recursive_allocation.py 文件源码

def fit_policy_function(self, PF):
        '''
        Fits the policy functions PF using the points xgrid using UnivariateSpline
        '''
        xgrid, S = self.xgrid, self.S

        Vf, cf, nf, xprimef = {}, {}, {}, {}
        for s in range(S):
            PFvec = np.vstack(map(lambda x: PF(x, s), xgrid))
            Vf[s] = UnivariateSpline(xgrid, PFvec[:, 0], s=0)
            cf[s] = UnivariateSpline(xgrid, PFvec[:, 1], s=0, k=1)
            nf[s] = UnivariateSpline(xgrid, PFvec[:, 2], s=0, k=1)
            for sprime in range(S):
                xprimef[s, sprime] = UnivariateSpline(
                    xgrid, PFvec[:, 3 + sprime], s=0, k=1)

        return Vf, [cf, nf, xprimef]