ruspy.estimation.mpec.mpec_loglike_cost_params_derivative¶
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ruspy.estimation.mpec.
mpec_loglike_cost_params_derivative
(maint_func, maint_func_dev, num_states, num_params, disc_fac, scale, decision_mat, state_mat, mpec_params)[source]¶ Computing the analytical gradient of the objective function for MPEC.
- Parameters
- maint_func: func
- maint_func_dev: func
- num_states
python:int
The size of the state space.
- num_params
python:int
Length of cost parameter vector.
- disc_fac
numpy.float
see Discount factor
- scale
numpy.float
see Scale
- decision_mat
numpy.array
see Decision Matrix
- state_mat
numpy.array
see State matrix
- mpec_params
numpy.array
see MPEC
- Returns
- gradient
numpy.array
Vector that holds the derivative of the negative log likelihood function to the parameters.
- gradient