ruspy.estimation.nfxp.get_ev

ruspy.estimation.nfxp.get_ev(params, trans_mat, obs_costs, disc_fac, alg_details)

A auxiliary function, which allows the log-likelihood function as well as its derivative to share the same fixed point and to avoid the need to execute the computation double.

Parameters

paramsnumpy.ndarray

see Cost parameters

trans_matnumpy.ndarray

see Transition matrix

obs_costsnumpy.ndarray

see Observed costs

disc_facnumpy.float

see Discount factor

Returns

evnumpy.ndarray

see Expected value of maintenance