ruspy.model_code.fix_point_alg.frechnet_dev
- ruspy.model_code.fix_point_alg.frechnet_dev(ev, trans_mat, obs_costs, disc_fac)[source]
Calculating the Frechnet derivative of the contraction mapping.
- Parameters
- ev
numpy.ndarray
- trans_mat
numpy.ndarray
- obs_costs
numpy.ndarray
see Observed costs
- disc_fac
numpy.float
see Discount factor
- ev
- Returns
- t_prime
numpy.ndarray
A num_states x num_states matrix containing the frechnet derivative of the contraction mapping. For details see Rust (2000).
- t_prime