ruspy.estimation.mpec.mpec_constraint_derivative

ruspy.estimation.mpec.mpec_constraint_derivative(maint_func, maint_func_dev, num_states, num_params, disc_fac, scale, trans_mat, mpec_params)

Calculating the analytical Jacobian of the MPEC constraint.

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.

num_paramspython:int

Length of cost parameter vector.

disc_facnumpy.float

see Discount factor

scalenumpy.float

see Scale

trans_matnumpy.array

see Transition matrix

mpec_paramsnumpy.array

see MPEC

Returns

jacobiannumpy.array

Jacobian of the MPEC constraint.