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OpenSourceEconomics / grmpy

Python package for the simulation and estimation of generalized Roy model
http://grmpy.readthedocs.io
MIT License
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NUMPY Criterion #40

Closed peisenha closed 7 years ago

peisenha commented 7 years ago

Please implement version of the likelihood function that relies on NUMPY and avoids the time consuming loop. As a suggestions, set up a unit test that compares your slow version against a fast version for random initialization files.

SeBecker commented 7 years ago

I updated the likelihood function in estimate_auxiliary.py. I works much faster now, but I am not sure if it comes up with your expectations. Let me know what you think of it.

peisenha commented 7 years ago

Looks very good from a performance point of view. If you also added a unit tests for the two implementations, then go ahead and close this issue for now.