gcamilo

#########################
#
#
# Model of a Private Firm
#
#
#########################

gcamilo

type ModelBase
	beta::Float64   # Firm discount
	rBorrow::Float64  # Bank-Govt discount
	delta::Float64  # Depreciation Rate
	theta::Float64  # Leverage Ratio
	sigmaZ::Float64 # Std Dev of shock
	rho::Float64    # Persistance of shock
	nK::Int64
	nQ::Int64

gcamilo

//
// 
// 
// C functions for heavy duty
// 
// gcc -shared -fPIC -O3 optimize.c -lgsl -lm -lgslcblas -o findP.so
// icc -fast  -I/home/gcam/china/gsl -L/home/gcam/china/gsl/.libs -shared -fPIC optimize.c -lgsl -lgslcblas  -o findP.so 
// gcc -I/home/gcam/china/gsl -L/home/gcam/china/gsl/.libs -shared -fPIC optimize.c -lgsl  -o findP.so
// 

gcamilo

annual_data <- data.table(year=1991:2000,ret=rnorm(200),group=1:20)

yearly_deciles <- annual_data[,data.table(t(quantile(ret,probs=seq(from=.1, to = 1, length.out=10)))),by=year]

find_decile <- function(thisReturn,year,decile_table){
  for(i in 2:ncol(decile_table)){
    if(thisReturn<decile_table[year==year,i,with=F])
      return(i-1)
  }
}

gcamilo

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