Models

Functions for model specification.

biogeme.models module

Implements various models.

author

Michel Bierlaire

date

Fri Mar 29 17:13:14 2019

biogeme.models.boxcox(x, ell)[source]

Box-Cox transform

\[B(x, \ell) = \frac{x^{\ell}-1}{\ell}.\]

It has the property that

\[\lim_{\ell \to 0} B(x,\ell)=\log(x).\]

To avoid numerical difficulties, if \(\ell < 10^{-5}\), the McLaurin approximation is used:

\[\log(x) + \ell \log(x)^2 + \frac{1}{6} \ell^2 \log(x)^3 + \frac{1}{24} \ell^3 \log(x)^4.\]
Parameters
  • x (biogeme.expressions.expr.Expression) – a variable to transform.

  • ell (biogeme.expressions.expr.Expression) – parameter of the transformation.

Returns

the Box-Cox transform

Return type

biogeme.expressions.expr.Expression

biogeme.models.checkValidityCNL(V, nests)[source]

Verifies if the cross-nested logit specifciation is valid

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

Returns

a tuple ok, message, where the message explains the problem is the nested structure is not OK.

Return type

tuple(bool, str)

biogeme.models.checkValidityNestedLogit(V, nests)[source]

Verifies if the nested logit model is indeed based on a partition of the choice set.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA, [1, 2, 3]
    nestb = MUB, [4, 5, 6]
    nests = nesta, nestb
    

Returns

a tuple ok, message, where the message explains the problem is the nested structure is not OK.

Return type

tuple(bool, str)

biogeme.models.cnl(V, availability, nests, choice)[source]

Implements the cross-nested logit model as a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.cnl_avail(V, availability, nests, choice)[source]

Same as cnl. Maintained for backward compatibility

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.cnlmu(V, availability, nests, choice, mu)[source]

Implements the cross-nested logit model as a MEV model with the homogeneity parameters is explicitly involved

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

  • mu (biogeme.expressions.expr.Expression) – Homogeneity parameter \(\mu\).

Returns

choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.getMevForCrossNested(V, availability, nests)[source]

Implements the MEV generating function for the cross nested logit model as a MEV model.

Parameters
  • V (dict(int: biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int: biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

Returns

log of the choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.getMevForCrossNestedMu(V, availability, nests, mu)[source]

Implements the MEV generating function for the cross-nested logit model as a MEV model with the homogeneity parameters is explicitly involved.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

  • mu (biogeme.expressions.expr.Expression) – Homogeneity parameter \(\mu\).

Returns

log of the choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.getMevForNested(V, availability, nests)[source]

Implements the derivatives of MEV generating function for the nested logit model

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA ,[1, 2, 3]
    nestb = MUB ,[4, 5, 6]
    nests = nesta, nestb
    

Returns

a dictionary mapping each alternative id with the function

\[\ln \frac{\partial G}{\partial y_i}(e^{V_1}, \ldots,e^{V_J}) = e^{(\mu_m-1)V_i} \left(\sum_{i=1}^{J_m} e^{\mu_m V_i}\right)^ {\frac{1}{\mu_m}-1}\]

where \(m\) is the (only) nest containing alternative \(i\), and \(G\) is the MEV generating function.

Return type

dict(int:biogeme.expressions.expr.Expression)

biogeme.models.getMevForNestedMu(V, availability, nests, mu)[source]

Implements the MEV generating function for the nested logit model, including the scale parameter

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

     nesta = MUA, [1, 2, 3]
    nestb = MUB, [4, 5, 6]
     nests = nesta, nestb
    

  • mu (biogeme.expressions.expr.Expression) – scale parameter

Returns

a dictionary mapping each alternative id with the function

\[\frac{\partial G}{\partial y_i}(e^{V_1},\ldots,e^{V_J}) = \mu e^{(\mu_m-1)V_i} \left(\sum_{i=1}^{J_m} e^{\mu_m V_i}\right)^{\frac{\mu}{\mu_m}-1}\]

where \(m\) is the (only) nest containing alternative \(i\), and \(G\) is the MEV generating function.

Return type

dict(int:biogeme.expressions.expr.Expression)

biogeme.models.getMevGeneratingForNested(V, availability, nests)[source]

Implements the MEV generating function for the nested logit model

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA ,[1, 2, 3]
    nestb = MUB ,[4, 5, 6]
    nests = nesta, nestb
    

Returns

a dictionary mapping each alternative id with the function

\[G(e^{V_1}, \ldots,e^{V_J}) = \sum_m \left( \sum_{\ell \in C_m} y_\ell^{\mu_m}\right)^{\frac{\mu}{\mu_m}}\]

where \(G\) is the MEV generating function.

Return type

biogeme.expressions.expr.Expression

biogeme.models.logcnl(V, availability, nests, choice)[source]

Implements the log of the cross-nested logit model as a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA , alphaA
    nestb = MUB , alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of the choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

Raises

biogemeError – if the definition of the nests is invalid.

biogeme.models.logcnl_avail(V, availability, nests, choice)[source]

Same as logcnl. Maintained for backward compatibility

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA, alphaA
    nestb = MUB, alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

biogeme.models.logcnlmu(V, availability, nests, choice, mu)[source]

Implements the log of the cross-nested logit model as a MEV model with the homogeneity parameters is explicitly involved.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    a tuple containing as many items as nests. Each item is also a tuple containing two items

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a dictionary mapping the alternative ids with the cross-nested parameters for the corresponding nest. If an alternative is missing in the dictionary, the corresponding alpha is set to zero.

    Example:

    alphaA = {1: alpha1a,
              2: alpha2a,
              3: alpha3a,
              4: alpha4a,
              5: alpha5a,
              6: alpha6a}
    alphaB = {1: alpha1b,
              2: alpha2b,
              3: alpha3b,
              4: alpha4b,
              5: alpha5b,
              6: alpha6b}
    nesta = MUA , alphaA
    nestb = MUB , alphaB
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

  • mu (biogeme.expressions.expr.Expression) – Homogeneity parameter \(\mu\).

Returns

log of the choice probability for the cross-nested logit model.

Return type

biogeme.expressions.expr.Expression

Raises

biogemeError – if the definition of the nests is invalid.

biogeme.models.logit(V, av, i)[source]

The logit model

The model is defined as

\[\frac{a_i e^{V_i}}{\sum_{i=1}^J a_j e^{V_j}}\]
Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • i (int) – id of the alternative for which the probability must be calculated.

Returns

choice probability of alternative number i.

Return type

biogeme.expressions.expr.Expression

biogeme.models.loglogit(V, av, i)[source]

The logarithm of the logit model

The model is defined as

\[\frac{a_i e^{V_i}}{\sum_{i=1}^J a_j e^{V_j}}\]
Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • i (int) – id of the alternative for which the probability must be calculated.

Returns

choice probability of alternative number i.

Return type

biogeme.expressions.expr.Expression

biogeme.models.logmev(V, logGi, av, choice)[source]

Log of the choice probability for a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • logGi (dict(int:biogeme.expressions.expr.Expression)) –

    a dictionary mapping each alternative id with the function

    \[\ln \frac{\partial G}{\partial y_i} (e^{V_1},\ldots,e^{V_J})\]

    where \(G\) is the MEV generating function. If an alternative \(i\) is not available, then \(G_i = 0\).

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of the choice probability of the MEV model, given by

Return type

biogeme.expressions.expr.Expression

\[V_i + \ln G_i(e^{V_1},\ldots,e^{V_J}) - \ln\left(\sum_j e^{V_j + \ln G_j(e^{V_1}, \ldots,e^{V_J})}\right)\]
biogeme.models.logmev_endogenousSampling(V, logGi, av, correction, choice)[source]

Log of choice probability for a MEV model, including the correction for endogenous sampling as proposed by Bierlaire, Bolduc and McFadden (2008).

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • logGi (dict(int:biogeme.expressions.expr.Expression)) –

    a dictionary mapping each alternative id with the function

    \[\ln \frac{\partial G}{\partial y_i} (e^{V_1}, \ldots, e^{V_J})\]

    where \(G\) is the MEV generating function. If an alternative \(i\) is not available, then \(G_i = 0\).

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • correction (dict(int:biogeme.expressions.expr.Expression)) – a dict of expressions for the correstion terms of each alternative.

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of the choice probability of the MEV model, given by

\[V_i + \ln G_i(e^{V_1}, \ldots,e^{V_J}) + \omega_i - \ln\left(\sum_j e^{V_j + \ln G_j(e^{V_1}, \ldots, e^{V_J})+ \omega_j}\right)\]

where \(\omega_i\) is the correction term for alternative \(i\).

Return type

biogeme.expressions.expr.Expression

biogeme.models.lognested(V, availability, nests, choice)[source]

Implements the log of a nested logit model as a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA, [1, 2, 3]
    nestb = MUB, [4, 5, 6]
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of choice probability for the nested logit model, based on the derivatives of the MEV generating function produced by the function getMevForNested

Return type

biogeme.expressions.expr.Expression

Raises

biogemeError – if the definition of the nests is invalid.

biogeme.models.lognestedMevMu(V, availability, nests, choice, mu)[source]

Implements the log of the nested logit model as a MEV model, where mu is also a parameter, if the user wants to test different normalization schemes.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA, [1, 2, 3]
    nestb = MUB, [4, 5, 6]
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

  • mu (biogeme.expressions.expr.Expression) – expression producing the value of the top-level scale parameter.

Returns

the log of the nested logit choice probability based on the following derivatives of the MEV generating function:

\[\frac{\partial G}{\partial y_i}(e^{V_1},\ldots,e^{V_J}) = \mu e^{(\mu_m-1)V_i} \left(\sum_{i=1}^{J_m} e^{\mu_m V_i}\right)^{\frac{\mu}{\mu_m}-1}\]

where \(m\) is the (only) nest containing alternative \(i\), and \(G\) is the MEV generating function.

Return type

biogeme.expressions.expr.Expression

biogeme.models.mev(V, logGi, av, choice)[source]

Choice probability for a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • logGi (dict(int:biogeme.expressions.expr.Expression)) –

    a dictionary mapping each alternative id with the function

    \[\ln \frac{\partial G}{\partial y_i} (e^{V_1}, \ldots, e^{V_J})\]

    where \(G\) is the MEV generating function. If an alternative \(i\) is not available, then \(G_i = 0\).

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

Choice probability of the MEV model, given by

\[\frac{e^{V_i + \ln G_i(e^{V_1}, \ldots,e^{V_J})}}{\sum_j e^{V_j + \ln G_j(e^{V_1},\ldots,e^{V_J})}}\]
Return type

biogeme.expressions.expr.Expression

biogeme.models.mev_endogenousSampling(V, logGi, av, correction, choice)[source]

Choice probability for a MEV model, including the correction for endogenous sampling as proposed by Bierlaire, Bolduc and McFadden (2008).

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • logGi (dict(int:biogeme.expressions.expr.Expression)) –

    a dictionary mapping each alternative id with the function

    \[\ln \frac{\partial G}{\partial y_i} (e^{V_1}, \ldots, e^{V_J})\]

    where \(G\) is the MEV generating function. If an alternative \(i\) is not available, then \(G_i = 0\).

  • av (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • correction (dict(int:biogeme.expressions.expr.Expression)) – a dict of expressions for the correstion terms of each alternative.

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

log of the choice probability of the MEV model, given by

\[V_i + \ln G_i(e^{V_1}, \ldots, e^{V_J}) + \omega_i - \ln\left(\sum_j e^{V_j + \ln G_j(e^{V_1},\ldots,e^{V_J})+ \omega_j}\right)\]

where \(\omega_i\) is the correction term for alternative \(i\).

Return type

biogeme.expressions.expr.Expression

biogeme.models.nested(V, availability, nests, choice)[source]

Implements the nested logit model as a MEV model.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative, indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions. expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA, [1, 2, 3]
    nestb = MUB, [4, 5, 6]
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

Returns

choice probability for the nested logit model, based on the derivatives of the MEV generating function produced by the function getMevForNested

Return type

biogeme.expressions.expr.Expression

Raises

biogemeError – if the definition of the nests is invalid.

biogeme.models.nestedMevMu(V, availability, nests, choice, mu)[source]

Implements the nested logit model as a MEV model, where mu is also a parameter, if the user wants to test different normalization schemes.

Parameters
  • V (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the utility functions of each alternative, indexed by numerical ids.

  • availability (dict(int:biogeme.expressions.expr.Expression)) – dict of objects representing the availability of each alternative (\(a_i\) in the above formula), indexed by numerical ids. Must be consistent with V, or None. In this case, all alternatives are supposed to be always available.

  • nests (tuple) –

    A tuple containing as many items as nests. Each item is also a tuple containing two items:

    • an object of type biogeme.expressions.expr.Expression representing the nest parameter,

    • a list containing the list of identifiers of the alternatives belonging to the nest.

    Example:

    nesta = MUA ,[1, 2, 3]
    nestb = MUB ,[4, 5, 6]
    nests = nesta, nestb
    

  • choice (biogeme.expressions.expr.Expression) – id of the alternative for which the probability must be calculated.

  • mu (biogeme.expressions.expr.Expression) – expression producing the value of the top-level scale parameter.

Returns

the nested logit choice probability based on the following derivatives of the MEV generating function:

\[\frac{\partial G}{\partial y_i}(e^{V_1},\ldots,e^{V_J}) = \mu e^{(\mu_m-1)V_i} \left(\sum_{i=1}^{J_m} e^{\mu_m V_i}\right)^{\frac{\mu}{\mu_m}-1}\]

Where \(m\) is the (only) nest containing alternative \(i\), and \(G\) is the MEV generating function.

Return type

biogeme.expressions.expr.Expression

biogeme.models.piecewise(variable, thresholds)[source]

Obsolete function. Present for compatibility only

biogeme.models.piecewiseFormula(variable, thresholds, betas=None)[source]

Generate the formula for a piecewise linear specification.

If there are K thresholds, K-1 variables are generated. The first and last thresholds can be defined as None, corresponding to \(-\infty\) and \(+\infty\), respectively. If \(t\) is the variable of interest, for each interval \([a:a+b[\), we define a variable defined as:

\[\begin{split}x_{Ti} =\left\{ \begin{array}{ll} 0 & \text{if } t < a \\ t-a & \text{if } a \leq t < a+b \\ b & \text{otherwise} \end{array}\right. \;\;\;x_{Ti} = \max(0, \min(t-a, b))\end{split}\]

New variables and new parameters are automatically created.

Parameters
  • variable (string) – name of the variable for which we need the piecewise linear transform.

  • thresholds (list(float)) – list of thresholds

  • betas (list(biogeme.expresssions.Beta)) – list of beta parameters to be used in the specification. The number of entries should be the number of thresholds, minus one. If None, for each interval, the parameter Beta(‘beta_VAR_interval’,0, None, None, 0) is used, where var is the name of the variable. Default: none.

Returns

expression of the piecewise linear specification.

Return type

biogeme.expressions.expr.Expression

Raises
  • biogemeError – if the thresholds are not defined properly, which means that only the first and the last threshold can be set to None.

  • biogemeError – if the length of list initialexpr.Betas is not equal to the length of thresholds minus one.

biogeme.models.piecewiseFunction(x, thresholds, betas)[source]

Plot a piecewise linear specification.

If there are K thresholds, K-1 variables are generated. The first and last thresholds can be defined as None, corresponding to \(-\infty\) and \(+\infty\), respectively. If \(t\) is the variable of interest, for each interval \([a:a+b[\), we define a variable defined as:

\[\begin{split}x_{Ti} =\left\{ \begin{array}{ll} 0 & \text{if } t < a \\ t-a & \text{if } a \leq t < a+b \\ b & \text{otherwise} \end{array}\right. \;\;\;x_{Ti} = \max(0, \min(t-a, b))\end{split}\]
Parameters
  • x (float) – value at which the piecewise specification must be avaluated

  • thresholds (list(float)) – list of thresholds

  • betas (list(float)) – list of the beta parameters. The number of entries should be the number of thresholds, plus one.

Returns

value of the numpy function

Return type

float

Raises

biogemeError – if the thresholds are not defined properly, which means that only the first and the last threshold can be set to None.

biogeme.models.piecewiseVariables(variable, thresholds)[source]

Generate the variables to include in a piecewise linear specification.

If there are K thresholds, K-1 variables are generated. The first and last thresholds can be defined as None, corresponding to \(-\infty\) and \(+\infty\),respectively. If \(t\) is the variable of interest, for each interval \([a:a+b[\), we define a variable defined as:

\[\begin{split}x_{Ti} =\left\{ \begin{array}{ll} 0 & \text{if } t < a \\ t-a & \text{if } a \leq t < a+b \\ b & \text{otherwise} \end{array}\right. \;\;\;x_{Ti} = \max(0, \min(t-a, b))\end{split}\]
Parameters
  • variable (biogeme.expressions.expr.Expression or str) – variable for which we need the piecewise linear transform. The expression itself or the name of the variable can be given.

  • thresholds (list(float)) – list of thresholds

Returns

list of variables to for the piecewise linear specification.

Return type

list(biogeme.expressions.expr.Expression)

Raises

biogemeError – if the thresholds are not defined properly, as only the first and the last thresholds can be set to None.