From 7eb8e4694ce9181934d488a148583f3450892a97 Mon Sep 17 00:00:00 2001
From: alanlujan91 <alanlujan91@gmail.com>
Date: Tue, 20 Feb 2024 10:27:40 -0500
Subject: [PATCH] re-run

---
 code/estimark/estimation.py                   | 21 ++++++++++++++-----
 code/run_all.py                               |  3 +--
 ...ShockSub(Labor)Market_estimate_results.csv |  2 +-
 ...b(Stock)(Labor)Market_estimate_results.csv |  2 +-
 4 files changed, 19 insertions(+), 9 deletions(-)

diff --git a/code/estimark/estimation.py b/code/estimark/estimation.py
index a073805..47696a5 100644
--- a/code/estimark/estimation.py
+++ b/code/estimark/estimation.py
@@ -79,7 +79,6 @@ def make_estimation_agent(
     subjective_stock_market=local_subjective_stock_market,
     subjective_labor_market=local_subjective_labor_market,
 ):
-
     if agent_name == "IndShock":
         agent_type = IndShkLifeCycleConsumerType
     elif agent_name == "Portfolio":
@@ -214,7 +213,13 @@ def simulate_moments(
         # The simulated time indices corresponding to this age group
         cohort_indices = map_simulated_to_empirical_cohorts[g]
         # The median of simulated wealth-to-income for this age group
-        sim_moments += [np.median(sim_w_history[cohort_indices,])]
+        sim_moments += [
+            np.median(
+                sim_w_history[
+                    cohort_indices,
+                ]
+            )
+        ]
 
     sim_moments = np.array(sim_moments)
 
@@ -329,9 +334,15 @@ def calculate_std_err_bootstrap(initial_estimate, N, agent, seed=0, verbose=Fals
         bootstrap_data = (
             bootstrap_sample_from_data(scf_data.scf_data_array, seed=seed_list[n])
         ).T
-        w_to_y_data_bootstrap = bootstrap_data[0,]
-        empirical_groups_bootstrap = bootstrap_data[1,]
-        empirical_weights_bootstrap = bootstrap_data[2,]
+        w_to_y_data_bootstrap = bootstrap_data[
+            0,
+        ]
+        empirical_groups_bootstrap = bootstrap_data[
+            1,
+        ]
+        empirical_weights_bootstrap = bootstrap_data[
+            2,
+        ]
 
         # Find moments with bootstrapped sample
         bstrap_tgt_moments = get_targeted_moments(
diff --git a/code/run_all.py b/code/run_all.py
index cb0e456..64e531b 100644
--- a/code/run_all.py
+++ b/code/run_all.py
@@ -6,12 +6,11 @@
 )
 from estimark.estimation import estimate
 import dask
-from dask.distributed import Client, progress
+from dask.distributed import Client
 
 
 # Ask the user which replication to run, and run it:
 def run_replication():
-
     client = Client(threads_per_worker=10, n_workers=20)
 
     lazy_results = []
diff --git a/code/tables/IndShockSub(Labor)Market_estimate_results.csv b/code/tables/IndShockSub(Labor)Market_estimate_results.csv
index dc75571..f91c3cd 100644
--- a/code/tables/IndShockSub(Labor)Market_estimate_results.csv
+++ b/code/tables/IndShockSub(Labor)Market_estimate_results.csv
@@ -1,2 +1,2 @@
 DiscFacAdj,CRRA

-0.9826952870424113,3.7682894584977236

+0.9826952831981901,3.768367697583021

diff --git a/code/tables/PortfolioSub(Stock)(Labor)Market_estimate_results.csv b/code/tables/PortfolioSub(Stock)(Labor)Market_estimate_results.csv
index 4f3d2b6..f1d2ef5 100644
--- a/code/tables/PortfolioSub(Stock)(Labor)Market_estimate_results.csv
+++ b/code/tables/PortfolioSub(Stock)(Labor)Market_estimate_results.csv
@@ -1,2 +1,2 @@
 DiscFacAdj,CRRA

-0.9911787852759087,6.03407974974687

+0.9911792106436964,6.034080037474213