various

Author: robertdkirkby

DiscretizationMethods/ProbabilitiesOnGrid/MVNormal_ProbabilitiesOnGrid.m

@@ -113,10 +113,15 @@
         z_gridspacing_down=CreateGridvals(znum,[z1_gridspacing_down;z2_gridspacing_down;z3_gridspacing_down;z4_gridspacing_down;z5_gridspacing_down],1);
     end
 
+    if ~all(isfinite(z_gridvals(:)))
+        error('MVNormal_ProbabilitiesOnGrid: all grid values must be finite (one of the grid points is not finite)')
+    end
+
     if l_z==1
         P = normcdf(z_gridvals+z_gridspacing_up,Mew,Sigma)-normcdf(z_gridvals-z_gridspacing_down,Mew,Sigma);
     else
         P=reshape(mvncdf(z_gridvals-z_gridspacing_down,z_gridvals+z_gridspacing_up,Mew,Sigma),znum);
+        % mvncdf() can put NaN when 
     end
 
 else 

Estimation/Calibration/CalibrateLifeCycleModel_PType.m

@@ -1,9 +1,8 @@
-function [CalibParams,calibsummary]=CalibrateLifeCycleModel_PType(CalibParamNames,TargetMoments,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_grid, pi_z, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames, PTypeDistParamNames, ParametrizePTypeFn, FnsToEvaluate, caliboptions, vfoptions,simoptions)
+function [CalibParams,calibsummary]=CalibrateLifeCycleModel_PType(CalibParamNames,TargetMoments,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_grid, pi_z, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames, PTypeDistParamNames, ParametrizeParamsFn, FnsToEvaluate, caliboptions, vfoptions,simoptions)
 % Note: Inputs are CalibParamNames,TargetMoments, and then everything
 % needed to be able to run ValueFnIter, StationaryDist, AllStats and
 % LifeCycleProfiles. Lastly there is caliboptions.
 
-
 %% Setup caliboptions
 if ~isfield(caliboptions,'verbose')
     caliboptions.verbose=1; % sum of squares is the default
@@ -252,7 +251,7 @@
 end
 if caliboptions.calibrateshocks==0
     % Internally, only ever use age-dependent joint-grids (makes all the code much easier to write)
-    [z_gridvals_J, pi_z_J, vfoptions]=ExogShockSetup_FHorz(n_z,z_grid,pi_z,N_j,Parameters,vfoptions,3);
+    [z_gridvals_J, pi_z_J, vfoptions]=ExogShockSetup_FHorz_PType(n_z,z_grid,pi_z,N_j,Names_i,Parameters,vfoptions,3);
     % output: z_gridvals_J, pi_z_J, vfoptions.e_gridvals_J, vfoptions.pi_e_J
     simoptions.e_gridvals_J=vfoptions.e_gridvals_J;
     simoptions.pi_e_J=vfoptions.pi_e_J;
@@ -323,12 +322,12 @@
 
 %% Set up the objective function and the initial calibration parameter vector
 if caliboptions.fminalgo~=8
-    CalibrationObjectiveFn=@(calibparamsvec) CalibrateLifeCycleModel_PType_objectivefn(calibparamsvec, CalibParamNames,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_gridvals_J, pi_z_J, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames,PTypeDistParamNames, ParametrizePTypeFn, FnsToEvaluate, usingallstats, usinglcp,targetmomentvec, allstatmomentnames, acsmomentnames, allstatcummomentsizes, acscummomentsizes, AllStats_whichstats, ACStats_whichstats, nCalibParams, nCalibParamsFinder, calibparamsvecindex, calibparamssizes, calibomitparams_counter, calibomitparamsmatrix, caliboptions, vfoptions, simoptions);
+    CalibrationObjectiveFn=@(calibparamsvec) CalibrateLifeCycleModel_PType_objectivefn(calibparamsvec, CalibParamNames,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_gridvals_J, pi_z_J, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames,PTypeDistParamNames, ParametrizeParamsFn, FnsToEvaluate, usingallstats, usinglcp,targetmomentvec, allstatmomentnames, acsmomentnames, allstatcummomentsizes, acscummomentsizes, AllStats_whichstats, ACStats_whichstats, nCalibParams, nCalibParamsFinder, calibparamsvecindex, calibparamssizes, calibomitparams_counter, calibomitparamsmatrix, caliboptions, vfoptions, simoptions);
 elseif caliboptions.fminalgo==8
     caliboptions.vectoroutput=2;
     weightsbackup=caliboptions.weights;
     caliboptions.weights=sqrt(caliboptions.weights); % To use a weighting matrix in lsqnonlin(), we work with the square-roots of the weights
-    CalibrationObjectiveFn=@(calibparamsvec) CalibrateLifeCycleModel_PType_objectivefn(calibparamsvec, CalibParamNames,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_gridvals_J, pi_z_J, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames,PTypeDistParamNames, ParametrizePTypeFn, FnsToEvaluate, usingallstats, usinglcp,targetmomentvec, allstatmomentnames, acsmomentnames, allstatcummomentsizes, acscummomentsizes, AllStats_whichstats, ACStats_whichstats, nCalibParams, nCalibParamsFinder, calibparamsvecindex, calibparamssizes, calibomitparams_counter, calibomitparamsmatrix, caliboptions, vfoptions, simoptions);
+    CalibrationObjectiveFn=@(calibparamsvec) CalibrateLifeCycleModel_PType_objectivefn(calibparamsvec, CalibParamNames,n_d,n_a,n_z,N_j,Names_i,d_grid, a_grid, z_gridvals_J, pi_z_J, ReturnFn, Parameters, DiscountFactorParamNames, jequaloneDist,AgeWeightParamNames, PTypeDistParamNames, ParametrizeParamsFn, FnsToEvaluate, usingallstats, usinglcp,targetmomentvec, allstatmomentnames, acsmomentnames, allstatcummomentsizes, acscummomentsizes, AllStats_whichstats, ACStats_whichstats, nCalibParams, nCalibParamsFinder, calibparamsvecindex, calibparamssizes, calibomitparams_counter, calibomitparamsmatrix, caliboptions, vfoptions, simoptions);
     caliboptions.weights=weightsbackup; % change it back now that we have set up CalibrateLifeCycleModel_objectivefn()
 end