ruspy.estimation.nfxp.derivative_loglike_cost_params_individual

ruspy.estimation.nfxp.derivative_loglike_cost_params_individual(params, maint_func, maint_func_dev, num_states, trans_mat, state_mat, decision_mat, disc_fac, scale, alg_details)

This is the Jacobian of the individual log likelihood function of the cost parameter estimation with respect to all cost parameters needed for the BHHH.

Parameters

paramsnumpy.ndarray

see Cost parameters

maint_func: func

see Maintenance cost function

num_statespython:int

The size of the state space.

disc_facnumpy.float

see Discount factor

trans_matnumpy.ndarray

see Transition matrix

state_matnumpy.ndarray

see State matrix

decision_matnumpy.ndarray

see Decision Matrix

Returns

devnumpy.ndarray

A num_buses + num_periods x dim(params) matrix in form of numpy array containing the derivative of the individual log-likelihood function for every cost parameter.