ruspy.estimation.nfxp.loglike_cost_params

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

sums the individual negative log likelihood contributions for algorithms such as the L-BFGS-B.

Parameters

paramsnumpy.ndarray

see Cost parameters

maint_func: func

see Maintenance cost function

maint_func_dev: func

see Maintenance cost function

num_statespython:int

The size of the state space.

trans_matnumpy.ndarray

see Transition matrix

state_matnumpy.ndarray

see State matrix

decision_matnumpy.ndarray

see Decision Matrix

disc_facnumpy.float

see Discount factor

scalenumpy.float

see Scale

alg_detailspython:dict

see :ref: alg_details

Returns

log_like_sumpython:float

The negative log likelihood based on the data.