examples

In [1]:

    

ygrid0 = linspace(-4, 4, 10)
agrid0 = linspace(0.0.^0.4, 100.0.^0.4, 25).^(1/0.4);


    

In [2]:

    

using BasisMatrices

# 1st method
y_basis = Basis(ChebParams(length(ygrid0), minimum(ygrid0), maximum(ygrid0)))
a_basis = Basis(SplineParams(agrid0, 0, 3))
basis = Basis(a_basis, y_basis)

# 2nd method
basis = Basis(SplineParams(agrid0, 0, 3),
              ChebParams(length(ygrid0), minimum(ygrid0), maximum(ygrid0)))


    

    
Out[2]:





2 dimensional Basis on the hypercube formed by [0.0,-4.0] × [100.00000000000003,4.0].
Basis families are BasisMatrices.Spline × BasisMatrices.Cheb

In [3]:

    

S, (agrid, ygrid) = nodes(basis);


    

In [4]:

    

Φ = BasisMatrix(basis, Expanded(), S, 0)


    

    
Out[4]:





BasisMatrix{BasisMatrices.Expanded} of order 1x2 Array{Int64,2}:
 0  0

In [5]:

    

# Actual function at interpolation nodes
f(a::Vector{Float64}, y::Vector{Float64}) = a.^(1/2).*exp(y)
y = f(S[:,1], S[:, 2])

# Get coefficients
c = Φ.vals[1] \ y;


    

In [6]:

    

using QuantEcon: gridmake

ygridf = linspace(-4, 4, 100)
agridf = linspace(0.0, 100.0, 250)
Sf = gridmake(agridf, ygridf)
yf = f(Sf[:, 1], Sf[:, 2])
interp = funeval(c, basis, Sf);


    

In [7]:

    

using Plots
plotlyjs()

plt_a = plot(agridf, [interp[1:length(agridf)] yf[1:length(agridf)]], 
             label=["Interpolant", "Original"]',
             lw=2,
             xlabel="a")
plt_y = plot(ygridf, [interp[5:length(agridf):end] yf[5:length(agridf):end]], 
             label="",
             lw=2,
             xlabel="y")
plot(plt_a, plt_y, layout=(1, 2), size=(800, 350))


    

    




INFO: Recompiling stale cache file C:\Users\taishi\.julia\lib\v0.4\Plots.ji for module Plots.
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WARNING: New definition 
    floattype(Type{#T<:FixedPointNumbers.Fixed}) at C:\Users\taishi\.julia\v0.4\FixedPointNumbers\src\fixed.jl:16
is ambiguous with: 
    floattype(Type{FixedPointNumbers.FixedPoint{#T<:Union{Int8, UInt16, Int16, UInt8}, #f<:Any}}) at C:\Users\taishi\.julia\v0.4\FixedPointNumbers\src\FixedPointNumbers.jl:89.
To fix, define 
    floattype(Type{FixedPointNumbers.Fixed{_<:Union{Int8, Int16}, #f<:Any}})
before the new definition.
WARNING: New definition 
    floattype(Type{#T<:FixedPointNumbers.UFixed}) at C:\Users\taishi\.julia\v0.4\FixedPointNumbers\src\ufixed.jl:14
is ambiguous with: 
    floattype(Type{FixedPointNumbers.FixedPoint{#T<:Union{Int8, UInt16, Int16, UInt8}, #f<:Any}}) at C:\Users\taishi\.julia\v0.4\FixedPointNumbers\src\FixedPointNumbers.jl:89.
To fix, define 
    floattype(Type{FixedPointNumbers.UFixed{_<:Union{UInt16, UInt8}, #f<:Any}})
before the new definition.
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[Plots.jl] Initializing backend: plotlyjs






    




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Plotly javascript loaded.
 
To load again call 
init_notebook(true)

 






    
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