| install.packages("optimx") |
| library("optimx") |
| library("stats") |
| library("tidyverse") |
| square_function <- function(x){ |
| y = x^2 |
| return(y) |
| } |
| square_function(x=3) |
| square_function(x=0) |
| intial_values <- c(-2,1,2) |
| minimise_function <- optimr(intial_values, square_function) |
| intial_values <- c(-2) |
| minimise_function <- optimr(intial_values, square_function) |
| minimise_function <- optimr(intial_values, square_function, method = "Brent") |
| minimise_function <- optimr(intial_values, square_function) |
| minimise_function <- optimr(par = intial_values, fn=square_function, method = "Brent") |
| install.packages("Brent") |
| minimise_function <- optimize(f=square_function, lower = -10, upper=10) |
| minimise_function$par |
| minimise_function |
| minimise_function <- optimize(f=square_function, lower = -10000000, upper=100000000) |
| minimise_function |
| cube_function <- function(x){ |
| y = x^3 |
| return(y) |
| } |
| minimise_function <- optimize(f=cube_function, lower = -10000000, upper=100000000) |
| minimise_function |
| sinus_function <- function(x){ |
| y = sin(x) |
| return(y) |
| } |
| minimise_function <- optimize(f=sinus_function, lower = -10000000, upper=100000000) |
| minimise_function |
| bivariate_function <- function(x,y){ |
| z <- 2*x*(y**2)+2*(x**2)*y+x*y |
| return(z) |
| } |
| |
| x<- seq(-0.5,0.5, len=200) |
| y<- seq(-0.5,0.5, len=200) |
| z <- outer(x,y,bivariate_function) |
| persp(x,y,z, theta=-30,phi=15,ticktype="detailed") |
| image(x,y,z) |
| bivariate_function_vector <- function(vec){ |
| x <- vec[1] |
| y <- vec[2] |
| z <- 2*x*(y**2)+2*(x**2)*y+x*y |
| return(z) |
| } |
| minimise_function_bivariate <- optimr(par = c(0.5,0.5), bivariate_function_vector, control=list(fnscale=-1)) |
| minimise_function_bivariate$par |
| minimise_function_bivariate <- optimr(par = c(0.5,0.5), bivariate_function_vector) |
| minimise_function_bivariate$par |
| minimise_function_bivariate$par |
| minimise_function_bivariate <- optimr(par = c(0.5,0.5), bivariate_function) |
| minimise_function_bivariate <- optimr(par = c(0.5,0.5), bivariate_function_vector) |
| minimise_function_bivariate$par |
| bivariate_function_vector <- function(vec){ |
| x <- vec[1] |
| y <- vec[2] |
| z <- (1-x)^2 + 100*(y-x^2) |
| return(z) |
| } |
| minimise_function_bivariate <- optimr(par = c(0,0), bivariate_function_vector) |
| minimise_function_bivariate$par |
| bivariate_function_vector <- function(vec){ |
| x <- vec[1] |
| y <- vec[2] |
| z <- (1-x)^2 + 100*(y-x^2)^2 |
| return(z) |
| } |
| minimise_function_bivariate <- optimr(par = c(0,0), bivariate_function_vector) |
| minimise_function_bivariate$par |
| remvove(list=ls()) |
| remove(list=ls()) |
| getwd() |
| setwd("/Users/houdanaitelbarj/Desktop/PhoneAddiction/analysis/structural") |
| |
| |
| |
| |
| source('input/lib/r/ModelFunctions.R') |
| |
| df <- import_data() |
| param %<>% |
| list.merge( |
| |
| get_taus(df, winsorize=winsorize, full=full), |
| get_mispredict(df), |
| get_ideal(df), |
| get_predict(df), |
| get_wtp(df), |
| get_avg_use(df), |
| get_fb(df), |
| get_limit_last_week(df) |
| ) |
| param <- param_initial |
| param %<>% |
| list.merge( |
| |
| get_taus(df, winsorize=winsorize, full=full), |
| get_mispredict(df), |
| get_ideal(df), |
| get_predict(df), |
| get_wtp(df), |
| get_avg_use(df), |
| get_fb(df), |
| get_limit_last_week(df) |
| ) |
| winsorize=F |
| full=F |
| param %<>% |
| list.merge( |
| |
| get_taus(df, winsorize=winsorize, full=full), |
| get_mispredict(df), |
| get_ideal(df), |
| get_predict(df), |
| get_wtp(df), |
| get_avg_use(df), |
| get_fb(df), |
| get_limit_last_week(df) |
| ) |
| View(param) |
| param %<>% |
| solve_sys_eq_1 %>% |
| as.list %>% |
| list.merge(param) |
| |
| param %<>% |
| solve_sys_eq_2(display_warning=display_warning) %>% |
| as.list %>% |
| list.merge(param) |
| display_warning=FALSE |
| |
| param %<>% |
| solve_sys_eq_1 %>% |
| as.list %>% |
| list.merge(param) |
| |
| param %<>% |
| solve_sys_eq_2(display_warning=display_warning) %>% |
| as.list %>% |
| list.merge(param) |
| param %<>% |
| solve_sys_eq_3 %>% |
| as.list %>% |
| list.merge(param) |
| |
| tau_L_2_spec <- find_tau_L2_spec(df) |
| tau_tilde_spec <- find_tau_L3_spec(df) |
| x_ss_i_data <- calculate_x_ss_i_spec(df) |
| param %<>% |
| solve_effects_individual(x_ss_i_data= x_ss_i_data, tau_tilde_L=tau_tilde_spec, tau_L_2=tau_L_2_spec, w=df$w)%>% |
| as.list %>% |
| list.merge(param) |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| rho_res <- param[['rho_res']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| alpha <- param[['alpha']] |
| omega <- param[['omega']] |
| omega_est <- param[['omega_est']] |
| mispredict <- param[['mispredict']] |
| d_L <- param[['d_L']] |
| d_CL <- param[['d_CL']] |
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| naivete <- param[['naivete']] |
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_tilde_L_effect_omega <- param[['gamma_tilde_L_effect_omega']] |
| gamma_L_effect_omega <- param[['gamma_L_effect_omega']] |
| gamma_L_effect_multiple <- param[['gamma_L_effect_multiple']] |
| gamma_tilde_L_effect_multiple <- param[['gamma_tilde_L_effect_multiple']] |
| gamma_L <- param[['gamma_L']] |
| gamma_tilde_L <- param[['gamma_tilde_L']] |
| gamma_tilde_L_omega <- param[['gamma_tilde_L_omega']] |
| gamma_L_omega <- param[['gamma_L_omega']] |
| gamma_tilde_L_multiple <- param[['gamma_tilde_L_multiple']] |
| gamma_L_multiple <- param[['gamma_L_multiple']] |
| gamma_B <- param[['gamma_B']] |
| gamma_tilde_B <- param[['gamma_tilde_B']] |
| gamma_tilde_B_multiple <- param[['gamma_tilde_B_multiple']] |
| gamma_B_multiple <- param[['gamma_B_multiple']] |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| naivete_res <- param[['naivete_res']] |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
| gamma_tilde_L_effect_omega_res <- param[['gamma_tilde_L_effect_omega_res']] |
| gamma_L_effect_omega_res <- param[['gamma_L_effect_omega_res']] |
| gamma_tilde_L_effect_multiple_res <- param[['gamma_tilde_L_effect_multiple_res']] |
| gamma_L_res <- param[['gamma_L_res']] |
| gamma_L_omega_res <- param[['gamma_L_omega_res']] |
| gamma_L_multiple_res <- param[['gamma_L_multiple_res']] |
| gamma_B_res <- param[['gamma_B_res']] |
| gamma_B_multiple_res <- param[['gamma_B_multiple_res']] |
| tau_L_2_signed <- param[['tau_L_2']]*-1 |
| |
| term1 <- (1-alpha)*delta*rho |
| term2 <- term1*(1+lambda) |
| term3 <- (eta*lambda + zeta*(1 - lambda))*(rho*tau_L_2/omega) |
| num <- eta*tau_L_2/omega - term1*term3 - term2*naivete |
| denom <- 1 - term2 |
| num_omega <- eta*tau_L_2/omega_est - term1*term3 - term2*naivete |
| gamma_spec <- num/denom |
| gamma_spec_omega <- num_omega/denom |
| gamma_tilde_spec <- gamma_spec - naivete |
| gamma_tilde_spec_omega <- gamma_spec_omega - naivete |
| tau_L_2 <- param[['tau_L_2']] |
| |
| term1 <- (1-alpha)*delta*rho |
| term2 <- term1*(1+lambda) |
| term3 <- (eta*lambda + zeta*(1 - lambda))*(rho*tau_L_2/omega) |
| num <- eta*tau_L_2/omega - term1*term3 - term2*naivete |
| denom <- 1 - term2 |
| num_omega <- eta*tau_L_2/omega_est - term1*term3 - term2*naivete |
| gamma_spec <- num/denom |
| gamma_spec_omega <- num_omega/denom |
| gamma_tilde_spec <- gamma_spec - naivete |
| gamma_tilde_spec_omega <- gamma_spec_omega - naivete |
| intercept_spec <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_spec_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega, gamma_spec_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega, gamma_L_effect_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_multiple, gamma_L_effect_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_eta_high <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=1.1) |
| intercept_het_L_effect_eta_low <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=0.9) |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| x_ss_zero_un <- calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept_spec) |
| x_ss_zero <- ifelse(x_ss_zero_un<0, 0, x_ss_zero_un) |
| delta_x <- x_ss_spec - x_ss_zero |
| x_ss_spec_w <- weighted.mean(x_ss_spec, w, na.rm=T) |
| w=df$w |
| x_ss_spec_w <- weighted.mean(x_ss_spec, w, na.rm=T) |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| rho_res <- param[['rho_res']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| alpha <- param[['alpha']] |
| omega <- param[['omega']] |
| omega_est <- param[['omega_est']] |
| mispredict <- param[['mispredict']] |
| d_L <- param[['d_L']] |
| d_CL <- param[['d_CL']] |
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| naivete <- param[['naivete']] |
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_tilde_L_effect_omega <- param[['gamma_tilde_L_effect_omega']] |
| gamma_L_effect_omega <- param[['gamma_L_effect_omega']] |
| gamma_L_effect_multiple <- param[['gamma_L_effect_multiple']] |
| gamma_tilde_L_effect_multiple <- param[['gamma_tilde_L_effect_multiple']] |
| gamma_L <- param[['gamma_L']] |
| gamma_tilde_L <- param[['gamma_tilde_L']] |
| gamma_tilde_L_omega <- param[['gamma_tilde_L_omega']] |
| gamma_L_omega <- param[['gamma_L_omega']] |
| gamma_tilde_L_multiple <- param[['gamma_tilde_L_multiple']] |
| gamma_L_multiple <- param[['gamma_L_multiple']] |
| gamma_B <- param[['gamma_B']] |
| gamma_tilde_B <- param[['gamma_tilde_B']] |
| gamma_tilde_B_multiple <- param[['gamma_tilde_B_multiple']] |
| gamma_B_multiple <- param[['gamma_B_multiple']] |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| naivete_res <- param[['naivete_res']] |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
| gamma_tilde_L_effect_omega_res <- param[['gamma_tilde_L_effect_omega_res']] |
| gamma_L_effect_omega_res <- param[['gamma_L_effect_omega_res']] |
| gamma_tilde_L_effect_multiple_res <- param[['gamma_tilde_L_effect_multiple_res']] |
| gamma_L_res <- param[['gamma_L_res']] |
| gamma_L_omega_res <- param[['gamma_L_omega_res']] |
| gamma_L_multiple_res <- param[['gamma_L_multiple_res']] |
| gamma_B_res <- param[['gamma_B_res']] |
| gamma_B_multiple_res <- param[['gamma_B_multiple_res']] |
| tau_L_2 <- param[['tau_L_2']] |
| tau_L_2_signed <- param[['tau_L_2']]*-1 |
| |
| |
| |
| |
| term1 <- (1-alpha)*delta*rho |
| term2 <- term1*(1+lambda) |
| term3 <- (eta*lambda + zeta*(1 - lambda))*(rho*tau_L_2/omega) |
| num <- eta*tau_L_2/omega - term1*term3 - term2*naivete |
| denom <- 1 - term2 |
| num_omega <- eta*tau_L_2/omega_est - term1*term3 - term2*naivete |
| gamma_spec <- num/denom |
| gamma_spec_omega <- num_omega/denom |
| gamma_tilde_spec <- gamma_spec - naivete |
| gamma_tilde_spec_omega <- gamma_spec_omega - naivete |
| |
| |
| |
| intercept_spec <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_spec_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega, gamma_spec_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega, gamma_L_effect_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_multiple, gamma_L_effect_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_eta_high <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=1.1) |
| intercept_het_L_effect_eta_low <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=0.9) |
| |
| |
| |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| x_ss_zero_un <- calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept_spec) |
| x_ss_zero <- ifelse(x_ss_zero_un<0, 0, x_ss_zero_un) |
| delta_x <- x_ss_spec - x_ss_zero |
| |
| |
| |
| |
| alpha_res <- 1 |
| term1_res <- (1-alpha_res)*delta*rho_res |
| term2_res <- term1_res*(1+lambda_res) |
| term3_res <- (eta_res*lambda_res + zeta_res*(1 - lambda_res))*(rho_res*tau_L_2/omega) |
| num_res <- eta_res*tau_L_2/omega - term1_res*term3_res - term2_res*naivete_res |
| denom_res <- 1 - term2_res |
| num_omega_res <- eta_res*tau_L_2/omega_est - term1_res*term3_res - term2_res*naivete_res |
| gamma_spec_res <- num_res/denom_res |
| gamma_spec_omega_res <- num_omega_res/denom_res |
| gamma_tilde_spec_res <- gamma_spec_res - naivete_res |
| gamma_tilde_spec_omega_res <- gamma_spec_omega_res - naivete_res |
| |
| |
| |
| intercept_spec_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_res, gamma_spec_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_res, gamma_L_effect_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_B_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_spec_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega_res, gamma_spec_omega_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega_res, gamma_L_effect_omega_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_omega_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_multiple, gamma_L_effect_multiple, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_B_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_multiple_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res) |
| intercept_het_L_effect_eta_high_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, eta_scale=1.1) |
| intercept_het_L_effect_eta_low_res <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, eta_scale=0.9) |
| |
| |
| |
| x_ss_spec_res <- calculate_steady_state(param, gamma_tilde_spec_res, gamma_spec_res, alpha = 1, rho_res, lambda_res, mispredict, eta = eta_res, zeta = zeta_res, intercept_spec_res) |
| x_ss_zero_un_res <- calculate_steady_state(param, 0, 0, alpha = 1, rho_res, lambda_res, 0, eta = eta_res, zeta = zeta_res, intercept_spec_res) |
| x_ss_zero_res <- ifelse(x_ss_zero_un_res<0, 0, x_ss_zero_un_res) |
| delta_x_res <- x_ss_spec_res - x_ss_zero_res |
| |
| |
| |
| x_ss_spec_w <- weighted.mean(x_ss_spec, w, na.rm=T) |
| gamma_tilde_spec_w <- weighted.mean(gamma_tilde_spec, w, na.rm=T) |
| gamma_spec_w <- weighted.mean(gamma_spec, w, na.rm=T) |
| gamma_spec_omega_w <- weighted.mean(gamma_spec_omega, w, na.rm=T) |
| delta_x_spec <- weighted.mean(delta_x, w, na.rm=T) |
| x_ss_i_data <- weighted.mean(x_ss_i_data, w, na.rm=T) |
| remove(list=ls()) |
| |
| |
| |
| |
| source('input/lib/r/ModelFunctions.R') |
| |
| df <- import_data() |
| param <- param_initial |
| winsorize=F, full=F, display_warning=FALS |
| winsorize=F |
| full=F |
| display_warning=FALSE |
| param %<>% |
| list.merge( |
| |
| get_taus(df, winsorize=winsorize, full=full), |
| get_mispredict(df), |
| get_ideal(df), |
| get_predict(df), |
| get_wtp(df), |
| get_avg_use(df), |
| get_fb(df), |
| get_limit_last_week(df) |
| ) |
| |
| param %<>% |
| solve_sys_eq_1 %>% |
| as.list %>% |
| list.merge(param) |
| |
| param %<>% |
| solve_sys_eq_2(display_warning=display_warning) %>% |
| as.list %>% |
| list.merge(param) |
| |
| param %<>% |
| solve_sys_eq_3 %>% |
| as.list %>% |
| list.merge(param) |
| |
| tau_L_2_spec <- find_tau_L2_spec(df) |
| tau_tilde_spec <- find_tau_L3_spec(df) |
| x_ss_i_data <- calculate_x_ss_i_spec(df) |
| param %<>% |
| solve_effects_individual(x_ss_i_data= x_ss_i_data, tau_tilde_L=tau_tilde_spec, tau_L_2=tau_L_2_spec, w=df$w)%>% |
| as.list %>% |
| list.merge(param) |
| tau_tilde_L=tau_tilde_spec |
| tau_L_2=tau_L_2_spec |
| w=df$w |
| rho <- param[['rho']] |
| lambda <- param[['lambda']] |
| rho_res <- param[['rho_res']] |
| lambda_res <- param[['lambda_res']] |
| delta <- param[['delta']] |
| alpha <- param[['alpha']] |
| omega <- param[['omega']] |
| omega_est <- param[['omega_est']] |
| mispredict <- param[['mispredict']] |
| d_L <- param[['d_L']] |
| d_CL <- param[['d_CL']] |
| eta <- param[['eta']] |
| zeta <- param[['zeta']] |
| naivete <- param[['naivete']] |
| gamma_L_effect <- param[['gamma_L_effect']] |
| gamma_tilde_L_effect <- param[['gamma_tilde_L_effect']] |
| gamma_tilde_L_effect_omega <- param[['gamma_tilde_L_effect_omega']] |
| gamma_L_effect_omega <- param[['gamma_L_effect_omega']] |
| gamma_L_effect_multiple <- param[['gamma_L_effect_multiple']] |
| gamma_tilde_L_effect_multiple <- param[['gamma_tilde_L_effect_multiple']] |
| gamma_L <- param[['gamma_L']] |
| gamma_tilde_L <- param[['gamma_tilde_L']] |
| gamma_tilde_L_omega <- param[['gamma_tilde_L_omega']] |
| gamma_L_omega <- param[['gamma_L_omega']] |
| gamma_tilde_L_multiple <- param[['gamma_tilde_L_multiple']] |
| gamma_L_multiple <- param[['gamma_L_multiple']] |
| gamma_B <- param[['gamma_B']] |
| gamma_tilde_B <- param[['gamma_tilde_B']] |
| gamma_tilde_B_multiple <- param[['gamma_tilde_B_multiple']] |
| gamma_B_multiple <- param[['gamma_B_multiple']] |
| eta_res <- param[['eta_res']] |
| zeta_res <- param[['zeta_res']] |
| naivete_res <- param[['naivete_res']] |
| gamma_L_effect_res <- param[['gamma_L_effect_res']] |
| gamma_tilde_L_effect_res <- param[['gamma_tilde_L_effect_res']] |
| gamma_tilde_L_effect_omega_res <- param[['gamma_tilde_L_effect_omega_res']] |
| gamma_L_effect_omega_res <- param[['gamma_L_effect_omega_res']] |
| gamma_tilde_L_effect_multiple_res <- param[['gamma_tilde_L_effect_multiple_res']] |
| gamma_L_res <- param[['gamma_L_res']] |
| gamma_L_omega_res <- param[['gamma_L_omega_res']] |
| gamma_L_multiple_res <- param[['gamma_L_multiple_res']] |
| gamma_B_res <- param[['gamma_B_res']] |
| gamma_B_multiple_res <- param[['gamma_B_multiple_res']] |
| tau_L_2_signed <- param[['tau_L_2']]*-1 |
| |
| num <- eta*tau_L_2/omega - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega+zeta*rho*tau_L_2/omega) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| denom <- 1 - (1-alpha)*delta*rho*(1+lambda) |
| num_omega <- eta*tau_L_2/omega_est - (1-alpha)*delta*rho*(((eta-zeta)*tau_tilde_L/omega_est+zeta*rho*tau_L_2/omega) + (1+lambda)*mispredict*(-eta+(1-alpha)*delta*rho^2*((eta-zeta)*lambda+zeta))) |
| gamma_spec <- num/denom |
| gamma_spec_omega <- num_omega/denom |
| gamma_tilde_spec <- gamma_spec - naivete |
| gamma_tilde_spec_omega <- gamma_spec_omega - naivete |
| intercept_spec <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B, gamma_B, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L, gamma_L, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_spec_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_spec_omega, gamma_spec_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_omega, gamma_L_effect_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_omega <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_omega, gamma_L_omega, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect_multiple, gamma_L_effect_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_B_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_B_multiple, gamma_B_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_multiple <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_multiple, gamma_L_multiple, alpha, rho, lambda, mispredict, eta, zeta) |
| intercept_het_L_effect_eta_high <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=1.1) |
| intercept_het_L_effect_eta_low <- calculate_intercept_spec(x_ss_i_data, param, gamma_tilde_L_effect, gamma_L_effect, alpha, rho, lambda, mispredict, eta, zeta, eta_scale=0.9) |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| calculate_steady_state <- function(param, gamma_tilde, gamma, alpha, rho, lambda, mispredict, eta, zeta, intercept=NA, eta_scale=1){ |
| |
| eta <- eta * eta_scale |
| delta <- param[['delta']] |
| p_B <- param[['p_B']] |
| |
| p <- 0 |
| term_pre <- (1 - (1-alpha)*delta*rho) |
| term1 <- intercept - p*term_pre |
| term2 <- (1-alpha)*delta*rho |
| term3 <- (eta - zeta) * mispredict + gamma_tilde*(1+lambda) |
| num <- term1 - term2*term3 + gamma |
| terma <- term_pre*(-eta - zeta * (rho / (1 - rho))) |
| termb <- (1-alpha)*delta*rho*zeta |
| denom <- terma + termb |
| print(paste0("denom: ", denom)) |
| x_ss_calc <- num /denom |
| return(x_ss_calc) |
| } |
| x_ss_spec <- calculate_steady_state(param, gamma_tilde_spec, gamma_spec, alpha, rho, lambda, mispredict, eta, zeta, intercept_spec) |
| x_ss_zero_un <- calculate_steady_state(param, 0, 0, alpha, rho, lambda, 0, eta, zeta, intercept_spec) |
| x_ss_zero <- ifelse(x_ss_zero_un<0, 0, x_ss_zero_un) |
| delta_x <- x_ss_spec - x_ss_zero |
| x_ss_spec_w <- weighted.mean(x_ss_spec, w, na.rm=T) |
|
|