ruspy.estimation

Modules

ruspy.estimation.config

This module is a global file to allow tracking the total number of contraction and Newton_Kantorovich steps needed per run of the estimate function with the Nested Fixed Point Algorithm.

ruspy.estimation.criterion_function

This module specifies the criterion function and its derivative.

ruspy.estimation.estimation_transitions

This module contains the functions necessary for the estimation process of transition probabilities.

ruspy.estimation.mpec

This module contains all the key functions used to estimate the model using MPEC.

ruspy.estimation.nfxp

This module contains functions for estimating the parameters shaping the cost function.

ruspy.estimation.pre_processing

This module specifies the model specifications and the cost function from the initialisation dictionary init_dict.