ruspy.estimation.estimation.estimate_mpec_nlopt¶
-
ruspy.estimation.estimation.
estimate_mpec_nlopt
(disc_fac, num_states, maint_func, maint_func_dev, num_params, scale, decision_mat, trans_mat, state_mat, optimizer_options, transition_results)[source]¶ Estimation function of Mathematical Programming with Equilibrium Constraints (MPEC) in ruspy.
- Parameters
- disc_fac
numpy.float
see Discount factor
- num_states
python:int
The size of the state space.
- maint_func: func
see :ref: maint_func
- maint_func_dev: func
see :ref: maint_func_dev
- num_params
python:int
The number of parameters to be estimated.
- scale
numpy.float
see Scale
- decision_mat
numpy.array
see Decision Matrix
- trans_mat
numpy.array
- state_mat
numpy.array
see State matrix
- optimizer_options
python:dict
The options chosen for the optimization algorithm in the initialization dictionairy.
- transition_results
python:dict
The results from
estimate_transitions
.
- disc_fac
- Returns
- transition_results
dictionary
- mpec_cost_parameters
dictionary
- transition_results