Behavioral inference. IRL and DDC with standard errors.
Project description
econirl
Structural dynamic discrete choice and inverse reinforcement learning in Python.
EconIRL helps estimate forward-looking choice models, recover reward functions, and evaluate counterfactual policies from panel data.
Documentation: https://econirl.readthedocs.io/
Install
pip install econirl
Quick Start
from econirl.datasets import load_rust_bus
from econirl import NFXP
df = load_rust_bus()
model = NFXP(n_states=90, discount=0.9999, utility="linear_cost")
model.fit(df, state="mileage_bin", action="replaced", id="bus_id")
print(model.params_)
cf = model.counterfactual(RC=4.0)
print(cf.policy[50, 1])
Example output:
{'theta_c': 0.0010028828858836278, 'RC': 3.0722093435989524}
0.05519477716656161
Public Estimator Guides
The public docs describe the supported estimator surface and the current validation scope for each method.
| Estimator | Best for | Public evidence scope |
|---|---|---|
| NFXP | Exact tabular dynamic discrete choice. | Synthetic tabular validation. |
| CCP / NPL | Hotz-Miller and NPL-style tabular DDC. | Synthetic tabular validation with support conditions. |
| MPEC | Constrained likelihood formulation. | Synthetic constrained-likelihood validation. |
| NNES | Neural value approximation inside NPL. | Low- and high-dimensional synthetic validation. |
| TD-CCP | Transition-density-free CCP estimation. | Encoded-state finite-theta validation. |
| MCE-IRL | Maximum causal entropy reward-feature matching. | Supplied-feature simulation validation. |
| Deep MCE-IRL | Neural reward-map recovery with known transitions. | Anchored neural reward-map validation. |
| AIRL | Adversarial state-reward recovery under AIRL assumptions. | State-only AIRL validation. |
| AIRL-Het | Anchored adversarial recovery with latent segments. | Serialized-content simulation validation. |
| f-IRL | f-divergence state-marginal matching. | State-marginal simulation validation. |
| GLADIUS | Neural Q and continuation modeling. | Preview diagnostics. |
| IQ-Learn | Inverse soft-Q learning. | Preview diagnostics. |
Package Surface
The recommended API is sklearn-style:
from econirl import NFXP, CCP, MPEC, NNES, TDCCP, MCEIRL
Additional estimators and lower-level configuration objects are available under
econirl.estimation, econirl.estimators, and econirl.contrib for advanced
workflows.
Repository Layout
src/econirl/: package source.tests/: unit, integration, and validation-evidence tests.docs/: public Read the Docs source.validation/: reproducible validation runners and machine-readable results.examples/: public examples and notebooks.
Manuscripts, PDFs, local research workspaces, and assistant-specific notes are not tracked in this public package repository.
License
MIT
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