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Python utilities.quadratic_dot函数代码示例

本文整理汇总了Python中utilities.quadratic_dot函数的典型用法代码示例。如果您正苦于以下问题:Python quadratic_dot函数的具体用法?Python quadratic_dot怎么用?Python quadratic_dot使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。


在下文中一共展示了quadratic_dot函数的15个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。

示例1: d2y_SZ

 def d2y_SZ(z_i):
     DFi,df,Hf = DF(z_i)[n:],self.df(z_i),self.Hf(z_i)
     d,d2y_ZZ = self.get_d(z_i),self.d2y[Z,Z](z_i)
     temp = np.linalg.inv(DFi[:,y] + DFi[:,e].dot(df) + self.dZ_Z[0]*DFi[:,v].dot(Ivy))
     return -np.tensordot(temp, self.HFhat[S,Z](z_i) 
                                + np.tensordot(DFi[:,e],quadratic_dot(Hf,d[y,S],d[y,Z]),1)
                                + np.tensordot(DFi[:,v].dot(Ivy), quadratic_dot(d2y_ZZ,IZY.dot(d[Y,S]),self.dZ_Z),1),1) 
开发者ID:dgevans,项目名称:IdioInvest,代码行数:7,代码来源:approximate_aggstate_noshock.py

示例2: compute_ye

 def compute_ye(x):
     z_i,zbar = x
     extreme = Para.check_extreme(z_i)
     zhat = z_i-zbar
     r = np.random.randn(neps)
     for i in range(neps):
         r[i] = min(3.,max(-3.,r[i]))
     e = r*sigma
     Shat = np.hstack([zhat,Y1hat])
     if not extreme:
         return np.hstack(( self.ss.get_y(zbar).flatten() + self.dy[eps](zbar).dot(e).flatten() + (self.dy[Eps](zbar).flatten())*0.
                             + self.dy[p](zbar).dot(phat).flatten()
                             + self.dy[z](zbar).dot(zhat).flatten()
                             + self.dy[Y](zbar).dot(Y1hat).flatten()
                             + self.dy[Z](zbar).dot(Zhat).flatten()
                             + 0.5*quadratic*(quadratic_dot(self.d2y[eps,eps](zbar),e,e).flatten() + self.d2y[sigma](zbar).dot(sigma**2).flatten()
                             +quadratic_dot(self.d2y[S,S](zbar),Shat,Shat) + 2*quadratic_dot(self.d2y[S,eps](zbar),Shat,e)
                             +self.dy[Y](zbar).dot(Y2hat)      
                             +2*quadratic_dot(self.d2y[Z,S](zbar),Zhat,Shat)
                             +2*quadratic_dot(self.d2y[Z,eps](zbar),Zhat,e)
                             +quadratic_dot(self.d2y[Z,Z](zbar),Zhat,Zhat)
                             +2*np.einsum('ijk,jk,k',self.dy[Y,S,Z](zbar),Y2hat_GZ,Zhat)
                             +2*np.einsum('ijk,jk,k',self.d2y[Y,S,Z](zbar),Y2hat_GZ,IZYhat.dot(Y1hat))
                             +self.d2y[Eps,Eps](zbar).flatten()*sigma_E**2
                             +self.d2y[sigma_E](zbar).flatten()*sigma_E**2
                             ).flatten()
                            ,e))
开发者ID:dgevans,项目名称:IdioInvest,代码行数:27,代码来源:approximate_aggstate_test.py

示例3: d2y_SS

 def d2y_SS(z_i):
     DF,df,Hf = self.DF(z_i),self.df(z_i),self.Hf(z_i)
     d = self.get_d(z_i)
     DFi = DF[n:]
     return np.tensordot(np.linalg.inv(DFi[:,y] + DFi[:,e].dot(df) + DFi[:,v].dot(Ivy)),
         -self.HFhat[S,S](z_i) - np.tensordot(DFi[:,e],quadratic_dot(Hf,d[y,S],d[y,S]),1)
         -np.tensordot(DFi[:,v].dot(Ivy),quadratic_dot(self.d2y[Z,Z](z_i),IZY.dot(d[Y,S]),IZY.dot(d[Y,S])),1)
         , axes=1)
开发者ID:dgevans,项目名称:IdioInvest,代码行数:8,代码来源:approximate_aggstate_noshock.py

示例4: d2y_SS

 def d2y_SS(z_i):
     DF,df,Hf = self.DF(z_i),self.df(z_i),self.Hf(z_i)
     d = self.get_d(z_i)
     DFi = DF[n:]
     return np.tensordot(np.linalg.inv(DFi[:,y] + DFi[:,e].dot(df) + DFi[:,v].dot(Ivy)),
         -self.HFhat[S,S](z_i) - np.tensordot(DFi[:,e],quadratic_dot(Hf,d[y,S],d[y,S]),1)
         -np.tensordot(DFi[:,v].dot(Ivy),quadratic_dot(self.d2y[Z,Z](z_i),IZYhat.dot(d[Y,S]),IZYhat.dot(d[Y,S])),1)
         -2*np.einsum('ij...,j...->i...',DFi[:,v].dot(Ivy),quadratic_dot(self.d2y[Z,S](z_i),IZYhat.dot(d[Y,S]),np.eye(nY+nz)))
         , axes=1)
开发者ID:dgevans,项目名称:IdioInvest,代码行数:9,代码来源:approximate_aggstate_test.py

示例5: DFhat_EpsEps

 def DFhat_EpsEps(z_i):
     dSprime_Eps_i,dZprime_Eps = dSprime_Eps(z_i),IZYhat.dot(self.dY_Eps)
     DFi = DF(z_i)[:-n]
     return self.HFhat[Eps,Eps](z_i) + np.tensordot(DFi[:,v].dot(Ivy),
     quadratic_dot(self.d2y[S,S](z_i),dSprime_Eps_i,dSprime_Eps_i)
     +2*quadratic_dot(self.d2y[S,Z](z_i),dSprime_Eps_i,dZprime_Eps)
     +quadratic_dot(self.d2y[Z,Z](z_i),dZprime_Eps,dZprime_Eps)    
     +np.tensordot(self.dy[Y](z_i),d2Yprime_EpsEps,1)
     +2*np.einsum('ijk,jlkm',self.dy[Y,S,Z](z_i),d2YprimeGZ_EpsEps1) #from dy_GammaZ
     +2*np.einsum('ijk,jlkm',self.d2y[Y,S,Z](z_i),d2YprimeGZ_EpsEps2) #from dy_GammaGamma
     ,axes=1)
开发者ID:dgevans,项目名称:IdioInvest,代码行数:11,代码来源:approximate_aggstate_test.py

示例6: d2y_SZ

 def d2y_SZ(z_i):
     DFi,df,Hf = DF(z_i)[n:],self.df(z_i),self.Hf(z_i)
     d,d2y_ZZ = self.get_d(z_i),self.d2y[Z,Z](z_i)
     temp = -(self.HFhat[S,Z](z_i) + np.tensordot(DFi[:,e],quadratic_dot(Hf,d[y,S],d[y,Z]),1)
             + np.tensordot(DFi[:,v].dot(Ivy), quadratic_dot(d2y_ZZ,IZYhat.dot(d[Y,S]),self.dZ_Z),1) )
             
     d2y_SZ = np.empty((ny,nY+nz,nZ))
     for i,rho in enumerate(D):
          temp2 = np.linalg.inv(DFi[:,y] + DFi[:,e].dot(df) + rho*DFi[:,v].dot(Ivy))
          d2y_SZ[:,:,i] = temp2.dot(temp[:,:,i])
     return d2y_SZ
开发者ID:dgevans,项目名称:IdioInvest,代码行数:11,代码来源:approximate_aggstate_test.py

示例7: HFhat_temp

 def HFhat_temp(z_i,x1=x1,x2=x2):
     HF = self.HF(z_i)
     d = self.get_d(z_i)
     HFhat = 0.
     for y1 in [y,e,Y,z,v,eps]:
         HFy1 = HF[:,y1,:]
         for y2 in [y,e,Y,z,v,eps]:
             if x1 == S and x2 == S:
                 HFhat += quadratic_dot(HFy1[n:,:,y2],d[y1,x1],d[y2,x2])
             else:
                 HFhat += quadratic_dot(HFy1[:-n,:,y2],d[y1,x1],d[y2,x2])
     return HFhat
开发者ID:dgevans,项目名称:IdioApprox,代码行数:12,代码来源:approximate_nointerp.py

示例8: HFhat_temp

 def HFhat_temp(z_i,x1=x1,x2=x2):
     HF = self.HF(z_i)
     d = self.get_d(z_i)
     HFhat = 0.
     for y1 in [y,e,Y,Z,z,v,eps,Eps]:
         HFy1 = HF[:,y1,:]
         for y2 in [y,e,Y,Z,z,v,eps,Eps]:
             if x1.__hash__() in shock_hashes or x2.__hash__() in shock_hashes:
                 HFhat += quadratic_dot(HFy1[:-n,:,y2],d[y1,x1],d[y2,x2])
             else:
                 HFhat += quadratic_dot(HFy1[n:,:,y2],d[y1,x1],d[y2,x2])
     return HFhat
开发者ID:dgevans,项目名称:IdioInvest,代码行数:12,代码来源:approximate_aggstate_test.py

示例9: compute_dsigma

    def compute_dsigma(self):
        '''
        Computes how dY and dy_i depend on sigma
        '''
        DG = self.DG
        #Now how do things depend with sigma
        integral_term =self.integrate(lambda z_i:
            quadratic_dot(self.d2Y[z,z](z_i),Izy.dot(self.dy[eps](z_i)),Izy.dot(self.dy[eps](z_i))).flatten()
            + self.dY(z_i).dot(Izy).dot(self.d2y[eps,eps](z_i).flatten()))
            
        ABCi = self.interpolate(parallel_map(lambda z_i:self.compute_d2y_sigma(z_i,integral_term),self.zgrid) )
        Ai,Bi,Ci = dict_fun(ABCi[:,0]),dict_fun(ABCi[:,1:nY+1]),dict_fun(ABCi[:,nY+1:])
        Atild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Ai(z_i)))
        Btild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Bi(z_i)))
        Ctild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Ci(z_i)))
        tempC = np.linalg.inv(np.eye(nY)-Ctild)

        DGhat = self.integrate(self.interpolate(parallel_map(self.compute_DGhat_sigma,self.zgrid)))
        
        temp1 = self.integrate(lambda z_i:DG(z_i)[:,Y] + DG(z_i)[:,y].dot(Bi(z_i)+Ci(z_i).dot(tempC).dot(Btild)) )
        temp2 = self.integrate(lambda z_i:DG(z_i)[:,y].dot(Ai(z_i)+Ci(z_i).dot(tempC).dot(Atild)) )
        
        self.d2Y[sigma] = np.linalg.solve(temp1,-DGhat-temp2)
        self.d2y[sigma] = dict_fun(self.interpolate(
                parallel_map(lambda z_i: Ai(z_i) + Ci(z_i).dot(tempC).dot(Atild) +
                      ( Bi(z_i)+Ci(z_i).dot(tempC).dot(Btild) ).dot(self.d2Y[sigma]),self.zgrid)))
开发者ID:dgevans,项目名称:IdioApprox,代码行数:26,代码来源:approximate_parallel.py

示例10: compute_dsigma

    def compute_dsigma(self):
        '''
        Computes how dY and dy_i depend on sigma
        '''
        DG = lambda z_i : self.DG(z_i)[nG:,:]
        #Now how do things depend with sigma
        self.integral_term =self.integrate(lambda z_i:
            quadratic_dot(self.d2Y[z,z](z_i),Izy.dot(self.dy[eps](z_i)),Izy.dot(self.dy[eps](z_i))).diagonal(0,1,2)
            + self.dY(z_i).dot(Izy).dot(self.d2y[eps,eps](z_i).diagonal(0,1,2)))
            
        ABCi = dict_fun(self.compute_d2y_sigma )
        Ai,Bi,Ci = lambda z_i : ABCi(z_i)[:,:neps], lambda z_i : ABCi(z_i)[:,neps:nY+neps], lambda z_i : ABCi(z_i)[:,nY+neps:]
        Atild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Ai(z_i)))
        Btild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Bi(z_i)))
        Ctild = self.integrate(lambda z_i: self.dY(z_i).dot(Izy).dot(Ci(z_i)))
        tempC = np.linalg.inv(np.eye(nY)-Ctild)

        DGhat = self.integrate(self.compute_DGhat_sigma)
        
        temp1 = self.integrate(lambda z_i:DG(z_i)[:,Y] + DG(z_i)[:,y].dot(Bi(z_i)+Ci(z_i).dot(tempC).dot(Btild)) )
        temp2 = self.integrate(lambda z_i:DG(z_i)[:,y].dot(Ai(z_i)+Ci(z_i).dot(tempC).dot(Atild)) )
        
        self.d2Y[sigma] = np.linalg.solve(temp1,-DGhat-temp2)
        self.d2y[sigma] = dict_fun(lambda z_i: Ai(z_i) + Ci(z_i).dot(tempC).dot(Atild) +
                      ( Bi(z_i)+Ci(z_i).dot(tempC).dot(Btild) ).dot(self.d2Y[sigma]))
开发者ID:dgevans,项目名称:IdioInvest,代码行数:25,代码来源:approximate_aggstate_test.py

示例11: d2y_epseps

 def d2y_epseps(z_i):
     DF = self.DF(z_i)
     d = self.get_d(z_i)
     DFi = DF[:-n]
     return np.tensordot(np.linalg.inv(DFi[:,y] + DFi[:,v].dot(Ivy).dot(d[y,z]).dot(Izy)),
     -self.HFhat[eps,eps](z_i) - np.tensordot(DFi[:,v].dot(Ivy), 
     quadratic_dot(self.d2y[S,S](z_i)[:,:nz,:nz],d[z,eps],d[z,eps]),1)
     ,axes=1)
开发者ID:dgevans,项目名称:IdioApprox,代码行数:8,代码来源:approximate_nointerp.py

示例12: HGhat

 def HGhat(z_i,y1,y2):
     HG = self.HG(z_i)[:-nG,:]
     d = self.get_d(z_i)
     HGhat = np.zeros((nY,len(y1),len(y2)))
     for x1 in [y,z,Y,Z,Eps]:
         HGx1 = HG[:,x1,:]
         for x2 in [y,z,Y,Z,Eps]:
             HGhat += quadratic_dot(HGx1[:,:,x2],d[x1,y1],d[x2,y2])
     return HGhat        
开发者ID:dgevans,项目名称:IdioInvest,代码行数:9,代码来源:approximate_aggstate_test.py

示例13: d2y_Seps

 def d2y_Seps(z_i):
     DF = self.DF(z_i)
     d = self.get_d(z_i)
     DFi = DF[:-n]
     dz_eps= Izy.dot(d[y,eps])
     return np.tensordot(np.linalg.inv(DFi[:,y] + DFi[:,v].dot(Ivy).dot(d[y,z]).dot(Izy)),
     -self.HFhat[S,eps](z_i) - np.tensordot(DFi[:,v].dot(Ivy), self.d2y[S,S](z_i)[:,:,:nz].dot(dz_eps),1)
     -np.tensordot(DFi[:,v].dot(Ivy), quadratic_dot(self.d2y[Z,S](z_i)[:,:,:nz],IZYhat.dot(d[Y,S]),dz_eps),1)
     , axes=1)
开发者ID:dgevans,项目名称:IdioInvest,代码行数:9,代码来源:approximate_aggstate_test.py

示例14: compute_ye

 def compute_ye(z_i):
     r = np.random.randn(neps)
     for i in range(neps):
         if z_i[0] > logm_min and z_i[1] > muhat_min:
             r[i] = min(3.,max(-3.,r[i]))
         else:
             r[i] = min(1.,max(logm_min-z_i[0]+0.1,(muhat_min-z_i[1])/10. +0.1))
     e = r*sigma
     return np.hstack(( self.ss.get_y(z_i).flatten() + self.dy[eps](z_i).dot(e).flatten() + self.dy[Eps](z_i).flatten()*E
                         + self.dy[p](z_i).dot(phat).flatten()
                         + 0.5*quadratic*(quadratic_dot(self.d2y[eps,eps](z_i),e,e).flatten() + self.d2y[sigma](z_i).dot(sigma**2).flatten()).flatten()
                        ,e))
开发者ID:dgevans,项目名称:IdioApprox,代码行数:12,代码来源:approximate_begs.py

示例15: compute_DGhat

 def compute_DGhat(self,z_i):
     '''
     Computes the second order approximation for agent of type z_i
     '''
     DG,HG = self.DG(z_i)[nG:,:],self.HG(z_i)[nG:,:,:]
     d = self.get_d(z_i)
     d2y = self.d2y
     
     DGhat = np.zeros((nY,nz+nY,nz+nY))
     DGhat += np.tensordot(DG[:,y],d2y[S,S](z_i),1)
     for x1 in [y,Y,z]:
         HGx1 = HG[:,x1,:]
         for x2 in [y,Y,z]:
             DGhat += quadratic_dot(HGx1[:,:,x2],d[x1,S],d[x2,S])
     return DGhat
开发者ID:dgevans,项目名称:IdioInvest,代码行数:15,代码来源:approximate_aggstate_test.py


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