Roadmap

Features

General

General discrete state and action spaces
Model, data, algorithm separation of concerns

Infinite Horizon NFXP Model

Fit the model to a dataset
Simulate data from a fitted model
OPG confidence interval calculation on a fitted model

Possible Additions

Support General Transitions

Add function based transitions

Finited Horizon NFXP Model

Add support for temporal transition

Support Counterfactual Policy Queries

Add methods to support comparing models

Confidence Interval

Parametric bootstrap
Resampling bootstrap

Model Fit Statistics

Cross-validation

Extend Random Utility Model

Hyperbolic discounting

Implement Additional Estimators

Nested Pseudo Likelihood
Mathematical Program with Equilibrium Constraints (MPEC)
Expectation Maximization (to account for across individual heterogeneity)

Hypothesis Testing

LR, Wald, Lagrange multiplier tests