Income profile calibration tools #941
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# Conflicts: # examples/Calibration/Income_calibrations.py
# Conflicts: # Documentation/CHANGELOG.md # examples/Calibration/Income_calibrations.py
sbenthall
reviewed
Feb 7, 2021
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It seems like the weird issue from before --the __fast consumer types fails the Windows test and only that test-- happened again. @sbenthall @MridulS not sure if given the recurrence it's worth making an issue to look into it. Last time it was resolved by simply re-running the checks, but I have no permission to do that. Could any of you re-trigger the checks? |
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The test seems to be failing for some joblib threading thing on windows, just rerunning them should be okay. |
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Haven't we had that problem several times before? |
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This PR adds utilities to produce life-cycle calibrations for the trajectory of permanent income.
I combined the file with new tools with the one that contained Sabelhaus-Song variance profiles. It contains the exact income calibrations from Cocco, Gomes, Maenhout (2005) and Cagetti (2003). I also added examples:
examples/Calibration/Income_calibrations.pyplots the means of the income processes.examples/Calibration/Life_Cycle_example.py: uses all the tools that I've added over the last few days to show how to solve and simulate a realistic life-cycle calibration in a few lines.I'd like to request review.