ConsIndShockModel.py 文件源码

def makeEndOfPrdvFunc(self,EndOfPrdvP):
        '''
        Construct the end-of-period value function for this period, storing it
        as an attribute of self for use by other methods.

        Parameters
        ----------
        EndOfPrdvP : np.array
            Array of end-of-period marginal value of assets corresponding to the
            asset values in self.aNrmNow.

        Returns
        -------
        none
        '''
        VLvlNext            = (self.PermShkVals_temp**(1.0-self.CRRA)*\
                               self.PermGroFac**(1.0-self.CRRA))*self.vFuncNext(self.mNrmNext)
        EndOfPrdv           = self.DiscFacEff*np.sum(VLvlNext*self.ShkPrbs_temp,axis=0)
        EndOfPrdvNvrs       = self.uinv(EndOfPrdv) # value transformed through inverse utility
        EndOfPrdvNvrsP      = EndOfPrdvP*self.uinvP(EndOfPrdv)
        EndOfPrdvNvrs       = np.insert(EndOfPrdvNvrs,0,0.0)
        EndOfPrdvNvrsP      = np.insert(EndOfPrdvNvrsP,0,EndOfPrdvNvrsP[0]) # This is a very good approximation, vNvrsPP = 0 at the asset minimum
        aNrm_temp           = np.insert(self.aNrmNow,0,self.BoroCnstNat)
        EndOfPrdvNvrsFunc   = CubicInterp(aNrm_temp,EndOfPrdvNvrs,EndOfPrdvNvrsP)
        self.EndOfPrdvFunc  = ValueFunc(EndOfPrdvNvrsFunc,self.CRRA)