CEOsalary/sim_data_like_Parallel.jl at main · jrhalket/CEOsalary · GitHub

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@everywhere function sim_data_like(up_data_obs_in,down_data_obs_in,p_in::NamedTuple,S_sim,i,quasi_seed,CR)
    rΣ = Matrix{Float64}(undef,2,2)
    rΣ = p_in.risk * p_in.Σ

    # Types
    # Upstream x_1, x_2, delta^m
    # Downstream y_1, y_2, delta^f

    # Generate Fake x and y data
    #Σ_x = diagm([2,1])
    #Σ_y = diagm([.5,3])

    rng = MersenneTwister(quasi_seed)
    brn = rand(rng)
    c= floor(brn * 10^3)
    Random.seed!(Int(c+i))


    up_data_sim = rand(Normal(0.0,1.0), CR.n_firms);
    down_data_sim = rand(Normal(0.0,1.0), CR.n_firms);

    rho_m_sim = up_data_sim*(p_in.rm'*down_data_obs_in);
    rho_f_sim = (up_data_obs_in'*p_in.rf)*down_data_sim';

    C_sim = -S_sim - rho_m_sim - rho_f_sim; #negative of pairwise quadratic surplus

    match_sim, up_profit_sim, down_profit_sim = find_best_assignment(C_sim)

    down_match_sim = similar(up_data_sim);
    down_match_obs = similar(down_data_obs_in);
    try
        match_sim[1][2]
    catch
        fill!(down_match_sim,NaN)
        wages_match_sim = zeros(CR.n_firms);
        fill!(wages_match_sim,NaN);
        measures_match_sim = zeros(2,CR.n_firms);
        fill!(measures_match_sim,NaN);
        Simout = SimOutputs(down_match_obs', wages_match_sim, measures_match_sim');
        return Simout
    end
    for i in 1:CR.n_firms
        down_match_sim[i] = down_data_sim[match_sim[i][2]];
        down_match_obs[:,i] = down_data_obs_in[:,match_sim[i][2]];
    end

    down_match_profit_sim =  similar(down_match_sim)
    for i in 1:CR.n_firms
        down_match_profit_sim[i] = down_profit_sim[match_sim[i][2]];
    end

    # minimum downstream profit =0
    profit_diff_sim = findmin(down_match_profit_sim)[1];
    down_match_profit_sim .= down_match_profit_sim .+ profit_diff_sim;
    up_profit_sim .= up_profit_sim .- profit_diff_sim;


    SC = makeCoefs(up_data_obs_in,down_match_obs,CR.n_firms,p_in)
    alpha_tilde_match_sim = zeros(2,CR.n_firms)
    bstar_match_sim = zeros(2,CR.n_firms);
    measures_match_sim = zeros(2,CR.n_firms);
    for n1 in 1:CR.n_firms;
        alpha_tilde_match_sim[:,n1] = [SC[n1].ge_1/SC[n1].ce.+SC[n1].ga_1./SC[n1].ca_1   SC[n1].ge_2/SC[n1].ce.+SC[n1].ga_2./SC[n1].ca_2]';
        bstar_match_sim[:,n1] = try
        ([SC[n1].ge_1; SC[n1].ge_2]*[SC[n1].ge_1 SC[n1].ge_2]./SC[n1].ce +Diagonal([(SC[n1].ga_1)^2/SC[n1].ca_1, (SC[n1].ga_2)^2/SC[n1].ca_2]) + rΣ)\view(alpha_tilde_match_sim,:,n1);
       catch
        fill!(down_match_sim,NaN)
        wages_match_sim = zeros(CR.n_firms);
        fill!(wages_match_sim,NaN);
        measures_match_sim = zeros(2,CR.n_firms);
        fill!(measures_match_sim,NaN);
        Simout = SimOutputs(down_match_obs', wages_match_sim, measures_match_sim');
        return Simout
       end

       #simulate matched measures
       ab = [SC[n1].ge_1 SC[n1].ge_2]./SC[n1].ce*view(bstar_match_sim,:,n1)
       measures_match_sim[:,n1] = ab.*[SC[n1].ge_1; SC[n1].ge_2] .+ [(SC[n1].ga_1)^2/SC[n1].ca_1; (SC[n1].ga_2)^2/SC[n1].ca_2].*view(bstar_match_sim,:,n1) .+rand(Gaussian([0.0; 0.0],p_in.Σ));

    end

    S_match_sim = zeros(CR.n_firms);
    rho_m_match_sim = similar(S_match_sim);
    for n1 in 1:CR.n_firms;
        S_match_sim[n1] = 0.5*alpha_tilde_match_sim[:,n1]'*bstar_match_sim[:,n1];
        rho_m_match_sim[n1] = view(down_match_obs,:,n1)' * p_in.rm * up_data_sim[n1];
    end

    up_valuation_sim = -S_match_sim + rho_m_match_sim; #manager gets -S_match + unobs value, net of transfers

    # eq transfers
    up_prices_sim = up_profit_sim - up_valuation_sim;

    #down_prices_sim= γ_sim'*up_prices_sim;

    #simulate wages:
    wages_match_sim = zeros(CR.n_firms)
    for n1 in 1:CR.n_firms;
        wages_match_sim[n1] = p_in.mean_price + up_prices_sim[n1] + view(bstar_match_sim,:,n1)'*view(measures_match_sim,:,n1);
    end

    down_match = copy(down_match_obs)'
    wages_match = copy(wages_match_sim)
    measures_match = copy(measures_match_sim)'
    for n1 in 1:CR.n_firms;
        measures_match[n1,1] = up_data_obs_in[:,n1]'*p_in.zeta_1*down_match_obs[:,n1] + copy(measures_match_sim[1,n1]);
        measures_match[n1,2] = up_data_obs_in[:,n1]'*p_in.zeta_2*down_match_obs[:,n1] + copy(measures_match_sim[2,n1]);
    end
    bstar_match = copy(bstar_match_sim)
    Simout = SimOutputs(down_match, wages_match, measures_match);
    return Simout

end