cs.shocks: Comparative Statics WRT Rho and Phi

In mirtaher/TwoPeriodSim: Two period model risk sharing using the collective model

Description

This function computes comparative statics wrt to rho (correlation coefficient of spouses' shocks) and phi(the ratio of wife's standard deviation shock to her husband's).

Usage

cs.shocks(parameter = c("rho", "phi"), num, par.max, local = TRUE)

Arguments

parameter	Pick either rho or phi to do comparative statics
num	the Length of grid for rho or phi. For cluster use recommended to be a multiplier of 150
par.max	The maximum of parameter value in the grid. The minimums are calculated automatically; for rho, it is negative of the rho max, for phi, it is the inverse of the max value. For sigma, the length of grid for values greater than one is equal to that of the ones less than one.
local	Specifies the parallelization should happen on local machine or Acropolis cluster. Default is the local machine

mirtaher/TwoPeriodSim documentation built on May 22, 2019, 11:55 p.m.