Linear interpolation error in SolvingMicroDSOP

[npalmer-professional]

(Moved from REMARK issue to here)

I've run across an error in the linear interpolator when I'm running the SolvingMicroDSOP replication.

I've uploaded a branch here that has a "clean demonstration" of the error: https://github.com/npalmer-professional/HARK/

... and specifically see this "slice across the objective surface," conducted with the linear interpolator: https://github.com/npalmer-professional/HARK/blob/linear-interpolation-fix/HARK/SolvingMicroDSOPs/Figures/SMMslice.pdf
(here's the [original example] (https://github.com/npalmer-professional/REMARK/blob/interpolation_error_example/REMARKs/SolvingMicroDSOPs/Figures/SMMslice_cubicbool-false.pdf) from REMARK)

You an create this image by running the function "make_contour_slice()" in /HARK/HARK/SolvingMicroDSOPs/Code/StructEstimation.py
(the default parameters will create the figure).

Experimenting on the command line I found that if I pull the parameters at one of those spikes and look at the consumption function using that parameter set, you see how a couple of the consumption functions got a little crazy. (Not included here because haven't cleaned up that code for demonstration).

Funny enough I remember something like this 2 or 3 years ago, I ran across this same error but reversed -- the cubic spline gave the error, while the linear spline didn't. Now it appears to be reversed; If I run the same "slice" for the cubic spline I don't get the problem (but I haven't explored cubic spline over the whole space to see if there are errors elsewhere). @mnwhite I think you worked on that back then and fixed the cubic spline issue, and both cubic and linear were working back then. I think this was all way before the 2.7 -> 3.x conversion for what that is worth in terms of very rough timeline.

Edit: Also potentially important, this only shows up when you allow agents to borrow.

Edit2: looks like I can't add any assignees. I'm looking into this slowly.

[llorracc]

@npalmer-professional

Any success in sorting this out?

[sbenthall]

Noting that given
#440 (comment)

this issue will soon be invalid after PR #442

[MridulS]

NOTE: open econ-ark/REMARK#11 after closing this one