Categories of examples

The examples are grouped into the following categories:

For each example, you have access to the following resources:

  • A short description extracted from the file comments.
  • Click on the name of the .py file to access the source code.
  • Click on to see the notebook on Github.
  • Click on to run the notebook on noto.epfl.ch (registration required).
  • Click on to run the notebook on binder (no registration required).
  • When available, estimation results are available in one or several html files.
Swissmetro
01logit.py  
01logit.htmlFile 01logit.py

Author: Michel Bierlaire, EPFL
Date: Thu Sep 6 15:14:39 2018

Example of a logit model.
Three alternatives: Train, Car and Swissmetro
SP data
01logitBis.py  
01logitBis.htmlFile 01logitBis.py

Author: Michel Bierlaire, EPFL
Date: Thu Sep 6 15:14:39 2018

Example of a logit model.

Same as 01logit, using bioLinearUtility, and introducing some options
and features. Three alternatives: Train, Car and Swissmetro SP data
01logit_allAlgos.py  
01logit_allAlgos_Trust region (dogleg).htmlFile 01logit_allAlgos.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 17:57:16 2019

Logit model
Three alternatives: Train, Car and Swissmetro
SP data
01logit_allAlgos_TR-BFGS.html
01logit_allAlgos_Simple bounds Newton.html
01logit_allAlgos_Trust region (cg).html
01logit_allAlgos_Line search.html
01logit_allAlgos_scipy.html
01logit_allAlgos_Simple bounds hybrid.html
01logit_allAlgos_LS-BFGS.html
01logit_allAlgos_Simple bounds BFGS.html
01logit_simul.py  
File 01logit_simul.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:06:08 2019

Example of simulation with a logit model
Three alternatives: Train, Car and Swissmetro
SP data
02weight.py  
02weight.htmlFile 02weight.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:11:18 2019

Example of a logit model with Weighted Exogenous Sample Maximum
Likelihood (WESML). Three alternatives: Train, Car and Swissmetro SP
data
03scale.py  
03scale.htmlFile 03scale.py

Author: Michel Bierlaire, EPFL
Date: Thu Sep 6 15:14:39 2018

Illustrates heteroscedastic specification. A different scale is
associated with different segments of the sample.
Three alternatives: Train, Car and Swissmetro
SP data
04validation.py  
04validation.htmlFile 04validation.py

Author: Michel Bierlaire, EPFL
Date: Thu Jun 4 17:55:27 2020

Example of the out-of-sample validation of a logit model.
Three alternatives: Train, Car and Swissmetro
SP data
05normalMixture.py  
05normalMixture.htmlFile 05normalMixture.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:23:01 2019

Example of a mixture of logit models, using Monte-Carlo integration.
Three alternatives: Train, Car and Swissmetro
SP data
05normalMixtureIntegral.py  
05normalMixtureIntegral.htmlFile 05normalMixtureIntegral.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:23:01 2019

Example of a mixture of logit models, using numerical integration.
Three alternatives: Train, Car and Swissmetro
SP data
05normalMixture_allAlgos.py  
05normalMixture_allAlgos_LS-BFGS.htmlFile 05normalMixture_allAlgos.py

Author: Michel Bierlaire, EPFL
Date: Fri May 1 11:59:20 2020

Example of a mixture of logit models, using Monte-Carlo integration.
Three alternatives: Train, Car and Swissmetro
SP data
05normalMixture_allAlgos_Simple bounds BFGS fCG.html
05normalMixture_allAlgos_Trust region (cg).html
05normalMixture_allAlgos_Simple bounds hybrid iCG.html
05normalMixture_allAlgos_Simple bounds Newton fCG.html
05normalMixture_allAlgos_scipy.html
05normalMixture_allAlgos_Trust region (dogleg).html
05normalMixture_allAlgos_Simple bounds BFGS iCG.html
05normalMixture_allAlgos_TR-BFGS.html
05normalMixture_allAlgos_Simple bounds Newton iCG.html
05normalMixture_allAlgos_Simple bounds hybrid fCG.html
05normalMixture_simul.py  
File 05normalMixture_simul.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:42:55 2019

Example of a mixture of logit models, using Monte-Carlo integration, and
used for simulatiom
Three alternatives: Train, Car and Swissmetro
SP data
06unifMixture.py  
06unifMixture.htmlFile 06unifMixture.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:23:01 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The mixing distribution is uniform.
Three alternatives: Train, Car and Swissmetro
SP data
06unifMixtureIntegral.py  
06unifMixtureIntegral.htmlFile 06unifMixtureIntegral.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 20:45:18 2019

Example of a mixture of logit models, using numerical integration.
The mixing distribution is uniform.
Three alternatives: Train, Car and Swissmetro
SP data
06unifMixtureMHLS.py  
06unifMixtureMHLS.htmlFile 06unifMixtureMHLS.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:23:01 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The mixing distribution is uniform.
The draws are from the Modified Hypercube Latin Square
Three alternatives: Train, Car and Swissmetro
SP data
07discreteMixture.py  
07discreteMixture.htmlFile 07discreteMixture.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 00:06:20 2019

Example of a discrete mixture of logit (or latent class model)
Three alternatives: Train, Car and Swissmetro
SP data
08boxcox.py  
08boxcox.htmlFile 08boxcox.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 00:33:03 2019

Example of a logit model, with a Box-Cox transform of variables.
Three alternatives: Train, Car and Swissmetro
SP data
09nested.py  
09nested.htmlFile 09nested.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 00:36:04 2019

Example of a nested logit model.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
09nested_allAlgos.py  
09nested_allAlgos_Simple bounds BFGS.htmlFile 09nested.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 00:36:04 2019

Example of a nested logit model.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
09nested_allAlgos_scipy.html
09nested_allAlgos_Simple bounds hybrid 50%.html
09nested_allAlgos_Simple bounds hybrid 20%.html
09nested_allAlgos_Simple bounds hybrid 80%.html
09nested_allAlgos_Simple bounds Newton.html
10nestedBottom.py  
10nestedBottom.htmlFile 10nestedBottom.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 00:36:04 2019

Example of a nested logit model where the normalization is done at
the bottom level. Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest. SP data
11cnl.py  
11cnl.htmlFile 11cnl.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 11:10:42 2019

Example of a cross-nested logit model.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
11cnl_simul.py  
File 11cnl_simul.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 11:13:22 2019

Example of simulation with a cross-nested logit model.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
11cnl_sparse.py  
11cnl_sparse.htmlFile 11cnl_sparse.py

Author: Michel Bierlaire, EPFL
Date: Thu Apr 30 18:55:02 2020

Example of a cross-nested logit model.
Same as 11cnl, where the zero alphas are not included.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
12panel.py  
12panel.htmlFile 12panel.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 18:55:38 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The datafile is organized as panel data.
Three alternatives: Train, Car and Swissmetro
SP data
13panelNormalized.py  
13panelNormalized.htmlFile 13panel.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 18:55:38 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The datafile is organized as panel data. Same as 12panel, where the
error component for Swissmetro has been normalized to zero, and it
corresponds to the lowest variance, according to the estimation
rresults of 12panel.py. Moreover, the starting values for the
parameters are close to optimal. Useful for a faster estimation of
the model with a large number of draws. Three alternatives: Train,
Car and Swissmetro SP data
14nestedEndogenousSampling.py  
14nestedEndogenousSampling.htmlFile 14nestedEndogenousSampling.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 19:26:25 2019

Example of a nested logit model, with the corrections for endogenous sampling.
Three alternatives: Train, Car and Swissmetro
Train and car are in the same nest.
SP data
15panelDiscrete.py  
15panelDiscrete.htmlFile 15panelDiscrete.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 19:30:31 2019

Example of a discrete mixture of logit models, also called latent class model.
The datafile is organized as panel data.
Three alternatives: Train, Car and Swissmetro
SP data
15panelDiscreteBis.py  
15panelDiscreteBis.htmlFile 15panelDiscreteBis.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 19:30:31 2019

Example of a discrete mixture of logit models, also called latent class model.
The datafile is organized as panel data.
Here, we integrate before the discrete mixture to show that it is equivalent.
Three alternatives: Train, Car and Swissmetro
SP data
16panelDiscreteSocioEco.py  
16panelDiscreteSocioEco.htmlFile 16panelDiscreteSocioEco.py

Author: Michel Bierlaire, EPFL
Date: Sun Sep 8 19:30:31 2019

Example of a discrete mixture of logit models, also called latent class model.
The class membership model includes socio-economic variables.
The datafile is organized as panel data.
Three alternatives: Train, Car and Swissmetro
SP data
17lognormalMixture.py  
17lognormalMixture.htmlFile 17lognormalMixture.py

Author: Michel Bierlaire, EPFL
Date: Sat Sep 7 18:23:01 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The mixing distribution is distributed as a log normal.
Three alternatives: Train, Car and Swissmetro
SP data
17lognormalMixtureIntegral.py  
17lognormalMixtureIntegral.htmlFile 17lognormalMixtureIntegral.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 10:08:21 2019

Example of a mixture of logit models, using numerical integration.
The mixing distribution is distributed as a log normal.
Three alternatives: Train, Car and Swissmetro
SP data
18ordinalLogit.py  
18ordinalLogit.htmlFile 18ordinalLogit.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 08:08:40 2019

Example of an ordinal logit model.
This is just to illustrate the syntax, as the data are not ordered.
But the example assume, for the sake of it, that they are 1->2->3
Three alternatives: Train, Car and Swissmetro
SP data
19individualLevelParameters.py  
19individualLevelParameters.htmlFile 19individualLevelParameters

Author: Michel Bierlaire, EPFL
Date: Wed Aug 26 14:56:49 2020

Calculation of the individual level parameters for model 05normalMixture
21probit.py  
21probit.htmlFile 21probit.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 10:14:57 2019

Example of a binary probit model.
Two alternatives: Train and Car
SP data
24haltonMixture.py  
24haltonMixture.htmlFile 24haltonMixture.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 11:02:37 2019

Example of a mixture of logit models, using quasi Monte-Carlo integration with
Halton draws (base 5).
The mixing distribution is normal.
Three alternatives: Train, Car and Swissmetro
SP data
25triangularMixture.py  
25triangularMixture.htmlFile 25triangularMixture.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 10:19:24 2019

Example of a mixture of logit models, using Monte-Carlo integration.
The mixing distirbution is specified by the user. Here, a triangular
distribution.
Three alternatives: Train, Car and Swissmetro
SP data
26triangularPanelMixture.py  
26triangularPanelMixture.htmlFile 26triangularPanelMixture.py

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 10:27:40 2019

Example of a mixture of logit models, using Monte-Carlo integration.
THe micing distribution is user-defined (triangular, here).
The datafile is organized as panel data.
Three alternatives: Train, Car and Swissmetro
SP data
Calculating indicators
01nestedEstimation.py  
01nestedEstimation.htmlFile 01nestedEstimation.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 09:59:55 2019

Estimation of a nested logit model, that will be used for simuation.
Three alternatives: public transporation, car and slow modes.
RP data.
02nestedPlot.py  
File 02nestedPlot.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 10:15:18 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We simulate pricing scenarios and their impact on the revenues.
02nestedSimulation.py  
File 02nestedSimulation.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 10:23:51 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We simulate market shares and revenues.
03nestedElasticities.py  
File 03nestedElasticities.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 10:28:11 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We calculate disaggregate and aggregate direct point elasticities.
04nestedElasticities.py  
File 04nestedElasticities.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 13:37:43 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We calculate disaggregate and aggregate cross point elasticities.
05nestedElasticities.py  
File 05nestedElasticities.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 13:41:33 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We calculate disaggregate and aggregate direct arc elasticities.
05nestedElasticitiesCI_Bootstrap.py  
File 05nestedElasticitiesCI_bootstrap.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 15:57:46 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.

We calculate disaggregate and aggregate direct arc elasticities, and
the confidence intervals. The difference with
05nestedElasticitiesConfidenceIntervals is that the simulated betas
used to calculated the confidence intervals are drawn from a normal
distribution based on the bootstrap estimate of the variance
covariance matrix.
05nestedElasticitiesConfidenceIntervals.py  
File 05nestedElasticitiesConfidenceIntervals.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 15:57:46 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We calculate disaggregate and aggregate direct arc elasticities, and
the confidence intervals.
06nestedWTP.py  
File 06nestedWTP.py

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 14:01:00 2019

We use a previously estimated nested logit model.
Three alternatives: public transporation, car and slow modes.
RP data.
We calculate and plot willingness to pay.
Monte-Carlo integration
01simpleIntegral.py  
File: 01simpleIntegral.py
Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 16:20:24 2019

Calculation of a simple integral using Monte-Carlo integration.
02simpleIntegral.py  
File: 02simpleIntegral.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 16:57:51 2019

Calculation of a simple integral using numerical integration and
Monte-Carlo integration with various types of draws, including Halton
draws base 13. It illustrates how to use draws that are not directly
available in Biogeme.
03antithetic.py  
File: 03antithetic.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:00:05 2019

Calculation of a simple integral using Monte-Carlo integration. It
illustrates how to use antithetic draws.
03antitheticExplicit.py  
File: 03antitheticExplicit.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:04:40 2019

Calculation of a simple integral using Monte-Carlo integration. It
illustrates how to use antothetic draws, explicitly generared.
04normalMixtureNumerical.py  
File: 04normalMixtureNumerical.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:06:52 2019

Calculation of a mixtures of logit models where the integral is
calculated using numerical integration.
05normalMixtureMonteCarlo.py  
File: 05normalMixtureMonteCarlo.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:11:45 2019

Calculation of a mixtures of logit models where the integral is
calculated using numerical integration and Monte-Carlo integration
with various types of draws.
06estimationIntegral.py  
06estimationIntegral.htmlFile: 06estimationIntegral.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:17:05 2019

Estimation of a mixtures of logit models where the integral is
calculated using numerical integration.
07estimationMonteCarlo.py  
07estimationMonteCarlo.htmlFile: 07estimationMonteCarlo.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:25:14 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration.
07estimationMonteCarlo_500.py  
07estimationMonteCarlo_500.htmlFile: 07estimationMonteCarlo_500.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:25:04 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration.
07estimationMonteCarlo_anti.py  
07estimationMonteCarlo_anti.htmlFile: 07estimationMonteCarlo_anti.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:55 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with antithetic draws.
07estimationMonteCarlo_anti_500.py  
07estimationMonteCarlo_anti_500.htmlFile: 07estimationMonteCarlo_anti_500.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:43 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with antithetic draws.
07estimationMonteCarlo_halton.py  
07estimationMonteCarlo_halton.htmlFile: 07estimationMonteCarlo_halton.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:32 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with Halton draws.
07estimationMonteCarlo_halton_500.py  
07estimationMonteCarlo_halton_500.htmlFile: 07estimationMonteCarlo_halton_500.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:22 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with Halton draws.
07estimationMonteCarlo_mlhs.py  
07estimationMonteCarlo_mlhs.htmlFile: 07estimationMonteCarlo_mlhs.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:11 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with Modified Latin
Hypercube Sampling draws.
07estimationMonteCarlo_mlhs_500.py  
07estimationMonteCarlo_mlhs_500.htmlFile: 07estimationMonteCarlo_mlhs_500.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:24:00 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with Modified
Latin Hypercube Sampling draws.
07estimationMonteCarlo_mlhs_anti.py  
07estimationMonteCarlo_mlhs_anti.htmlFile: 07estimationMonteCarlo_mlhs_anti.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:23:45 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with antithetic Modified
Latin Hypercube Sampling draws.
07estimationMonteCarlo_mlhs_anti_500.py  
07estimationMonteCarlo_mlhs_anti_500.htmlFile 07estimationMonteCarlo_mlhs_anti_500.py

Author: Michel Bierlaire, EPFL
Date: Wed Dec 11 17:21:52 2019

Estimation of a mixtures of logit models where the integral is
approximated using MonteCarlo integration, with antithetic Modified
Latin Hypercube Sampling draws.
Choice models with latent variables
00factorAnalysis.py  
File 00factorAnalysis.py

Preliminary analysis of the indicators using factor analysis.

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 16:04:57 2019
01oneLatentRegression.py  
01oneLatentRegression.htmlFile 01oneLatentRegression.py

Measurement equation where the indicators are assumed continuous.
Linear regression.

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 16:30:04 2019
02oneLatentOrdered.py  
02oneLatentOrdered.htmlFile 02oneLatentOrdered.py

Measurement equation where the indicators are discrete.
Ordered probit.

Author: Michel Bierlaire, EPFL
Date: Mon Sep 9 16:52:36 2019
03choiceOnly.py  
03choiceOnly.htmlFile 03choiceOnly.py

Choice model with the latent variable.
Mixture of logit.
No measurement equation for the indicators.

Author: Michel Bierlaire, EPFL
Date: Thu Sep 6 15:14:39 2018
03choiceOnly_mc.py  
03choiceOnly_mc.htmlFile 03choiceOnly_mc.py

Choice model with the latent variable.
Mixture of logit, using Monte-Carlo integration
No measurement equation for the indicators.

Author: Michel Bierlaire, EPFL
Date: Sat May 30 18:16:04 2020
04latentChoiceSeq.py  
04latentChoiceSeq.htmlFile 04latentChoiceSeq.py

Choice model with the latent variable.
Mixture of logit.
Measurement equation for the indicators.
Sequential estimation.

Author: Michel Bierlaire, EPFL
Date: Tue Sep 10 08:13:18 2019
04latentChoiceSeq_mc.py  
04latentChoiceSeq_mc.htmlFile 04latentChoiceSeq_mc.py

Choice model with the latent variable.
Mixture of logit, with Monte-Carlo integration
Measurement equation for the indicators.
Sequential estimation.

Author: Michel Bierlaire, EPFL
Date: Sat May 30 18:28:14 2020
05latentChoiceFull.py  
05latentChoiceFull.htmlFile 05latentChoiceFull.py

Choice model with the latent variable.
Mixture of logit.
Measurement equation for the indicators.
Maximum likelihood (full information) estimation.

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 08:22:28 2019
05latentChoiceFull_mc.py  
05latentChoiceFull_mc.htmlFile 05latentChoiceFull_mc.py

Choice model with the latent variable.
Mixture of logit.
Measurement equation for the indicators.
Maximum likelihood (full information) estimation.

Author: Michel Bierlaire, EPFL
Date: Sat May 30 18:21:50 2020
06serialCorrelation.py  
06serialCorrelation.htmlFile 06serialCorrelation.py

Choice model with the latent variable.
Mixture of logit, with agent effect to deal with serial correlation.
Measurement equation for the indicators.
Maximum likelihood (full information) estimation.

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 08:27:18 2019
07problem.py  
File 07problem.py

This file is the same as 02oneLatentOrdered.py, where The starting
values for the sigma have been changed in order to illustrate a common
issue with the estimation of such models.

We set the starting value of a scale parameter (SIGMA_STAR_Envir02)
to a small value: 0.01. The resulting likelihood is so close to zero
that taking the log generates a numerical issue.

Make sure to set large initial values for scale parameters.

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 15:40:43 2019
07problem_simul.py  
File 07problem_simul.py

This file is an updated version of 07problem.py, where
the probabilities are simulated in order to
investigate the numerical issue.

Author: Michel Bierlaire, EPFL
Date: Wed Sep 11 15:40:43 2019
Modules illustrations

The following Jupyter notebooks contain illustrations of the use of the different modules available in the Biogeme package. They are designed for programmers who are interested to exploit the functionalities of Biogeme.

Consult also the documentation of the code.

My first model.ipynb
biogeme.version.ipynb
biogeme.database.ipynb
FirstModelWithPandasBiogeme.ipynb
biogeme.messaging.ipynb
biogeme.models.ipynb
biogeme.results.ipynb
biogeme.algorithms.ipynb
biogeme.draws.ipynb
biogeme.biogeme.ipynb
biogeme.optimization.ipynb
biogeme.expressions.ipynb
biogeme.filenames.ipynb
biogeme.distributions.ipynb
biogeme.tools.ipynb
Hamabs.ipynb
biogeme.loglikelihood.ipynb