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OpenSourceEconomics / ruspy

Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)
http://ruspy.readthedocs.io
MIT License
22 stars 8 forks source link

analytical derivatives #28

Closed peisenha closed 4 years ago

peisenha commented 5 years ago

Analytical derivatives are available, please incorporate to speed up and increase precision of outer loop.