lucas_stokey.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]