AllTest.ox

Various tests programs for basic Bellman models. These programs are run to check for new bugs when changing the code. Code is added when adding new features. None of these involve estimation or FiveO methods.

Global functions

Functions
TestRun		This creates and returns a menu for the test programs, called in examples/DDP/examples.

Test1

Bellman model, NormalAging, Fixed Effects.

Public methods
Run	static
RunA	static
Utility

Test1a

Normal IID Smoothing Shocks, Normal Aging.

Public fields
a	static
Public methods
Run	static
Utility

Test2

Extreme Value shocks, Uncertain Longevity, renewal state space.

Public fields
chprob	static
d	static
data	static
mfact	static const	scaling on cost
normalization	static	added to U() to avoid underflow
pars	static const	array of parameters.
rc	static	value of RC
th1	static	value of θ₁
x	static	mileage state, x
Public methods
Output	static
Run	static
RunA	static
Utility
Enumerations
Anonymous enum 1
Zparams		tags for estimated parameters.

Test3

Expost Smoothing, Normal Aging, Setting Actual values, jump states, Keane-Wolpin approx .

Public fields
a	static
d	static
s0	static
s1	static
U0	static
Public methods
Run	static
RunA	static
ThetaUtility
Utility

Test3a

Public fields
accept	static	index accepted offer/srch
alph	static const	α in paper
lnk	static	endowment random effect
offers	static	offer block
sig	static const	lower triange Σ
U0	static
xper	static	occupation experience array
Public methods
Run	static
ThetaUtility
Utility		Utility vector equals the vector of feasible returns.
Enumerations
Dimens		State Space Dimensions.
Sectors		Labels for choices/sectors.

Test4

Normal IID smoothing shocks, Normal Aging .

Public methods
Run	static
Utility

Test5

Normal Correlated (notIID) smoothing shocks, Normal Aging.

Public methods
Run	static
Utility

Test6

Bellman, Ergodic Time, offer-with-layoff state variable, simulation of a Panel and Prediction.

Public fields
acc	static
job	static
Public methods
Run	static
Utility

Test7

Rust-baseed model with stationary distribution, outcome data set.

Public fields
data	static
dgp	static const
NX	static const
rc	static
th1	static
x	static
Public methods
Run	static
Utility
Enumerations
Anonymous enum 1

Test8

Bellman, Static Program, random and fixed effects.

Public fields
d	static
g	static
r	static
Public methods
Run	static
Utility

Test9

Bellman, Uncertain Longevity, fixed and and random effects, terminal states, Panel Prediction and PanelDataSet.

Public fields
a	static
d	static
fem	static
lam	static
meth	static
p	static
sk	static
Public methods
Run	static
Utility
Enumerations
Anonymous enum 1

Test10

OneDimensionalChoice, search over normally distributed offers, random and fixed effects, RVSolve.

Public fields
done	static
eta	static const
Public methods
EUtility		Return E[U\|z<z] and E[U\|z≥z] and respective probabilities.
Run	static
Utility
Uz

Test11

OneDim Choice, Agin, normal offers, offer probability, non-choice states, Auxiliary Outcome, PanelPrediction.

Public fields
alpha	static
b	static const
delta	static const
done	static
hasoff	static
k	static
pd	static const
pi0	static
T	static const
Public methods
Continuous
EUtility
Ewage	static
FeasibleActions
OfferProb	static
Reachable
Run	static
Utility
Uz

Test12

Public fields
beta	static
e	static
ign	static
InLM	static
M	static
m	static
pi	static
Public methods
Build	static
Create	static
Earn	static
FeasibleActions
IgnoreExogenous
Run	static
Utility

Global

TestRun

TestRun ( )

This creates and returns a menu for the test programs, called in examples/DDP/examples.

Test1

Run

static Test1 :: Run ( )

RunA

static Test1 :: RunA ( UseList )

Utility

Test1 :: Utility ( )

Test1a

a

static decl a [public]

Run

static Test1a :: Run ( )

Utility

Test1a :: Utility ( )

Test2

Enumerations
Anonymous enum 1		NX
Zparams	tags for estimated parameters.	disc, RC, theta1, theta3, Nparams

chprob

static decl chprob [public]

d

static decl d [public]

data

static decl data [public]

mfact

static const decl mfact [public]

scaling on cost

normalization

static decl normalization [public]

added to U() to avoid underflow

Output

pars

static const decl pars [public]

array of parameters. Table IX, Column 2 .

rc

static decl rc [public]

value of RC

Run

static Test2 :: Run ( )

RunA

static Test2 :: RunA ( UseList )

th1

static decl th1 [public]

value of θ₁

Utility

Test2 :: Utility ( )

x

static decl x [public]

mileage state, x

Test3

a

static decl a [public]

d

static decl d [public]

Run

static Test3 :: Run ( )

RunA

static Test3 :: RunA ( UseList )

s0

static decl s0 [public]

s1

static decl s1 [public]

ThetaUtility

Test3 :: ThetaUtility ( )

U0

static decl U0 [public]

Utility

Test3 :: Utility ( )

Test3a

Enumerations
Dimens	State Space Dimensions.	Noffers, MaxExp
Sectors	Labels for choices/sectors.	white, blue, home, Msectors

accept

static decl accept [public]

index accepted offer/srch

alph

static const decl alph [public]

α in paper

lnk

static decl lnk [public]

endowment random effect

offers

static decl offers [public]

offer block

Run

static Test3a :: Run ( )

sig

static const decl sig [public]

lower triange Σ

ThetaUtility

Test3a :: ThetaUtility ( )

U0

static decl U0 [public]

Utility

Test3a :: Utility ( )

Utility vector equals the vector of feasible returns.

xper

static decl xper [public]

occupation experience array

Test4

Run

static Test4 :: Run ( )

Utility

Test4 :: Utility ( )

Test5

Run

static Test5 :: Run ( )

Utility

Test5 :: Utility ( )

Test6

acc

static decl acc [public]

job

static decl job [public]

Run

static Test6 :: Run ( )

Utility

Test6 :: Utility ( )

Test7

Enumerations
Anonymous enum 1		RC, XT, NDGP

data

static decl data [public]

dgp

static const decl dgp [public]

NX

static const decl NX [public]

rc

static decl rc [public]

Run

static Test7 :: Run ( )

th1

static decl th1 [public]

Utility

Test7 :: Utility ( )

x

static decl x [public]

Test8

d

static decl d [public]

g

static decl g [public]

r

static decl r [public]

Run

static Test8 :: Run ( )

Utility

Test8 :: Utility ( )

Test9

Enumerations
Anonymous enum 1		Noff

a

static decl a [public]

d

static decl d [public]

fem

static decl fem [public]

lam

static decl lam [public]

meth

static decl meth [public]

p

static decl p [public]

Run

static Test9 :: Run ( )

sk

static decl sk [public]

Utility

Test9 :: Utility ( )

Test10

done

static decl done [public]

eta

static const decl eta [public]

EUtility

Test10 :: EUtility ( )

Return E[U|z<z*] and E[U|z≥z*] and respective probabilities. Use Mill's ratio to compute truncated mean of normal.

Returns:: Array of two vectors

Run

static Test10 :: Run ( )

Utility

Test10 :: Utility ( )

Uz

Test10 :: Uz ( z )

Test11

alpha

static decl alpha [public]

b

static const decl b [public]

Continuous

Test11 :: Continuous ( )

delta

static const decl delta [public]

done

static decl done [public]

EUtility

Test11 :: EUtility ( )

Ewage

static Test11 :: Ewage ( )

FeasibleActions

Test11 :: FeasibleActions ( )

hasoff

static decl hasoff [public]

k

static decl k [public]

OfferProb

static Test11 :: OfferProb ( )

pd

static const decl pd [public]

pi0

static decl pi0 [public]

Reachable

Test11 :: Reachable ( )

Run

static Test11 :: Run ( )

T

static const decl T [public]

Utility

Test11 :: Utility ( )

Uz

Test11 :: Uz ( z )

Test12

beta

static decl beta [public]

Build

static Test12 :: Build ( )

Create

e

static decl e [public]

Earn

static Test12 :: Earn ( )

FeasibleActions

Test12 :: FeasibleActions ( )

ign

static decl ign [public]

IgnoreExogenous

Test12 :: IgnoreExogenous ( )

InLM

static decl InLM [public]

M

static decl M [public]

m

static decl m [public]

pi

static decl pi [public]

Run

static Test12 :: Run ( )

Utility

Test12 :: Utility ( )