ruspy.estimation.mpec

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

Functions

mpec_constraint(mpec_params, maint_func, ...)	Calculate the constraint of MPEC.
mpec_constraint_derivative(mpec_params, ...)	Calculating the analytical Jacobian of the MPEC constraint.
mpec_loglike_cost_params(mpec_params, ...)	Calculate the negative partial log likelihood for MPEC depending on cost parameters as well as the discretized expected values.
mpec_loglike_cost_params_derivative(...)	Computing the analytical gradient of the objective function for MPEC.
mpec_loglike_cost_params_derivative_model(...)	generates the derivative of the log likelihood function of mpec depending on the model characteristics.