From 0dd6a4e91ca871d749c7831000be51bd51856f39 Mon Sep 17 00:00:00 2001 From: Jeff Gortmaker Date: Sat, 27 Apr 2019 11:25:24 -0400 Subject: [PATCH] REL: version bump --- .../notebooks/api/build_blp_instruments.ipynb | 2 +- .../build_differentiation_instruments.ipynb | 22 ++-- docs/notebooks/api/build_id_data.ipynb | 10 +- docs/notebooks/api/build_integration.ipynb | 14 +-- docs/notebooks/api/build_matrix.ipynb | 56 +++++----- docs/notebooks/api/build_ownership.ipynb | 2 +- docs/notebooks/api/data.ipynb | 30 +++--- docs/notebooks/api/formulation.ipynb | 2 +- docs/notebooks/api/integration.ipynb | 6 +- docs/notebooks/api/iteration.ipynb | 4 +- docs/notebooks/api/optimization.ipynb | 12 +-- docs/notebooks/api/parallel.ipynb | 4 +- docs/notebooks/tutorial/blp.ipynb | 42 ++++---- docs/notebooks/tutorial/logit_nested.ipynb | 52 ++++----- docs/notebooks/tutorial/nevo.ipynb | 82 +++++++------- docs/notebooks/tutorial/post_estimation.ipynb | 102 +++++++++--------- docs/notebooks/tutorial/simulation.ipynb | 6 +- docs/versions.rst | 11 ++ pyblp/version.py | 2 +- 19 files changed, 233 insertions(+), 228 deletions(-) diff --git a/docs/notebooks/api/build_blp_instruments.ipynb b/docs/notebooks/api/build_blp_instruments.ipynb index 550ef09..2ba1943 100644 --- a/docs/notebooks/api/build_blp_instruments.ipynb +++ b/docs/notebooks/api/build_blp_instruments.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, diff --git a/docs/notebooks/api/build_differentiation_instruments.ipynb b/docs/notebooks/api/build_differentiation_instruments.ipynb index 43315e5..a9c5794 100644 --- a/docs/notebooks/api/build_differentiation_instruments.ipynb +++ b/docs/notebooks/api/build_differentiation_instruments.ipynb @@ -9,16 +9,16 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, - "execution_count": 2, + "execution_count": 1, "metadata": {}, "output_type": "execute_result" } @@ -39,7 +39,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 2, "metadata": {}, "outputs": [ { @@ -48,7 +48,7 @@ "hpwt + air + mpd + space" ] }, - "execution_count": 3, + "execution_count": 2, "metadata": {}, "output_type": "execute_result" } @@ -60,7 +60,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 3, "metadata": {}, "outputs": [ { @@ -272,7 +272,7 @@ "[5 rows x 25 columns]" ] }, - "execution_count": 4, + "execution_count": 3, "metadata": {}, "output_type": "execute_result" } @@ -293,7 +293,7 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": 4, "metadata": {}, "outputs": [ { @@ -302,7 +302,7 @@ "(2217, 8)" ] }, - "execution_count": 5, + "execution_count": 4, "metadata": {}, "output_type": "execute_result" } @@ -324,7 +324,7 @@ }, { "cell_type": "code", - "execution_count": 7, + "execution_count": 5, "metadata": {}, "outputs": [ { @@ -333,7 +333,7 @@ "(2217, 8)" ] }, - "execution_count": 7, + "execution_count": 5, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/api/build_id_data.ipynb b/docs/notebooks/api/build_id_data.ipynb index 8d3da9e..5a49a9e 100644 --- a/docs/notebooks/api/build_id_data.ipynb +++ b/docs/notebooks/api/build_id_data.ipynb @@ -9,16 +9,16 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, - "execution_count": 3, + "execution_count": 1, "metadata": {}, "output_type": "execute_result" } @@ -40,7 +40,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 2, "metadata": {}, "outputs": [ { @@ -59,7 +59,7 @@ " dtype=[('market_ids', 'O', (1,)), ('firm_ids', 'O', (1,))])" ] }, - "execution_count": 4, + "execution_count": 2, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/api/build_integration.ipynb b/docs/notebooks/api/build_integration.ipynb index e147e1f..5bf5f22 100644 --- a/docs/notebooks/api/build_integration.ipynb +++ b/docs/notebooks/api/build_integration.ipynb @@ -9,16 +9,16 @@ }, { "cell_type": "code", - "execution_count": 1, + "execution_count": 5, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, - "execution_count": 1, + "execution_count": 5, "metadata": {}, "output_type": "execute_result" } @@ -38,7 +38,7 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 6, "metadata": {}, "outputs": [ { @@ -47,7 +47,7 @@ "Configured to construct nodes and weights in a sparse grid according to the level-5 Gauss-Hermite rule." ] }, - "execution_count": 2, + "execution_count": 6, "metadata": {}, "output_type": "execute_result" } @@ -66,7 +66,7 @@ }, { "cell_type": "code", - "execution_count": 6, + "execution_count": 7, "metadata": {}, "outputs": [ { @@ -75,7 +75,7 @@ "(53, 2)" ] }, - "execution_count": 6, + "execution_count": 7, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/api/build_matrix.ipynb b/docs/notebooks/api/build_matrix.ipynb index aeb6540..547b46a 100644 --- a/docs/notebooks/api/build_matrix.ipynb +++ b/docs/notebooks/api/build_matrix.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -39,7 +39,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 2, "metadata": {}, "outputs": [ { @@ -48,7 +48,7 @@ "1 + prices + shares" ] }, - "execution_count": 3, + "execution_count": 2, "metadata": {}, "output_type": "execute_result" } @@ -60,7 +60,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 3, "metadata": {}, "outputs": [ { @@ -88,12 +88,12 @@ " city_ids\n", " quarter\n", " product_ids\n", - " firm_ids0\n", - " firm_ids1\n", + " firm_ids\n", " brand_ids\n", " shares\n", " prices\n", " sugar\n", + " mushy\n", " ...\n", " demand_instruments10\n", " demand_instruments11\n", @@ -115,11 +115,11 @@ " 1\n", " F1B04\n", " 1\n", - " 1\n", " 4\n", " 0.012417\n", " 0.072088\n", " 2\n", + " 1\n", " ...\n", " 2.116358\n", " -0.154708\n", @@ -139,11 +139,11 @@ " 1\n", " F1B06\n", " 1\n", - " 1\n", " 6\n", " 0.007809\n", " 0.114178\n", " 18\n", + " 1\n", " ...\n", " -7.374091\n", " -0.576412\n", @@ -163,11 +163,11 @@ " 1\n", " F1B07\n", " 1\n", - " 1\n", " 7\n", " 0.012995\n", " 0.132391\n", " 4\n", + " 1\n", " ...\n", " 2.187872\n", " -0.207346\n", @@ -187,11 +187,11 @@ " 1\n", " F1B09\n", " 1\n", - " 1\n", " 9\n", " 0.005770\n", " 0.130344\n", " 3\n", + " 0\n", " ...\n", " 2.704576\n", " 0.040748\n", @@ -211,11 +211,11 @@ " 1\n", " F1B11\n", " 1\n", - " 1\n", " 11\n", " 0.017934\n", " 0.154823\n", " 12\n", + " 0\n", " ...\n", " 1.261242\n", " 0.034836\n", @@ -230,23 +230,23 @@ " \n", " \n", "\n", - "

5 rows × 31 columns

\n", + "

5 rows × 30 columns

\n", "" ], "text/plain": [ - " market_ids city_ids quarter product_ids firm_ids0 firm_ids1 brand_ids \\\n", - "0 C01Q1 1 1 F1B04 1 1 4 \n", - "1 C01Q1 1 1 F1B06 1 1 6 \n", - "2 C01Q1 1 1 F1B07 1 1 7 \n", - "3 C01Q1 1 1 F1B09 1 1 9 \n", - "4 C01Q1 1 1 F1B11 1 1 11 \n", + " market_ids city_ids quarter product_ids firm_ids brand_ids shares \\\n", + "0 C01Q1 1 1 F1B04 1 4 0.012417 \n", + "1 C01Q1 1 1 F1B06 1 6 0.007809 \n", + "2 C01Q1 1 1 F1B07 1 7 0.012995 \n", + "3 C01Q1 1 1 F1B09 1 9 0.005770 \n", + "4 C01Q1 1 1 F1B11 1 11 0.017934 \n", "\n", - " shares prices sugar ... demand_instruments10 \\\n", - "0 0.012417 0.072088 2 ... 2.116358 \n", - "1 0.007809 0.114178 18 ... -7.374091 \n", - "2 0.012995 0.132391 4 ... 2.187872 \n", - "3 0.005770 0.130344 3 ... 2.704576 \n", - "4 0.017934 0.154823 12 ... 1.261242 \n", + " prices sugar mushy ... demand_instruments10 \\\n", + "0 0.072088 2 1 ... 2.116358 \n", + "1 0.114178 18 1 ... -7.374091 \n", + "2 0.132391 4 1 ... 2.187872 \n", + "3 0.130344 3 0 ... 2.704576 \n", + "4 0.154823 12 0 ... 1.261242 \n", "\n", " demand_instruments11 demand_instruments12 demand_instruments13 \\\n", "0 -0.154708 -0.005796 0.014538 \n", @@ -269,10 +269,10 @@ "3 0.101777 0.110741 0.104332 \n", "4 0.125169 0.133464 0.121111 \n", "\n", - "[5 rows x 31 columns]" + "[5 rows x 30 columns]" ] }, - "execution_count": 4, + "execution_count": 3, "metadata": {}, "output_type": "execute_result" } @@ -284,7 +284,7 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": 4, "metadata": {}, "outputs": [ { @@ -299,7 +299,7 @@ " [1. , 0.12755747, 0.02620832]])" ] }, - "execution_count": 5, + "execution_count": 4, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/api/build_ownership.ipynb b/docs/notebooks/api/build_ownership.ipynb index 1fec0e8..cd287b9 100644 --- a/docs/notebooks/api/build_ownership.ipynb +++ b/docs/notebooks/api/build_ownership.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, diff --git a/docs/notebooks/api/data.ipynb b/docs/notebooks/api/data.ipynb index e4b3e9a..45ca5dc 100644 --- a/docs/notebooks/api/data.ipynb +++ b/docs/notebooks/api/data.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -328,7 +328,6 @@ " nodes2\n", " nodes3\n", " nodes4\n", - " nodes5\n", " income\n", " \n", " \n", @@ -338,7 +337,6 @@ " 1971\n", " 0.005\n", " 0.548814\n", - " 0.292642\n", " 0.457760\n", " 0.564690\n", " 0.395537\n", @@ -350,7 +348,6 @@ " 1971\n", " 0.005\n", " 0.715189\n", - " 0.566518\n", " 0.376918\n", " 0.839746\n", " 0.844017\n", @@ -362,7 +359,6 @@ " 1971\n", " 0.005\n", " 0.602763\n", - " 0.137414\n", " 0.702335\n", " 0.376884\n", " 0.150442\n", @@ -374,7 +370,6 @@ " 1971\n", " 0.005\n", " 0.544883\n", - " 0.349712\n", " 0.207324\n", " 0.499676\n", " 0.306309\n", @@ -386,7 +381,6 @@ " 1971\n", " 0.005\n", " 0.423655\n", - " 0.053216\n", " 0.074280\n", " 0.081302\n", " 0.094570\n", @@ -399,18 +393,18 @@ ], "text/plain": [ " market_ids weights nodes0 nodes1 nodes2 nodes3 nodes4 \\\n", - "0 1971 0.005 0.548814 0.292642 0.457760 0.564690 0.395537 \n", - "1 1971 0.005 0.715189 0.566518 0.376918 0.839746 0.844017 \n", - "2 1971 0.005 0.602763 0.137414 0.702335 0.376884 0.150442 \n", - "3 1971 0.005 0.544883 0.349712 0.207324 0.499676 0.306309 \n", - "4 1971 0.005 0.423655 0.053216 0.074280 0.081302 0.094570 \n", + "0 1971 0.005 0.548814 0.457760 0.564690 0.395537 0.392173 \n", + "1 1971 0.005 0.715189 0.376918 0.839746 0.844017 0.041157 \n", + "2 1971 0.005 0.602763 0.702335 0.376884 0.150442 0.923301 \n", + "3 1971 0.005 0.544883 0.207324 0.499676 0.306309 0.406235 \n", + "4 1971 0.005 0.423655 0.074280 0.081302 0.094570 0.944282 \n", "\n", - " nodes5 income \n", - "0 0.392173 9.728478 \n", - "1 0.041157 7.908957 \n", - "2 0.923301 11.079404 \n", - "3 0.406235 17.641671 \n", - "4 0.944282 12.423995 " + " income \n", + "0 9.728478 \n", + "1 7.908957 \n", + "2 11.079404 \n", + "3 17.641671 \n", + "4 12.423995 " ] }, "execution_count": 5, diff --git a/docs/notebooks/api/formulation.ipynb b/docs/notebooks/api/formulation.ipynb index 517ab1b..7fe7739 100644 --- a/docs/notebooks/api/formulation.ipynb +++ b/docs/notebooks/api/formulation.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, diff --git a/docs/notebooks/api/integration.ipynb b/docs/notebooks/api/integration.ipynb index b91d56b..702b41e 100644 --- a/docs/notebooks/api/integration.ipynb +++ b/docs/notebooks/api/integration.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -66,7 +66,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 3, "metadata": {}, "outputs": [ { @@ -75,7 +75,7 @@ "Configured to construct nodes and weights in a sparse grid according to the level-7 Gauss-Hermite rule." ] }, - "execution_count": 4, + "execution_count": 3, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/api/iteration.ipynb b/docs/notebooks/api/iteration.ipynb index 5fea597..6c56b23 100644 --- a/docs/notebooks/api/iteration.ipynb +++ b/docs/notebooks/api/iteration.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -45,7 +45,7 @@ { "data": { "text/plain": [ - "Configured to iterate using the SQUAREM acceleration method without analytic Jacobians with options {atol: +1.000000000E-14, rtol: 0, max_evaluations: 5000, norm: numpy.linalg.linalg.norm, scheme: 1, step_min: +1.000000000E+00, step_max: +1.000000000E+00, step_factor: +4.000000000E+00}." + "Configured to iterate using the SQUAREM acceleration method without analytic Jacobians with options {atol: +1.000000000E-14, rtol: 0, max_evaluations: 5000, norm: numpy.linalg.norm, scheme: 1, step_min: +1.000000000E+00, step_max: +1.000000000E+00, step_factor: +4.000000000E+00}." ] }, "execution_count": 2, diff --git a/docs/notebooks/api/optimization.ipynb b/docs/notebooks/api/optimization.ipynb index d19b764..bec8cc5 100644 --- a/docs/notebooks/api/optimization.ipynb +++ b/docs/notebooks/api/optimization.ipynb @@ -9,16 +9,16 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, - "execution_count": 2, + "execution_count": 1, "metadata": {}, "output_type": "execute_result" } @@ -39,7 +39,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 2, "metadata": {}, "outputs": [ { @@ -48,7 +48,7 @@ "Configured to optimize using the L-BFGS-B algorithm implemented in SciPy with analytic gradients and options {gtol: +1.000000000E-03}." ] }, - "execution_count": 3, + "execution_count": 2, "metadata": {}, "output_type": "execute_result" } @@ -67,7 +67,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 3, "metadata": {}, "outputs": [], "source": [ diff --git a/docs/notebooks/api/parallel.ipynb b/docs/notebooks/api/parallel.ipynb index 231874a..62106d9 100644 --- a/docs/notebooks/api/parallel.ipynb +++ b/docs/notebooks/api/parallel.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -91,7 +91,7 @@ "Starting a pool of 2 processes ...\n", "Started the process pool after 00:00:00.\n", "Computing elasticities with respect to prices ...\n", - "Finished after 00:00:01.\n", + "Finished after 00:00:03.\n", "\n", "Terminating the pool of 2 processes ...\n", "Terminated the process pool after 00:00:00.\n" diff --git a/docs/notebooks/tutorial/blp.ipynb b/docs/notebooks/tutorial/blp.ipynb index 4195031..7760026 100644 --- a/docs/notebooks/tutorial/blp.ipynb +++ b/docs/notebooks/tutorial/blp.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -501,9 +501,9 @@ "text/plain": [ "Dimensions:\n", "=======================================================\n", - " N T F I K1 K2 K3 D MD MS \n", - "---- --- --- ---- ---- ---- ---- --- ---- ----\n", - "2217 20 26 4000 5 6 6 1 11 12 \n", + " T N F I K1 K2 K3 D MD MS \n", + "--- ---- --- ---- ---- ---- ---- --- ---- ----\n", + "20 2217 26 4000 5 6 6 1 11 12 \n", "=======================================================\n", "\n", "Formulations:\n", @@ -576,7 +576,7 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 7, "metadata": {}, "outputs": [], "source": [ @@ -617,46 +617,46 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian Marginal\n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue Costs \n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ---------- --------\n", - " 00:07:44 2 54 83 306172 920389 +2.1E+05 +1.7E+03 +1.1E+02 +2.5E+04 0 \n", + " 00:31:03 2 39 49 72322 217903 +2.1E+05 +2.8E+03 +1.8E+02 +1.8E+04 0 \n", "==================================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs Adjusted for 999 Clusters in Parentheses):\n", "=====================================================================================================\n", "Sigma: 1 prices hpwt air mpd space | Pi: 1/income \n", "------ ---------- ---------- ---------- ---------- ---------- ---------- | ------ ----------\n", - " 1 +8.6E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | 1 +0.0E+00 \n", - " (+6.3E+00) | \n", + " 1 +1.2E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | 1 +0.0E+00 \n", + " (+2.1E+00) | \n", " | \n", - "prices +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | prices -1.5E+01 \n", - " | (+8.2E+00)\n", + "prices +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | prices -1.2E+01 \n", + " | (+4.8E+00)\n", " | \n", - " hpwt +2.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | hpwt +0.0E+00 \n", - " (+1.7E+01) | \n", + " hpwt +0.0E+00 +0.0E+00 +0.0E+00 +0.0E+00 | hpwt +0.0E+00 \n", + " (+1.0E+01) | \n", " | \n", " air +0.0E+00 +0.0E+00 +0.0E+00 | air +0.0E+00 \n", - " (+3.9E+00) | \n", + " (+2.6E+00) | \n", " | \n", - " mpd +4.7E+00 +0.0E+00 | mpd +0.0E+00 \n", - " (+3.0E+00) | \n", + " mpd +2.6E+00 +0.0E+00 | mpd +0.0E+00 \n", + " (+1.4E+00) | \n", " | \n", - "space +3.4E+00 | space +0.0E+00 \n", - " (+2.3E+00) | \n", + "space +1.1E+00 | space +0.0E+00 \n", + " (+1.9E+00) | \n", "=====================================================================================================\n", "\n", "Beta Estimates (Robust SEs Adjusted for 999 Clusters in Parentheses):\n", "==========================================================\n", " 1 hpwt air mpd space \n", "---------- ---------- ---------- ---------- ----------\n", - " -1.1E+01 +6.0E+00 +3.5E+00 -4.2E+00 +2.1E-01 \n", - "(+3.1E+00) (+5.0E+00) (+1.5E+00) (+3.0E+00) (+1.7E+00)\n", + " -7.6E+00 +4.8E+00 +2.6E+00 -2.2E+00 +1.8E+00 \n", + "(+1.2E+00) (+2.7E+00) (+1.4E+00) (+1.5E+00) (+1.3E+00)\n", "==========================================================\n", "\n", "Gamma Estimates (Robust SEs Adjusted for 999 Clusters in Parentheses):\n", "======================================================================\n", " 1 log(hpwt) air log(mpg) log(space) trend \n", "---------- ---------- ---------- ---------- ---------- ----------\n", - " +2.5E+00 +6.3E-01 +8.3E-01 -3.8E-01 +1.5E-01 +1.3E-02 \n", - "(+1.5E-01) (+1.2E-01) (+7.1E-02) (+1.0E-01) (+1.2E-01) (+3.6E-03)\n", + " +2.3E+00 +6.4E-01 +8.8E-01 -3.9E-01 +2.8E-01 +1.4E-02 \n", + "(+1.4E-01) (+1.2E-01) (+7.1E-02) (+1.2E-01) (+1.2E-01) (+3.5E-03)\n", "======================================================================" ] }, diff --git a/docs/notebooks/tutorial/logit_nested.ipynb b/docs/notebooks/tutorial/logit_nested.ipynb index 6b0c461..a36485b 100644 --- a/docs/notebooks/tutorial/logit_nested.ipynb +++ b/docs/notebooks/tutorial/logit_nested.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -447,7 +447,7 @@ "Computation GMM Objective Objective\n", " Time Step Evaluations Value \n", "----------- ---- ----------- ---------\n", - " 00:00:00 2 2 +4.2E+05 \n", + " 00:00:01 2 2 +4.2E+05 \n", "=========================================\n", "\n", "Beta Estimates (Robust SEs in Parentheses):\n", @@ -523,7 +523,7 @@ }, { "cell_type": "code", - "execution_count": 7, + "execution_count": 6, "metadata": {}, "outputs": [], "source": [ @@ -544,7 +544,7 @@ }, { "cell_type": "code", - "execution_count": 8, + "execution_count": 7, "metadata": {}, "outputs": [ { @@ -555,7 +555,7 @@ "Computation GMM Optimization Objective Objective Gradient Hessian \n", " Time Step Iterations Evaluations Value Infinity Norm Eigenvalue\n", "----------- ---- ------------ ----------- --------- ------------- ----------\n", - " 00:00:01 2 3 8 +4.6E+05 +3.1E-06 +2.4E+07 \n", + " 00:00:11 2 3 8 +4.6E+05 +3.1E-06 +2.4E+07 \n", "==================================================================================\n", "\n", "Rho Estimates (Robust SEs in Parentheses):\n", @@ -575,7 +575,7 @@ "==========" ] }, - "execution_count": 8, + "execution_count": 7, "metadata": {}, "output_type": "execute_result" } @@ -596,7 +596,7 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": 8, "metadata": {}, "outputs": [ { @@ -617,7 +617,7 @@ "=====================================" ] }, - "execution_count": 9, + "execution_count": 8, "metadata": {}, "output_type": "execute_result" } @@ -635,7 +635,7 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": 9, "metadata": {}, "outputs": [ { @@ -646,7 +646,7 @@ "Computation GMM Optimization Objective Objective Gradient Hessian \n", " Time Step Iterations Evaluations Value Infinity Norm Eigenvalue\n", "----------- ---- ------------ ----------- --------- ------------- ----------\n", - " 00:00:01 2 3 8 +1.6E+06 +9.4E-06 +1.3E+07 \n", + " 00:00:13 2 3 8 +1.6E+06 +9.4E-06 +1.3E+07 \n", "==================================================================================\n", "\n", "Rho Estimates (Robust SEs in Parentheses):\n", @@ -666,7 +666,7 @@ "==========" ] }, - "execution_count": 10, + "execution_count": 9, "metadata": {}, "output_type": "execute_result" } @@ -689,7 +689,7 @@ }, { "cell_type": "code", - "execution_count": 11, + "execution_count": 10, "metadata": {}, "outputs": [ { @@ -698,7 +698,7 @@ "array([[-67.39338888]])" ] }, - "execution_count": 11, + "execution_count": 10, "metadata": {}, "output_type": "execute_result" } @@ -709,7 +709,7 @@ }, { "cell_type": "code", - "execution_count": 12, + "execution_count": 11, "metadata": {}, "outputs": [ { @@ -718,7 +718,7 @@ "array([[-72.27074638]])" ] }, - "execution_count": 12, + "execution_count": 11, "metadata": {}, "output_type": "execute_result" } @@ -740,7 +740,7 @@ }, { "cell_type": "code", - "execution_count": 13, + "execution_count": 12, "metadata": {}, "outputs": [], "source": [ @@ -763,7 +763,7 @@ }, { "cell_type": "code", - "execution_count": 14, + "execution_count": 13, "metadata": {}, "outputs": [ { @@ -774,7 +774,7 @@ "Computation GMM Objective Objective\n", " Time Step Evaluations Value \n", "----------- ---- ----------- ---------\n", - " 00:00:00 2 2 +4.6E+05 \n", + " 00:00:01 2 2 +4.6E+05 \n", "=========================================\n", "\n", "Beta Estimates (Robust SEs in Parentheses):\n", @@ -786,7 +786,7 @@ "=============================" ] }, - "execution_count": 14, + "execution_count": 13, "metadata": {}, "output_type": "execute_result" } @@ -805,7 +805,7 @@ }, { "cell_type": "code", - "execution_count": 15, + "execution_count": 14, "metadata": {}, "outputs": [ { @@ -816,7 +816,7 @@ "Computation GMM Objective Objective\n", " Time Step Evaluations Value \n", "----------- ---- ----------- ---------\n", - " 00:00:00 2 2 +1.6E+06 \n", + " 00:00:01 2 2 +1.6E+06 \n", "=========================================\n", "\n", "Beta Estimates (Robust SEs in Parentheses):\n", @@ -828,7 +828,7 @@ "=============================" ] }, - "execution_count": 15, + "execution_count": 14, "metadata": {}, "output_type": "execute_result" } @@ -847,7 +847,7 @@ }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 15, "metadata": {}, "outputs": [ { @@ -856,7 +856,7 @@ "array([-86.37368446])" ] }, - "execution_count": 16, + "execution_count": 15, "metadata": {}, "output_type": "execute_result" } @@ -867,7 +867,7 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": 16, "metadata": {}, "outputs": [ { @@ -876,7 +876,7 @@ "array([-100.14496892])" ] }, - "execution_count": 17, + "execution_count": 16, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/tutorial/nevo.ipynb b/docs/notebooks/tutorial/nevo.ipynb index bb967c2..d267f74 100644 --- a/docs/notebooks/tutorial/nevo.ipynb +++ b/docs/notebooks/tutorial/nevo.ipynb @@ -9,16 +9,16 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, - "execution_count": 2, + "execution_count": 1, "metadata": {}, "output_type": "execute_result" } @@ -140,7 +140,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 2, "metadata": {}, "outputs": [ { @@ -352,7 +352,7 @@ "[5 rows x 30 columns]" ] }, - "execution_count": 3, + "execution_count": 2, "metadata": {}, "output_type": "execute_result" } @@ -388,7 +388,7 @@ }, { "cell_type": "code", - "execution_count": 4, + "execution_count": 3, "metadata": {}, "outputs": [ { @@ -397,7 +397,7 @@ "(prices + Absorb[C(product_ids)], 1 + prices + sugar + mushy)" ] }, - "execution_count": 4, + "execution_count": 3, "metadata": {}, "output_type": "execute_result" } @@ -421,7 +421,7 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": 4, "metadata": {}, "outputs": [ { @@ -430,7 +430,7 @@ "Configured to construct nodes and weights with Monte Carlo simulation." ] }, - "execution_count": 5, + "execution_count": 4, "metadata": {}, "output_type": "execute_result" } @@ -442,7 +442,7 @@ }, { "cell_type": "code", - "execution_count": 6, + "execution_count": 5, "metadata": {}, "outputs": [ { @@ -451,7 +451,7 @@ "Configured to construct nodes and weights according to the level-5 Gauss-Hermite product rule." ] }, - "execution_count": 6, + "execution_count": 5, "metadata": {}, "output_type": "execute_result" } @@ -463,7 +463,7 @@ }, { "cell_type": "code", - "execution_count": 8, + "execution_count": 6, "metadata": {}, "outputs": [ { @@ -485,7 +485,7 @@ "===========================================================" ] }, - "execution_count": 8, + "execution_count": 6, "metadata": {}, "output_type": "execute_result" } @@ -497,7 +497,7 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": 7, "metadata": {}, "outputs": [ { @@ -519,7 +519,7 @@ "===========================================================" ] }, - "execution_count": 9, + "execution_count": 7, "metadata": {}, "output_type": "execute_result" } @@ -538,7 +538,7 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": 8, "metadata": {}, "outputs": [ { @@ -547,7 +547,7 @@ "Configured to optimize using the BFGS algorithm implemented in SciPy with analytic gradients and options {}." ] }, - "execution_count": 10, + "execution_count": 8, "metadata": {}, "output_type": "execute_result" } @@ -572,7 +572,7 @@ }, { "cell_type": "code", - "execution_count": 11, + "execution_count": 9, "metadata": {}, "outputs": [ { @@ -584,7 +584,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:01:25 2 62 171 175814 541988 +3.0E+05 +8.0E-03 +1.5E+02 +1.2E+07 \n", + " 00:05:19 2 62 171 175814 541988 +3.0E+05 +8.0E-03 +1.5E+02 +1.2E+07 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -613,7 +613,7 @@ "==========" ] }, - "execution_count": 11, + "execution_count": 9, "metadata": {}, "output_type": "execute_result" } @@ -625,7 +625,7 @@ }, { "cell_type": "code", - "execution_count": 12, + "execution_count": 10, "metadata": {}, "outputs": [ { @@ -637,7 +637,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:02:08 2 69 153 100768 312910 +3.6E+05 +1.3E-02 +3.3E+00 +1.2E+07 \n", + " 00:10:49 2 69 153 100768 312910 +3.6E+05 +1.3E-02 +3.3E+00 +1.2E+07 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -666,7 +666,7 @@ "==========" ] }, - "execution_count": 12, + "execution_count": 10, "metadata": {}, "output_type": "execute_result" } @@ -678,7 +678,7 @@ }, { "cell_type": "code", - "execution_count": 13, + "execution_count": 11, "metadata": {}, "outputs": [ { @@ -690,7 +690,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:00:26 2 16 77 43049 134868 +4.0E+05 +3.9E-04 +2.4E+03 +1.4E+07 \n", + " 00:01:19 2 16 77 43049 134868 +4.0E+05 +3.9E-04 +2.4E+03 +1.4E+07 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -719,7 +719,7 @@ "==========" ] }, - "execution_count": 13, + "execution_count": 11, "metadata": {}, "output_type": "execute_result" } @@ -757,7 +757,7 @@ }, { "cell_type": "code", - "execution_count": 14, + "execution_count": 12, "metadata": {}, "outputs": [ { @@ -891,7 +891,7 @@ "4 0.092019 -0.316597 -6.517009 -0.230109 -0.230851 " ] }, - "execution_count": 14, + "execution_count": 12, "metadata": {}, "output_type": "execute_result" } @@ -910,7 +910,7 @@ }, { "cell_type": "code", - "execution_count": 15, + "execution_count": 13, "metadata": {}, "outputs": [ { @@ -919,7 +919,7 @@ "income + income_squared + age + child" ] }, - "execution_count": 15, + "execution_count": 13, "metadata": {}, "output_type": "execute_result" } @@ -942,7 +942,7 @@ }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 14, "metadata": {}, "outputs": [ { @@ -965,7 +965,7 @@ "===================================================================" ] }, - "execution_count": 16, + "execution_count": 14, "metadata": {}, "output_type": "execute_result" } @@ -991,7 +991,7 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": 15, "metadata": {}, "outputs": [ { @@ -1003,7 +1003,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:00:30 1 51 58 46236 143503 +4.6E+00 +6.9E-06 +2.8E-05 +1.6E+04 \n", + " 00:01:18 1 51 58 46236 143503 +4.6E+00 +6.9E-06 +2.8E-05 +1.6E+04 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -1032,7 +1032,7 @@ "==========" ] }, - "execution_count": 17, + "execution_count": 15, "metadata": {}, "output_type": "execute_result" } @@ -1079,7 +1079,7 @@ }, { "cell_type": "code", - "execution_count": 18, + "execution_count": 16, "metadata": {}, "outputs": [ { @@ -1091,7 +1091,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:00:22 1 34 41 34457 106706 +1.5E+01 +5.2E-06 +4.7E-02 +1.7E+04 \n", + " 00:00:57 1 34 41 34457 106706 +1.5E+01 +5.2E-06 +4.7E-02 +1.7E+04 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -1120,7 +1120,7 @@ "==========" ] }, - "execution_count": 18, + "execution_count": 16, "metadata": {}, "output_type": "execute_result" } @@ -1145,7 +1145,7 @@ }, { "cell_type": "code", - "execution_count": 19, + "execution_count": 17, "metadata": {}, "outputs": [ { @@ -1157,7 +1157,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:00:22 1 34 41 34472 106726 +1.5E+01 +5.2E-06 +4.7E-02 +1.7E+04 \n", + " 00:00:54 1 34 41 34472 106726 +1.5E+01 +5.2E-06 +4.7E-02 +1.7E+04 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", @@ -1186,7 +1186,7 @@ "==========" ] }, - "execution_count": 19, + "execution_count": 17, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/tutorial/post_estimation.ipynb b/docs/notebooks/tutorial/post_estimation.ipynb index 37b9bee..7b8ad40 100644 --- a/docs/notebooks/tutorial/post_estimation.ipynb +++ b/docs/notebooks/tutorial/post_estimation.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -64,9 +64,9 @@ "text/plain": [ "Dimensions:\n", "=================================================\n", - " N T F I K1 K2 D MD ED \n", - "---- --- --- ---- ---- ---- --- ---- ----\n", - "2256 94 5 1880 1 4 4 20 1 \n", + " T N F I K1 K2 D MD ED \n", + "--- ---- --- ---- ---- ---- --- ---- ----\n", + "94 2256 5 1880 1 4 4 20 1 \n", "=================================================\n", "\n", "Formulations:\n", @@ -112,13 +112,13 @@ "data": { "text/plain": [ "Problem Results Summary:\n", - "===================================================================================================================\n", - " Cumulative Cumulative Cumulative Cumulative Final Gradient Smallest Largest \n", - "Cumulative GMM Optimization Optimization Fixed Point Contraction Objective Infinity Hessian Hessian \n", - " Time Step Iterations Evaluations Iterations Evaluations Value Norm Eigenvalue Eigenvalue\n", - "---------- ---- ------------ ------------ ----------- ----------- --------- -------- ---------- ----------\n", - " 0:00:40 1 51 58 46236 143503 +4.6E+00 +6.9E-06 +2.8E-05 +1.6E+04 \n", - "===================================================================================================================\n", + "========================================================================================================================\n", + " Smallest Largest \n", + "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", + " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", + "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", + " 00:02:06 1 51 58 46236 143503 +4.6E+00 +6.9E-06 +2.8E-05 +1.6E+04 \n", + "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", "=====================================================================================================================\n", @@ -406,7 +406,7 @@ }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 13, "metadata": {}, "outputs": [], "source": [ @@ -422,7 +422,7 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": 14, "metadata": {}, "outputs": [], "source": [ @@ -443,7 +443,7 @@ }, { "cell_type": "code", - "execution_count": 18, + "execution_count": 15, "metadata": {}, "outputs": [], "source": [ @@ -459,7 +459,7 @@ }, { "cell_type": "code", - "execution_count": 19, + "execution_count": 16, "metadata": {}, "outputs": [ { @@ -491,7 +491,7 @@ }, { "cell_type": "code", - "execution_count": 20, + "execution_count": 17, "metadata": {}, "outputs": [ { @@ -513,7 +513,7 @@ }, { "cell_type": "code", - "execution_count": 21, + "execution_count": 18, "metadata": {}, "outputs": [ { @@ -542,7 +542,7 @@ }, { "cell_type": "code", - "execution_count": 22, + "execution_count": 19, "metadata": {}, "outputs": [ { @@ -591,7 +591,7 @@ }, { "cell_type": "code", - "execution_count": 29, + "execution_count": 20, "metadata": {}, "outputs": [ { @@ -602,11 +602,11 @@ "Computation Bootstrap\n", " Time Draws \n", "----------- ---------\n", - " 0:00:05 100 \n", + " 00:00:24 100 \n", "======================" ] }, - "execution_count": 29, + "execution_count": 20, "metadata": {}, "output_type": "execute_result" } @@ -618,7 +618,7 @@ }, { "cell_type": "code", - "execution_count": 33, + "execution_count": 21, "metadata": {}, "outputs": [ { @@ -691,7 +691,7 @@ "C04Q1 -12.00 -0.68 5.61" ] }, - "execution_count": 33, + "execution_count": 21, "metadata": {}, "output_type": "execute_result" } @@ -725,7 +725,7 @@ }, { "cell_type": "code", - "execution_count": 25, + "execution_count": 22, "metadata": {}, "outputs": [ { @@ -736,11 +736,11 @@ "Computation Error Term\n", " Time Draws \n", "----------- ----------\n", - " 0:00:00 1 \n", + " 00:00:01 1 \n", "=======================" ] }, - "execution_count": 25, + "execution_count": 22, "metadata": {}, "output_type": "execute_result" } @@ -759,18 +759,18 @@ }, { "cell_type": "code", - "execution_count": 26, + "execution_count": 23, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Dimensions:\n", - "======================================\n", - " N T K1 K2 D MD ED \n", - "---- --- ---- ---- --- ---- ----\n", - "2256 94 1 4 4 14 1 \n", - "======================================\n", + "=================================================\n", + " T N F I K1 K2 D MD ED \n", + "--- ---- --- ---- ---- ---- --- ---- ----\n", + "94 2256 5 1880 1 4 4 14 1 \n", + "=================================================\n", "\n", "Formulations:\n", "===================================================================\n", @@ -782,7 +782,7 @@ "===================================================================" ] }, - "execution_count": 26, + "execution_count": 23, "metadata": {}, "output_type": "execute_result" } @@ -801,48 +801,48 @@ }, { "cell_type": "code", - "execution_count": 27, + "execution_count": 24, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Problem Results Summary:\n", - "===================================================================================================================\n", - " Cumulative Cumulative Cumulative Cumulative Final Gradient Smallest Largest \n", - "Cumulative GMM Optimization Optimization Fixed Point Contraction Objective Infinity Hessian Hessian \n", - " Time Step Iterations Evaluations Iterations Evaluations Value Norm Eigenvalue Eigenvalue\n", - "---------- ---- ------------ ------------ ----------- ----------- --------- -------- ---------- ----------\n", - " 0:00:41 1 42 51 46008 142491 +8.0E-14 +3.0E-06 +1.6E-04 +2.9E+04 \n", - "===================================================================================================================\n", + "========================================================================================================================\n", + " Smallest Largest \n", + "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", + " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", + "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", + " 00:01:56 1 45 53 47406 146847 +5.7E+00 +2.1E-06 +3.0E-12 +1.5E+04 \n", + "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", "=====================================================================================================================\n", "Sigma: 1 prices sugar mushy | Pi: income income_squared age child \n", "------ ---------- ---------- ---------- ---------- | ------ ---------- -------------- ---------- ----------\n", - " 1 +2.1E-01 +0.0E+00 +0.0E+00 +0.0E+00 | 1 +6.0E+00 +0.0E+00 +1.6E-01 +0.0E+00 \n", - " (+7.8E-02) | (+5.2E-01) (+2.0E-01) \n", + " 1 +2.2E-01 +0.0E+00 +0.0E+00 +0.0E+00 | 1 +6.2E+00 +0.0E+00 +1.0E-01 +0.0E+00 \n", + " (+8.1E-02) | (+5.4E-01) (+2.2E-01) \n", " | \n", - "prices +3.0E+00 +0.0E+00 +0.0E+00 | prices +9.8E+01 -5.6E+00 +0.0E+00 +4.1E+00 \n", - " (+6.5E-01) | (+8.6E+01) (+4.5E+00) (+2.2E+00)\n", + "prices +3.1E+00 +0.0E+00 +0.0E+00 | prices +4.5E+01 -2.8E+00 +0.0E+00 +3.3E+00 \n", + " (+7.0E-01) | (+9.3E+01) (+4.9E+00) (+2.4E+00)\n", " | \n", - "sugar +2.7E-02 +0.0E+00 | sugar -3.1E-01 +0.0E+00 +4.9E-02 +0.0E+00 \n", - " (+7.2E-03) | (+3.5E-02) (+1.3E-02) \n", + "sugar -5.8E-03 +0.0E+00 | sugar -2.8E-01 +0.0E+00 +3.7E-02 +0.0E+00 \n", + " (NA) | (+3.6E-02) (+1.6E-02) \n", " | \n", - "mushy +3.0E-01 | mushy +9.7E-01 +0.0E+00 -5.4E-01 +0.0E+00 \n", - " (+1.0E-01) | (+2.9E-01) (+1.8E-01) \n", + "mushy +9.5E-01 | mushy +5.1E-01 +0.0E+00 -1.8E-01 +0.0E+00 \n", + " (+3.0E-01) | (+2.7E-01) (+2.3E-01) \n", "=====================================================================================================================\n", "\n", "Beta Estimates (Robust SEs in Parentheses):\n", "==========\n", " prices \n", "----------\n", - " -3.1E+01 \n", + " -2.9E+01 \n", "(+4.5E+00)\n", "==========" ] }, - "execution_count": 27, + "execution_count": 24, "metadata": {}, "output_type": "execute_result" } diff --git a/docs/notebooks/tutorial/simulation.ipynb b/docs/notebooks/tutorial/simulation.ipynb index 2153b70..b3e09fb 100644 --- a/docs/notebooks/tutorial/simulation.ipynb +++ b/docs/notebooks/tutorial/simulation.ipynb @@ -15,7 +15,7 @@ { "data": { "text/plain": [ - "'0.6.1'" + "'0.7.0'" ] }, "execution_count": 1, @@ -185,7 +185,7 @@ "Computation Fixed Point Contraction\n", " Time Iterations Evaluations\n", "----------- ----------- -----------\n", - " 00:00:00 697 697 \n", + " 00:00:01 697 697 \n", "=====================================" ] }, @@ -255,7 +255,7 @@ "Computation GMM Optimization Objective Fixed Point Contraction Objective Gradient Hessian Hessian \n", " Time Step Iterations Evaluations Iterations Evaluations Value Infinity Norm Eigenvalue Eigenvalue\n", "----------- ---- ------------ ----------- ----------- ----------- --------- ------------- ---------- ----------\n", - " 00:00:09 2 27 33 8318 26498 +9.3E+03 +2.2E-02 +9.5E+03 +4.9E+06 \n", + " 00:00:42 2 27 33 8318 26498 +9.3E+03 +2.2E-02 +9.5E+03 +4.9E+06 \n", "========================================================================================================================\n", "\n", "Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n", diff --git a/docs/versions.rst b/docs/versions.rst index 8d5dbea..83d479c 100644 --- a/docs/versions.rst +++ b/docs/versions.rst @@ -4,6 +4,17 @@ Version Notes These notes will only include major changes. +0.7 +--- + +- Support more fixed point and optimization solvers +- Hessian computation with finite differences +- Simplified interface for firm changes +- Construction of differentiation instruments +- Add collinearity checks +- Update notation and explanations + + 0.6 --- diff --git a/pyblp/version.py b/pyblp/version.py index 6b4585c..4515143 100644 --- a/pyblp/version.py +++ b/pyblp/version.py @@ -1,3 +1,3 @@ """Current package version.""" -__version__ = '0.6.1' +__version__ = '0.7.0'