ruspy.model_code.fix_point_alg.frechnet_dev

ruspy.model_code.fix_point_alg.frechnet_dev(ev, trans_mat, obs_costs, disc_fac)

Calculating the Frechnet derivative of the contraction mapping.

Parameters

evnumpy.ndarray

see Expected value of maintenance

trans_matnumpy.ndarray

see Transition matrix

obs_costsnumpy.ndarray

see Observed costs

disc_facnumpy.float

see Discount factor

Returns

t_primenumpy.ndarray

A num_states x num_states matrix containing the frechnet derivative of the contraction mapping. For details see Rust (2000).