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IndexError when solving ConsPortfolioModel
Trying to solve SequentialPortfolioConsumerType with the following parameters changed from the default:
CRRA=6.0,
DiscFac=0.9,
RiskyAvg=1.08,
RiskyStd=0.20,
PermShkStd=[0.1],
PermGroFac=[0.00],
UnempPrb=0.01
agent = SequentialPortfolioConsumerType(**agent_parameters)
agent.solve()
Results in this rather ugly and uninformative error: https://gist.github.com/sbenthall/efc4e2610b2a2fe6590d12abf49b78b4
Looks like there's no well-defined optimal share value? There probably should be a better error message for this.