ruspy.estimation.mpec.mpec_constraint_derivative
- ruspy.estimation.mpec.mpec_constraint_derivative(mpec_params, maint_func, maint_func_dev, num_states, disc_fac, scale, trans_mat)[source]
Calculating the analytical Jacobian of the MPEC constraint.
- Parameters
- mpec_params
numpy.ndarray
see MPEC
- maint_func: func
- maint_func_dev: func
- num_states
python:int
The size of the state space.
- disc_fac
numpy.float
see Discount factor
- scale
numpy.float
see Scale
- trans_mat
numpy.ndarray
- mpec_params
- Returns
- jacobian
numpy.ndarray
Jacobian of the MPEC constraint.
- jacobian