ruspy.model_code.fix_point_alg

Functions

calc_fixp(trans_mat, obs_costs, disc_fac[, ...])

Calculating the expected value of maintenance fixed point with the polyalgorithm proposed by Rust (1987) and Rust (2000).

contr_op_dev_wrt_params(trans_mat, ...)

Calculating the derivative of the contraction mapping with respect to one particular maintenance cost parameter.

contr_op_dev_wrt_rc(trans_mat, maint_choice_prob)

Calculating the derivative of the contraction mapping with respect to the replacement costs

contraction_iteration(ev, trans_mat, ...)

Calculating one iteration of the contraction mapping.

frechnet_dev(ev, trans_mat, obs_costs, disc_fac)

Calculating the Frechnet derivative of the contraction mapping.

kantorovich_step(ev, trans_mat, obs_costs, ...)

Calculating one Newton-Kantorovich step for approximating the fix-point.

solve_equ_system_fixp(fixp_vector, ev, ...)

Solving the multiple used equation system, deviated from the implicit function theorem