Draw Shock Grid

In this example, we draw shock grids.

# Author: Fan Wang (fanwangecon.github.io)
import numpy as np
import matplotlib.pyplot as plt
import pyfan.gen.rand.randgrid as pyfan_gen_rand

Shared parameters

fl_mu = 0
fl_sd = 1
it_draws = 25
it_seed = 123
fl_lower_sd = -2
fl_higher_sd = 2

Type 0 Shock draw

it_draw_type = 0
ar_shock_t0 = \
    pyfan_gen_rand.ar_draw_random_normal(fl_mu, fl_sd, it_draws,
                                         it_seed, it_draw_type,
                                         fl_lower_sd, fl_higher_sd)
print('it_draw_type=0')
print(ar_shock_t0)

Out:

it_draw_type=0
[-1.0856306   0.99734545  0.2829785  -1.50629471 -0.57860025  1.65143654
 -2.         -0.42891263  1.26593626 -0.8667404  -0.67888615 -0.09470897
  1.49138963 -0.638902   -0.44398196 -0.43435128  2.          2.
  1.0040539   0.3861864   0.73736858  1.49073203 -0.93583387  1.17582904
 -1.25388067]

Type 1 Shock draw

it_draw_type = 1
ar_shock_t1 = \
    pyfan_gen_rand.ar_draw_random_normal(fl_mu, fl_sd, it_draws,
                                         it_seed, it_draw_type,
                                         fl_lower_sd, fl_higher_sd)
print('it_draw_type=1')
print(ar_shock_t1)

Out:

it_draw_type=1
[-2.         -1.53395018 -1.26860059 -1.07109838 -0.90840016 -0.76678646
 -0.63911191 -0.52110766 -0.40996255 -0.30367558 -0.20072104 -0.09985637
  0.          0.09985637  0.20072104  0.30367558  0.40996255  0.52110766
  0.63911191  0.76678646  0.90840016  1.07109838  1.26860059  1.53395018
  2.        ]

Type 2 Shock draw

it_draw_type = 2
ar_shock_t2 = \
    pyfan_gen_rand.ar_draw_random_normal(fl_mu, fl_sd, it_draws,
                                         it_seed, it_draw_type,
                                         fl_lower_sd, fl_higher_sd)
print('it_draw_type=2')
print(ar_shock_t2)

Out:

it_draw_type=2
[-2.         -1.50629471 -1.25388067 -1.0856306  -0.93583387 -0.8667404
 -0.67888615 -0.638902   -0.57860025 -0.44398196 -0.43435128 -0.42891263
 -0.09470897  0.2829785   0.3861864   0.73736858  0.99734545  1.0040539
  1.17582904  1.26593626  1.49073203  1.49138963  1.65143654  2.
  2.        ]

Draw Shocks Jointly

fig, ax = plt.subplots()
# Graph
ar_it_x_grid = np.arange(1, it_draws + 1)
ax.plot(ar_it_x_grid, ar_shock_t0,
                     color='blue', linestyle='dashed', marker='x',
                     label='Type 0: Bounded Shock Draws')
ax.scatter(ar_it_x_grid, ar_shock_t1,
                     color='red',
                     label='Type 1: Quantile Points')
ax.plot(ar_it_x_grid, ar_shock_t2,
                     color='black', marker='d',
                     label='Type 3: Sorted Bounded Shock Draws')
# Labeling
ax.legend(loc='upper left')
plt.ylabel('Shock Values')
plt.xlabel('Shock Draw Points')
plt.title('Shock, Sorted and Bounded Shocks, Quantile Points')
plt.grid()
plt.show()