ruspy.estimation.mpec.mpec_loglike_cost_params_derivative

ruspy.estimation.mpec.mpec_loglike_cost_params_derivative(mpec_params, maint_func, maint_func_dev, num_states, disc_fac, scale, decision_mat, state_mat)

Computing the analytical gradient of the objective function for MPEC.

Parameters

mpec_paramsnumpy.ndarray

see MPEC

maint_func: func

see Maintenance cost function

maint_func_dev: func

see Maintenance cost function

num_statespython:int

The size of the state space.

disc_facnumpy.float

see Discount factor

scalenumpy.float

see Scale

decision_matnumpy.ndarray

see Decision Matrix

state_matnumpy.ndarray

see State matrix

Returns

gradientnumpy.ndarray

Vector that holds the derivative of the negative log likelihood function to the parameters.