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age-varying distributions for shocks #1017

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sbenthall opened this issue Jun 15, 2021 · 2 comments
Closed

age-varying distributions for shocks #1017

sbenthall opened this issue Jun 15, 2021 · 2 comments
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@sbenthall
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Consider the Adjust shock in risky asset models.

def get_Adjust(self):
"""
Sets the attribute Adjust as a boolean array of size AgentCount, indicating
whether each agent is able to adjust their risky portfolio share this period.
Uses the attribute AdjustPrb to draw from a Bernoulli distribution.
Parameters
----------
None
Returns
-------
None
"""
if not ("AdjustPrb" in self.time_vary):
self.shocks["Adjust"] = Bernoulli(
self.AdjustPrb, seed=self.RNG.randint(0, 2 ** 31 - 1)
).draw(self.AgentCount)
else:
Adjust = np.zeros(self.AgentCount) # Initialize shock array
for t in range(self.T_cycle):
these = t == self.t_cycle
N = np.sum(these)
if N > 0:
AdjustPrb = self.AdjustPrb[t - 1]
Adjust[these] = Bernoulli(
AdjustPrb, seed=self.RNG.randint(0, 2 ** 31 - 1)
).draw(N)
self.shocks["Adjust"] = Adjust

This is some complicated case-handling code that could be extracted into an age-varying distribution class and put into distribution.py.

Related to #1003 and #890

@project-bot project-bot bot added this to Needs Triage in Issues & PRs Jun 15, 2021
@sbenthall sbenthall self-assigned this Jun 15, 2021
@sbenthall sbenthall added this to the 1.0.0 milestone Jun 15, 2021
@sbenthall
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I'll need the test case from #832 to complete the work on this.

Otherwise, it's quite easy.

@sbenthall sbenthall mentioned this issue Jun 16, 2021
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@sbenthall
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fixed by #1018

Issues & PRs automation moved this from Needs Triage to Done Jun 17, 2021
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