(p_eqm_vec);
 end
+if heteroagentoptions.outputGEstruct==1
+    % put GeneralEqmConditions structure on cpu for purely cosmetic reasons
+    GEeqnNames=fieldnames(GeneralEqmEqns);
+    for gg=1:length(GEeqnNames)
+        GeneralEqmConditions.(GEeqnNames{gg})=gather(GeneralEqmConditions.(GEeqnNames{gg})); 
+    end
+end
 
 
 

ValueFnIter/FHorz/ExoticPrefs/EpsteinZin/ValueFnIter_Case1_FHorz_EpsteinZin_raw.m

@@ -223,6 +223,7 @@
     temp=VKronNext_j;
     temp(isfinite(VKronNext_j))=(ezc4*VKronNext_j(isfinite(VKronNext_j))).^ezc5(jj);
     temp(VKronNext_j==0)=0;
+    temp(~isfinite(VKronNext_j))=ezc4*VKronNext_j(~isfinite(VKronNext_j)); % ezc4 is 1 or -1, When it is -1 need to flip the sign of the -Inf, so that ezc3 below (which will also be -1) flips it back
 
     if vfoptions.lowmemory==0
 
@@ -242,6 +243,7 @@
 
         entireEV=repelem(EV,N_d,1,1);
         temp4=entireEV;
+        
         if warmglow==1
             becareful=logical(isfinite(temp4).*isfinite(WGmatrix)); % both are finite
             temp4(becareful)=(sj(jj)*temp4(becareful).^ezc8(jj)+(1-sj(jj))*WGmatrix(becareful).^ezc8(jj)).^ezc6(jj);

ValueFnIter/FHorz/ExoticPrefs/GulPesendorfer/ValueFnIter_Case1_FHorz_GulPesendorfer_raw.m

@@ -219,8 +219,7 @@
             EV(isnan(EV))=0; %multilications of -Inf with 0 gives NaN, this replaces them with zeros (as the zeros come from the transition probabilites)
             EV=sum(EV,2); % sum over z', leaving a singular second dimension
 
-            entireEV=kron(EV,ones(N_d,1));
-%             entireEV=repelem(EV,N_d,1,1); % I tried this instead but appears repelem() is slower than kron()
+            entireEV=repelem(EV,N_d,1,1);
 
             entireRHS=ReturnMatrix+TemptationMatrix-ones(N_d*N_a,1).*MostTempting+DiscountFactorParamsVec*entireEV; %*repmat(entireEV,1,N_a,1);