ruspy.estimation.estimation_transitions.loglike_trans_individual

ruspy.estimation.estimation_transitions.loglike_trans_individual(trans_dist, transition_count)

Individual negative Log-likelihood function of transition probability estimation.

Parameters

trans_distnumpy.ndarray

The transition probabilities.

transition_countnumpy.ndarray

The pooled count of state increases per period in the data.

Returns

log_like_individualnumpy.ndarray

The individual negative log-likelihood contributions of the transition probabilities