ruspy.estimation.estimation_transitions.loglike_trans_individual_derivative
- ruspy.estimation.estimation_transitions.loglike_trans_individual_derivative(params, transition_count)[source]
generates the jacobian of the individual log likelihood function of the transition probabilities. This function is currently not used but is kept for further development of the package when estimagic can handle constrains with analytical derivatives.
- Parameters
- params
pd.DataFrame parameter guess of the transition probabilities.
- transition_count
numpy.ndarray The pooled count of state increases per period in the data.
- params
- Returns
- jacobian
numpy.ndarray a dim(params) x dim(params) matrix containing the Jacobian.
- jacobian