A package for search model estimation
Project description
This package pnne_search implements the pre-trained neural network estimator for sequential search model, as described by "Pre-Training Estimators for Structural Models: Application to Consumer Search"
See below for a simple demonstration of how to use pnne_search:
import time import pnne_search
data = pnne_search.load_example_data()
pnne_search.pnne_estimate(data['Y'], data['Xp'], data['Xa'], data['Xc'], data['consumer_idx'], checks = True)
start_time = time.time() pnne_search.pnne_estimate(data['Y'], data['Xp'], data['Xa'], data['Xc'], data['consumer_idx'], checks = True, se=True) time.time() - start_time
start_time = time.time() pnne_search.pnne_estimate(data['Y'], data['Xp'], data['Xa'], data['Xc'], data['consumer_idx'], checks = True, se=True, use_parallel=False) time.time() - start_time
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