ruspy.estimation.estimation.estimate_mpec_ipopt

ruspy.estimation.estimation.estimate_mpec_ipopt(disc_fac, num_states, maint_func, maint_func_dev, num_params, scale, decision_mat, trans_mat, state_mat, optimizer_options, transition_results)

Estimation function of Mathematical Programming with Equilibrium Constraints (MPEC) in ruspy.

Parameters

disc_facnumpy.float

see Discount factor

num_statespython:int

The size of the state space.

maint_func: func

see :ref: maint_func

maint_func_dev: func

see :ref: maint_func_dev

num_paramspython:int

The number of parameters to be estimated.

scalenumpy.float

see Scale

decision_matnumpy.array

see Decision Matrix

trans_matnumpy.array

see Transition matrix

state_matnumpy.array

see State matrix

optimizer_optionspython:dict

The options chosen for the optimization algorithm in the initialization dictionairy.

transition_resultspython:dict

The results from estimate_transitions.

Returns

transition_resultsdictionary

see Transition results

mpec_cost_parametersdictionary

see Cost parameters results