ExpAsset improvements

EvaluateFnOnAgentDist/TransPathFHorz/EvalFnOnTransPath_AggVars_Case1_FHorz.m

@@ -143,6 +143,7 @@
 if simoptions.alreadygridvals==0
     % gridpiboth=1: only need z_gridvals_J (and e_gridvals_J if N_e>0)
     [z_gridvals_J, ~, ~, e_gridvals_J, ~, ~, ~, transpathoptions, simoptions]=ExogShockSetup_FHorz_TPath(n_z,z_grid,[],N_a,N_j,Parameters,PricePathNames,ParamPathNames,transpathoptions,simoptions,1);
+    simoptions.alreadygridvals=1; % we call down with z_gridvals_J, so those are already gridvals
 elseif simoptions.alreadygridvals==1
     z_gridvals_J=z_grid;
     e_gridvals_J=simoptions.e_gridvals_J;

HeterogeneousAgent/FHorz/HeteroAgentStationaryEqm_Case1_FHorz.m

@@ -133,6 +133,7 @@
     heteroagentoptions.useCustomModelStats=1;
     % Stash some of the inputs so they can be passed to CustomModelStats later (only things we otherwise override).
     % So that user gets exactly what they input, not any internally reworked things
+    % In this (non-PType) context, these assignments are arrays or other simple types
     heteroagentoptions.CustomModelStatsInputs.z_grid=z_grid;
     heteroagentoptions.CustomModelStatsInputs.pi_z=pi_z;
     % Need the following two as otherwise they would contain alreadygridvals=1

HeterogeneousAgent/FHorz/PType/HeteroAgentStationaryEqm_Case1_FHorz_PType.m

@@ -422,7 +422,7 @@
     %% Parameter Structure
     % Parameters are allowed to be given as structure, or as vector/matrix
     % (in terms of their dependence on permanent type). So go through each of
-    % these in term.
+    % these in turn.
     % ie. Parameters.alpha=[0;1]; or Parameters.alpha.ptype1=0; Parameters.alpha.ptype2=1;
     PTypeStructure.(iistr).Parameters=Parameters;
     FullParamNames=fieldnames(Parameters); % all the different parameters

HeterogeneousAgent/FHorz/PType/HeteroAgentStationaryEqm_Case1_FHorz_PType_GEptype_subfn.m

@@ -31,7 +31,7 @@
     Parameters.(GEPriceParamNames{pp})=GEpricesvec(GEpriceindexes(pp,1):GEpriceindexes(pp,2));
 end
 
-AggVars_ConditionalOnPType=zeros(PTypeStructure.numFnsToEvaluate,PTypeStructure.N_i,'gpuArray'); % Create AggVars conditional on ptype.
+AggVars_ConditionalOnPType=zeros(PTypeStructure.numFnsToEvaluate,PTypeStructure.N_i); % Create AggVars conditional on ptype.
 
 for ii=1:PTypeStructure.N_i
 
@@ -76,17 +76,29 @@
         Policy.(iistr)=Policy_ii;
         StationaryDist.(iistr)=StationaryDist_ii;
     end
+
+    warning("do we still need this?")
+    % Put updated AggVars into subsequent PTypeStructure Parameters, so they can be used for subsequent PType evaluations
+    FnsToEvaluate_aa=fieldnames(PTypeStructure.(iistr).FnsToEvaluate);
+    for jj=ii+1:PTypeStructure.N_i
+        jjstr=PTypeStructure.iistr{jj};
+        for aa=1:length(AggVars_ii)
+            PTypeStructure.(jjstr).Parameters.(FnsToEvaluate_aa{aa})=AggVars_ii(aa);
+        end
+    end
 end
 AggVars=sum(AggVars_ConditionalOnPType.*PTypeStructure.ptweights',2);
 % Note: AggVars is a vector
 
 
 
-%% Put GE parameters  and AggVars in structure, so they can be used for intermediateEqns and GeneralEqmEqns
+%% Put GE parameters and AggVars in structure, so they can be used for intermediateEqns and GeneralEqmEqns
 % already did the basic GE params
 % for pp=1:nGEprices
 %     Parameters.(GEPriceParamNames{pp})=GEprices(GEpriceindexes(pp,1):GEpriceindexes(pp,2));
 % end
+
+% We pushed AggVars down into the PTypeStructure parameters; this puts them into the unified Parameter structure
 for aa=1:length(AggVarNames)
     Parameters.(AggVarNames{aa})=AggVars(aa);
 end

HeterogeneousAgent/FHorz/PType/HeteroAgentStationaryEqm_Case1_FHorz_PType_subfn.m

@@ -3,11 +3,41 @@
 heteroagentparamsvecindex=0:1:length(GEpricesvec);
 [GEpricesvec,penalty]=ParameterConstraints_TransformParamsToOriginal(GEpricesvec,heteroagentparamsvecindex,GEPriceParamNames,heteroagentoptions);
 
+if heteroagentoptions.verbose>0
+    GEpricesvec_tminus1=zeros(nGEprices,1);
+    AggVars_tminus1=NaN(length(AggVarNames),1);
+
+    for pp=1:nGEprices
+        GEpricesvec_tminus1(pp)=Parameters.(GEPriceParamNames{pp});
+    end
+    GEpricesvec_delta=GEpricesvec-GEpricesvec_tminus1;
+    for aa=1:length(AggVarNames)
+        if isfield(Parameters,AggVarNames{aa})
+            AggVars_tminus1(aa)=Parameters.(AggVarNames{aa});
+        end
+    end
+    if heteroagentoptions.useintermediateEqns==1
+        intEqnnames=fieldnames(heteroagentoptions.intermediateEqns);
+        intermediateEqns_tminus1=zeros(length(intEqnnames),1);
+        for aa=1:length(intEqnnames)
+            if isfield(Parameters,intEqnnames{aa})
+                intEqns_tminus1(aa)=Parameters.(intEqnnames{aa});
+            end
+        end
+    end
+    % We don't do anything special for CustomModelStats, which are not as easily done as others above.
+end
+
 if heteroagentoptions.verbose==2
+    [~,maxidx]=max(GEpricesvec_delta.^2);
     fprintf(' \n')
     fprintf('Current GE prices: \n')
     for pp=1:nGEprices
-        fprintf('	%s: %8.4f \n',GEPriceParamNames{pp},GEpricesvec(pp))
+        if pp==maxidx
+            cprintf('err','	%s: %8.4f \n',GEPriceParamNames{pp},GEpricesvec(pp))
+        else
+            fprintf('	%s: %8.4f \n',GEPriceParamNames{pp},GEpricesvec(pp))
+        end
     end
 end
 
@@ -18,7 +48,7 @@
 
 
 %%
-AggVars_ConditionalOnPType=zeros(PTypeStructure.numFnsToEvaluate,PTypeStructure.N_i,'gpuArray'); % Create AggVars conditional on ptype.
+AggVars_ConditionalOnPType=zeros(PTypeStructure.numFnsToEvaluate,PTypeStructure.N_i); % Create AggVars conditional on ptype.
 
 for ii=1:PTypeStructure.N_i
 
@@ -56,17 +86,36 @@
         Policy.(iistr)=Policy_ii;
         StationaryDist.(iistr)=StationaryDist_ii;
     end
+
+    warning("do we still need to do this for AggVars?")
+    % Put updated AggVars into subsequent PTypeStructure Parameters, so they can be used for subsequent PType evaluations
+    FnsToEvaluate_aa=fieldnames(PTypeStructure.(iistr).FnsToEvaluate);
+    for jj=ii+1:PTypeStructure.N_i
+        jjstr=PTypeStructure.iistr{jj};
+        for aa=1:length(AggVars_ii)
+            PTypeStructure.(jjstr).Parameters.(FnsToEvaluate_aa{aa})=AggVars_ii(aa);
+        end
+    end
+
+    warning("do we need CustomModelStats here?")
+    if heteroagentoptions.useCustomModelStats==1
+        V.(iistr)=V_ii;
+        Policy.(iistr)=Policy_ii;
+        StationaryDist.(iistr)=StationaryDist_ii;
+    end
 end
-AggVars=gather(sum(AggVars_ConditionalOnPType.*PTypeStructure.ptweights',2));
+AggVars=sum(AggVars_ConditionalOnPType.*PTypeStructure.ptweights',2);
 % Note: AggVars is a vector
 
 
 
-%% Put GE parameters  and AggVars in structure, so they can be used for intermediateEqns and GeneralEqmEqns
+%% Put GE parameters and AggVars in structure, so they can be used for intermediateEqns and GeneralEqmEqns
 % already did the basic GE params
 % for pp=1:nGEprices
 %     Parameters.(GEPriceParamNames{pp})=GEprices(pp);
 % end
+
+% We pushed AggVars down into the PTypeStructure parameters; this puts them into the unified Parameter structure
 for aa=1:length(AggVarNames)
     Parameters.(AggVarNames{aa})=AggVars(aa);
 end
@@ -132,32 +181,52 @@
 
 %% Feedback on progress
 if heteroagentoptions.verbose==1 % When=2, we report these earlier
+    [~,maxidx]=max(GEpricesvec_delta.^2);
     fprintf(' \n')
     fprintf('Current GE prices: \n')
     for pp=1:nGEprices
-        fprintf(heteroagentoptions.verboseaccuracy1,GEPriceParamNames{pp},GEpricesvec(pp))
+        if pp==maxidx
+            cprintf('err',heteroagentoptions.verboseaccuracy1,GEPriceParamNames{pp},GEpricesvec(pp))
+        else
+            fprintf(heteroagentoptions.verboseaccuracy1,GEPriceParamNames{pp},GEpricesvec(pp))
+        end
     end
 end
 if heteroagentoptions.verbose>=1
     fprintf('Current aggregate variables: \n')
     for aa=1:length(AggVarNames)
-        fprintf(heteroagentoptions.verboseaccuracy1,AggVarNames{aa},AggVars(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+        if ~isnan(AggVars_tminus1(aa))
+            cprintf('comment',heteroagentoptions.verboseaccuracy1,AggVarNames{aa},AggVars(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+        else
+            fprintf(heteroagentoptions.verboseaccuracy1,AggVarNames{aa},AggVars(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+        end
     end
     if heteroagentoptions.useintermediateEqns==1
+        intEqns_delta=intermediateEqnsVec-intermediateEqns_tminus1;
+        [~,maxidx]=max(intEqns_delta.^2);
         fprintf('Current intermediateEqn variables: \n')
         for aa=1:length(intEqnnames)
-            fprintf(heteroagentoptions.verboseaccuracy1,intEqnnames{aa},intermediateEqnsVec(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+            if aa==maxidx
+                cprintf('err',heteroagentoptions.verboseaccuracy1,intEqnnames{aa},intermediateEqnsVec(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+            else
+                fprintf(heteroagentoptions.verboseaccuracy1,intEqnnames{aa},intermediateEqnsVec(aa)) % Note, this is done differently here because AggVars itself has been set as a matrix
+            end
         end
     end
     if heteroagentoptions.useCustomModelStats==1
         fprintf('Current CustomModelStats variables: \n')
-        for ii=1:length(customstatnames)
-            fprintf(heteroagentoptions.verboseaccuracy1,customstatnames{ii},CustomStats.(customstatnames{ii}))
+        for aa=1:length(customstatnames)
+            fprintf(heteroagentoptions.verboseaccuracy1,customstatnames{aa},CustomStats.(customstatnames{aa})) % Note, this is done differently here because AggVars itself has been set as a matrix
         end
     end
     fprintf('Current GeneralEqmEqns: \n')
+    [~,maxidx]=max(GeneralEqmConditionsVec.^2);
     for gg=1:length(GEeqnNames)
-        fprintf(heteroagentoptions.verboseaccuracy2,GEeqnNames{gg},GeneralEqmConditionsVec(gg))
+        if gg==maxidx
+            cprintf('err', heteroagentoptions.verboseaccuracy2,GEeqnNames{gg},GeneralEqmConditionsVec(gg))
+        else
+            fprintf(heteroagentoptions.verboseaccuracy2,GEeqnNames{gg},GeneralEqmConditionsVec(gg))
+        end
     end
 end
 

HeterogeneousAgent/InfHorz/PType/HeteroAgentStationaryEqm_InfHorz_PType.m

@@ -377,7 +377,7 @@
     %% Parameter Structure
     % Parameters are allowed to be given as structure, or as vector/matrix
     % (in terms of their dependence on permanent type). So go through each of
-    % these in term.
+    % these in turn.
     % ie. Parameters.alpha=[0;1]; or Parameters.alpha.ptype1=0; Parameters.alpha.ptype2=1;
     PTypeStructure.(iistr).Parameters=Parameters;
     FullParamNames=fieldnames(Parameters); % all the different parameters
@@ -405,12 +405,26 @@
     if isstruct(z_grid)
         PTypeStructure.(iistr).z_grid=z_grid.(iistr);
     else
-        PTypeStructure.(iistr).z_grid=z_grid;
+        % If the last dimension is of length N_i, this indicates dependence on ptype
+        nn=size(z_grid,ndims(z_grid));
+        if nn==N_i
+            otherdims = repmat({':'},1,ndims(z_grid)-1);
+            PTypeStructure.(iistr).z_grid=z_grid(otherdims{:},ii);
+        else
+            PTypeStructure.(iistr).z_grid=z_grid;
+        end
     end
     if isstruct(pi_z)
         PTypeStructure.(iistr).pi_z=pi_z.(iistr);
     else
-        PTypeStructure.(iistr).pi_z=pi_z;
+        % If the last dimension is of length N_i, this indicates dependence on ptype
+        nn=size(pi_z,ndims(pi_z));
+        if nn==N_i
+            otherdims = repmat({':'},1,ndims(pi_z)-1);
+            PTypeStructure.(iistr).pi_z=pi_z(otherdims{:},ii);
+        else
+            PTypeStructure.(iistr).pi_z=pi_z;
+        end
     end
 
     % Check if using ExogShockFn or EiidShockFn, and if so, do these use a
@@ -430,7 +444,7 @@
             heteroagentoptions.gridsinGE(ii)=1;
         end
     end
-    % If z (and e) are not determined in GE, then compute z_gridvals_J and pi_z_J now (and e_gridvals_J and pi_e_J)
+    % If z (and e) are not determined in GE, then compute z_gridvals and pi_z now (and e_gridvals and pi_e)
     if heteroagentoptions.gridsinGE(ii)==0
         % Some of the shock grids depend on parameters that are determined in general eqm
         [PTypeStructure.(iistr).z_grid, PTypeStructure.(iistr).pi_z, PTypeStructure.(iistr).vfoptions]=ExogShockSetup_InfHorz(PTypeStructure.(iistr).n_z,PTypeStructure.(iistr).z_grid,PTypeStructure.(iistr).pi_z,PTypeStructure.(iistr).Parameters,PTypeStructure.(iistr).vfoptions,3);

HeterogeneousAgent/InfHorz/PType/HeteroAgentStationaryEqm_InfHorz_PType_subfn.m

@@ -3,6 +3,31 @@
 heteroagentparamsvecindex=0:1:length(GEpricesvec);
 [GEpricesvec,penalty]=ParameterConstraints_TransformParamsToOriginal(GEpricesvec,heteroagentparamsvecindex,GEPriceParamNames,heteroagentoptions);
 
+if heteroagentoptions.verbose>0
+    GEpricesvec_tminus1=zeros(nGEprices,1);
+    AggVars_tminus1=NaN(length(AggVarNames),1);
+
+    for pp=1:nGEprices
+        GEpricesvec_tminus1(pp)=Parameters.(GEPriceParamNames{pp});
+    end
+    GEpricesvec_delta=GEpricesvec-GEpricesvec_tminus1;
+    for aa=1:length(AggVarNames)
+        if isfield(Parameters,AggVarNames{aa})
+            AggVars_tminus1(aa)=Parameters.(AggVarNames{aa});
+        end
+    end
+    if heteroagentoptions.useintermediateEqns==1
+        intEqnnames=fieldnames(heteroagentoptions.intermediateEqns);
+        intermediateEqns_tminus1=zeros(length(intEqnnames),1);
+        for aa=1:length(intEqnnames)
+            if isfield(Parameters,intEqnnames{aa})
+                intEqns_tminus1(aa)=Parameters.(intEqnnames{aa});
+            end
+        end
+    end
+    % We don't do anything special for CustomModelStats, which are not as easily done as others above.
+end
+
 if heteroagentoptions.verbose==2
     fprintf(' \n')
     fprintf('Current GE prices: \n')
@@ -60,6 +85,10 @@
         jj=PTypeStructure.(iistr).WhichFnsForCurrentPType(kk);
         if jj>0
             AggVars(kk)=AggVars(kk)+PTypeStructure.(iistr).PTypeWeight*AggVars_ii(jj);
+
+            % Put updated AggVars into subsequent PTypeStructure Parameters, so they can be used for subsequent PType evaluations
+            warning("check AggVar parameter insertion here")
+            PTypeStructure.(iistr).Parameters.(PTypeStructure.(iistr).FnsToEvaluate{kk})=AggVars_ii(jj);
         end
     end
 
@@ -71,12 +100,13 @@
 end
 
 
-
 %% Put GE parameters  and AggVars in structure, so they can be used for intermediateEqns and GeneralEqmEqns
 % already did the basic GE params
 % for pp=1:nGEprices
 %     Parameters.(GEPriceParamNames{pp})=GEprices(pp);
 % end
+
+% We pushed AggVars down into the PTypeStructure parameters; this puts them into the unified Parameter structure
 for aa=1:length(AggVarNames)
     Parameters.(AggVarNames{aa})=AggVars(aa);
 end