I have created a patch set for mixed horizon transition paths that sits on top of my mixed-horizon lifecycle work. I thought it would be best to make the one branch as an extension of the other, so that I could deal with changes within one space or the other until either or both are merged or rejected.
Here’s what the just changes supporting mixed horizon transition paths looks like: Comparing OLGModel14-mixed-horizon-fixes...mixed-horizon-tpath · MichaelTiemann/VFIToolkit-matlab · GitHub
These graphs show virtually nothing other than the fact that we are up and running. In the coming days/weeks, I’ll try to make the results more interesting and meaningful.
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Late last night I saw my first rendering of a mixed-horizon transition path. But rendering the mid-point of a computation is just a progress milestone.
Early this morning, I was able to push further, completing the iterations of the graph rendering.
Now it’s just before lunch, and the program runs to completion, rendering a converged transition path solution and various statistics. Yay!
Robert and I are discussing the best way to bring these changes back into the toolkit.
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Another happy update…over the weekend and just this morning I was able to get everything working with demographic transitions (age weights that change over time) and other exogenous parameters that change over time.
I’ll be leaving my computer for a few days, so can reply on the forum, but won’t be doing any hacking until I get back at the end of the week. These are the graphs of a convergent model/system (convergence after 8 TPath iterations):
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