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menu and Rust default is Mileage
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@ferrall
ferrall committed Mar 20, 2023
1 parent fe1fd61 commit 33b4b1b
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10 changes: 3 additions & 7 deletions examples/BHHH-IterStart-ZurcherMLE.optobj
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@@ -1,11 +1,7 @@
"DataObjective"
"ZurcherMLE"
-3319.3074926899089
<0.39958061229048819;
0.58760484893183795;
0.012814538777673912;
7.6538000000000004;
71.513300000000001 >
-3319.3074926899085
<0.3995806122904882;0.587604848931838;0.012814538777673912;7.6538;71.5133>
-------Human Readable Parameter Summary-------
000 1 0.399581 "th3_0 " "Bounded " 0 0 0.399581
001 1 0.587605 "th3_1 " "Bounded " 1 1 0.587605
Expand All @@ -18,4 +14,4 @@
Hessian .NaN

--------------------
Created by Objective::Save(). 9-02-2022. 14:45:32
Created by Objective::Save(). 20-03-2023. 16:58:33
28 changes: 9 additions & 19 deletions examples/DataObjective.ZurcherMLE.optobj
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@@ -1,27 +1,17 @@
"DataObjective"
"ZurcherMLE"
-3145.1097083320728
<0.39445479965783881;
0.59273066167461874;
0.012814538667542452;
10.074999999999999;
2.2930000000000001 >
-3319.3074926899085
<0.3995806122904882;0.587604848931838;0.012814538777673912;7.6418046764563154;71.62150522080614>
-------Human Readable Parameter Summary-------
000 1 0.394455 "th3_0 " "Bounded " 0 0 0.975627
001 1 0.592731 "th3_1 " "Bounded " 1 1 0.998578
000 0 0.399581 "th3_0 " "Bounded " -- -1 .NaN
001 0 0.587605 "th3_1 " "Bounded " -- -1 .NaN
002 0 0.012815 "th3End " "Determined " -- -1 .NaN
003 0 10.075000 "RC " "Positive " -- -1 .NaN
004 0 2.293000 "th1 " "Positive " -- -1 .NaN
003 1 7.641805 "RC " "Positive " 0 3 0.999229
004 1 71.621505 "th1 " "Positive " 1 4 1.00035

------------

th3_0 th3_1
Gradient 0.0060262 0.0023366

Hessian
th3_0 th3_1
th3_0 -197.88 0.0046679
th3_1 0.0046679 -793.70
.NaN
Hessian .NaN

--------------------
Created by Objective::Save(). 23-02-2022. 18:54:46
Created by Objective::Save(). 20-03-2023. 16:58:31
362 changes: 181 additions & 181 deletions examples/Emet_87_Figure_3.txt
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16 changes: 6 additions & 10 deletions examples/NelderMead-IterStart-ZurcherMLE.optobj
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@@ -1,21 +1,17 @@
"DataObjective"
"ZurcherMLE"
-.Inf
<0.39445479965783881;
0.59273066167461874;
0.012814538667542452;
10.074999999999999;
2.2930000000000001 >
<0.3995806122904882;0.587604848931838;0.012814538777673912;7.6538;71.5133>
-------Human Readable Parameter Summary-------
000 0 0.394455 "th3_0 " "Bounded " -- -1 .NaN
001 0 0.592731 "th3_1 " "Bounded " -- -1 .NaN
000 0 0.399581 "th3_0 " "Bounded " -- -1 .NaN
001 0 0.587605 "th3_1 " "Bounded " -- -1 .NaN
002 0 0.012815 "th3End " "Determined " -- -1 .NaN
003 1 10.075000 "RC " "Positive " 0 3 1
004 1 2.293000 "th1 " "Positive " 1 4 1
003 1 7.653800 "RC " "Positive " 0 3 1
004 1 71.513300 "th1 " "Positive " 1 4 1

------------
.NaN
Hessian .NaN

--------------------
Created by Objective::Save(). 23-02-2022. 18:54:47
Created by Objective::Save(). 20-03-2023. 16:58:19
12 changes: 4 additions & 8 deletions examples/Newton-IterStart-ZurcherMLE.optobj
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@@ -1,21 +1,17 @@
"DataObjective"
"ZurcherMLE"
.NaN
<0.39190000000000003;
0.59530000000000005;
0.012799999999999923;
10.074999999999999;
2.2930000000000001 >
<0.3919;0.5953;0.012799999999999923;7.6538;71.5133>
-------Human Readable Parameter Summary-------
000 1 0.391900 "th3_0 " "Bounded " 0 0 1
001 1 0.595300 "th3_1 " "Bounded " 1 1 1
002 0 0.012800 "th3End " "Determined " -- -1 .NaN
003 0 10.075000 "RC " "Positive " -- -1 .NaN
004 0 2.293000 "th1 " "Positive " -- -1 .NaN
003 0 7.653800 "RC " "Positive " -- -1 .NaN
004 0 71.513300 "th1 " "Positive " -- -1 .NaN

------------
.NaN
Hessian .NaN

--------------------
Created by Objective::Save(). 23-02-2022. 18:54:42
Created by Objective::Save(). 20-03-2023. 16:58:15
257 changes: 257 additions & 0 deletions examples/Rust1987_estimation_Call_1.txt
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Output of Rust1987 estimationwith parameters
[0] = 1
[1] = 0
[2] = 1
[3] = 0

---------------------------
DP::Intialize is complete. Action and State spaces are empty.
Log file name is: logs/DP-DDP.log
-------------------- DP Model Summary ------------------------
0. USER BELLMAN CLASS
EZ | Rust | Exteme Value | Bellman
1. CLOCK
1. Ergodic
2. STATE VARIABLES
|eps |eta |theta -clock |gamma
s11 s21 x t t' r f
s.N 1 1 90 1 1 1 1


Transition Categories (not counting placeholders and variables with N=1)
NonRandom Random Coevolving Augmented Timing Invariant
#Vars 0 1 0 0 0 0

3. SIZE OF SPACES

Number of Points
Exogenous(Epsilon) 1
SemiExogenous(Eta) 1
Endogenous(Theta_t) 90
Times 1
EV()Iterating 90
ChoiceProb.track 90
Random Groups 1
Dynamic Random Groups 1
Fixed Groups 1
Total Groups(Gamma) 1
Total Untrimmed 90

4. ACTION VARIABLES
Number of Distinct action vectors: 2
a
a.N 2


5. TRIMMING AND SUBSAMPLING OF THE ENDOGENOUS STATE SPACE (Theta)
N
TotalReachable 90
Terminal 0
Approximated 0
Index of first state by t (t=0..T-1)
0 89


6. FEASIBLE ACTION SETS

i [a] A[0]
---------------------------
000 (0) X
001 (1) X
#States 90
--------------------------
Key: X = row vector is feasible. - = infeasible

-------------------- End of Model Summary ------------------------
Phase :Initializing Increment: 0.00. Cumulative: 0.00
Original parameters,log-like and SEs
[0] = 10.075
[1] = 2.293
[2] =
0.39190 0.59530 0.012800
[3] = -3304.16
[4] =
1.5820
0.63900
0.0075000
0.0075000
Two-Stage Estimation.

Transition Parameters (stage 0 and 2):
th3

Utility Parameters (stage 1 and 2):
RC th1 Stage set to: 2, all parameters variable
Parameter RC DoNotVary=1
Parameter th1 DoNotVary=1
Parameter th3_0 DoNotVary=0
Parameter th3_1 DoNotVary=0
Toggling Outcome::OnlyTransitions. Now equals: 1
Stage 0: Only Transition parameters vary
Path like type counts
CCP IIDPartObs
37 0 0

-3154.36638778*


Report of Gradient Starting on ZurcherMLE

Obj= -3154.36653260
Free Parameters
index free stderr
th3_0 0 1.00000000000 0.0711762380782
th3_1 1 1.00000000000 0.0357411869241
Actual Parameters
Value
th3_0 0.391900000000
th3_1 0.595300000000
th3End 0.0128000000000
RC 10.0750000000
th1 2.29300000000
-3153.83116963*
-3153.83116939*
-3153.83116916*
1. f=-3153.83 deltaX: 0.0734634 deltaG: 0.0548419


Report of Gradient Iteration on ZurcherMLE

Obj= -3153.83116963
Free Parameters
index free stderr
th3_0 0 0.926630219469 0.0709360189637
th3_1 1 0.996292211262 0.0354974878463
Actual Parameters
Value
th3_0 0.399607954620
th3_1 0.587576954950
th3End 0.0128150904291
RC 10.0750000000
th1 2.29300000000
-3153.83116272*

Finished: 5:STRONG
th3_0 th3_1
Free Vector 0.92689 0.99632
Gradient -5.3155e-06 6.8892e-07
Std.Error 0.070930 0.035499

Take care interpreting SE for Quasi-Newton algorithms


Report of Iteration Done on ZurcherMLE

Obj= -3153.83116272
Free Parameters
index free stderr
th3_0 0 0.926889624245 0.0709303630820
th3_1 1 0.996315786436 0.0354986352151
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
Parameter RC DoNotVary=0
Parameter th1 DoNotVary=0
Parameter th3_0 DoNotVary=1
Parameter th3_1 DoNotVary=1
Toggling Outcome::OnlyTransitions. Now equals: 0
Stage 1: Only Utility parameters vary; objective reset to -Inf.
-3317.41691186*
-3317.41549590*
-3317.41431394*
-3317.41431348*
-3317.41380344*
-3317.41379607*
-3317.41379062*
-3317.41377760*
-3317.41377399*
-3317.41377337*
-3317.41377310*
-3317.41377290*
-3317.41377278*
-3317.41377275*
-3317.41377273*
-3317.41377273*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377272*
-3317.41377271*

New Old
-3317.4137727092 -3317.4137727216
1.0005986899 1.0005986899
0.9936575245 0.9936575245

Parameter RC DoNotVary=0
Parameter th1 DoNotVary=0
Parameter th3_0 DoNotVary=0
Parameter th3_1 DoNotVary=0
Stage 2: All parameters vary
New OPG Hessian
th3_0 th3_1 RC th1
th3_0 -6.2505e+05
th3_1 -5.8345e+05 -5.5610e+05
RC -9.5706 -40.747 -3.3152
th1 349.59 397.81 7.8114 -20.878


Report of Gradient Starting on ZurcherMLE

Obj= -3317.41377272
Free Parameters
index free
th3_0 0 0.399580612290
th3_1 1 0.587604848932
RC 3 10.0750000000
th1 4 2.29300000000
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
New OPG Hessian
th3_0 th3_1 RC th1
th3_0 -6.2505e+05
th3_1 -5.8345e+05 -5.5610e+05
RC -9.5706 -40.747 -3.3152
th1 349.59 397.81 7.8114 -20.878

Finished: 3:WEAK
th3_0 th3_1 RC th1
Free Vector 0.39958 0.58760 10.075 2.2930
Gradient -0.78882 -0.38892 0.14136 -0.35732
Std.Error 0.0089367 0.0094639 1.6512 0.65936

Take care interpreting SE for Quasi-Newton algorithms


Report of Iteration Done on ZurcherMLE

Obj= -3317.41377272
Free Parameters
index free stderr
th3_0 0 0.399580612290 0.00893674370017
th3_1 1 0.587604848932 0.00946385814745
RC 3 10.0750000000 1.65121304967
th1 4 2.29300000000 0.659360128043
Actual Parameters
Value
th3_0 0.399580612290
th3_1 0.587604848932
th3End 0.0128145387777
RC 10.0750000000
th1 2.29300000000
... finished.
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