def estimate_wrap(V, av, CHOICE, database, panelEst, ModNameSeqence, Draws):
'''
#
#
#
'''
if panelEst:
#database.panel('ID')
# Conditional to B_TIME_RND, the likelihood of one observation is
# given by the logit model (called the kernel)
obsprob = exp(models.loglogit(V, av, CHOICE))
# Conditional to B_TIME_RND, the likelihood of all observations for
# one individual (the trajectory) is the product of the likelihood of
# each observation.
condprobIndiv = PanelLikelihoodTrajectory(obsprob)
if Draws > 0:
condprobIndiv = MonteCarlo(condprobIndiv)
logprob = log(condprobIndiv)
else:
prob = exp(models.loglogit(V, av, CHOICE))
if Draws > 0:
prob = MonteCarlo(prob)
logprob = log(prob)
if Draws > 0:
biogeme = bio.BIOGEME(database, logprob, numberOfDraws=Draws)
else:
biogeme = bio.BIOGEME(database, logprob)
biogeme.modelName = ModNameSeqence
return biogeme.estimate()
def mixedloglikelihood(prob):
"""Compute a simulated loglikelihood function
:param prob: An expression providing the value of the
probability. Although it is not formally necessary,
the expression should contain one or more random
variables of a given distribution, and therefore
is defined as
.. math:: P(i|\\xi_1,\\ldots,\\xi_L)
:type prob: biogeme.expressions.Expression
:return: the simulated loglikelihood, given by
.. math:: \\ln\\left(\\sum_{r=1}^R P(i|\\xi^r_1,\\ldots,\\xi^r_L) \\right)
where :math:`R` is the number of draws, and :math:`\\xi_j^r`
is the rth draw of the random variable :math:`\\xi_j`.
:rtype: biogeme.expressions.Expression
"""
l = MonteCarlo(prob)
return log(l)
V2 = ASC_SM + \
B_TIME_RND * SM_TT_SCALED + \
B_COST * SM_COST_SCALED
V3 = ASC_CAR + \
B_TIME_RND * CAR_TT_SCALED + \
B_COST * CAR_CO_SCALED
# Associate utility functions with the numbering of alternatives
V = {1: V1, 2: V2, 3: V3}
# Associate the availability conditions with the alternatives
CAR_AV_SP = DefineVariable('CAR_AV_SP', CAR_AV * (SP != 0), database)
TRAIN_AV_SP = DefineVariable('TRAIN_AV_SP', TRAIN_AV * (SP != 0), database)
av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}
obsprob = models.logit(V, av, CHOICE)
condprobIndiv = PanelLikelihoodTrajectory(obsprob)
logprob = log(MonteCarlo(condprobIndiv))
class test_12(unittest.TestCase):
def testEstimation(self):
biogeme = bio.BIOGEME(database, logprob, numberOfDraws=5, seed=10)
results = biogeme.estimate()
self.assertAlmostEqual(results.data.logLike, -4705.638407401872, 2)
if __name__ == '__main__':
unittest.main()
V2 = ASC_SM + \
B_TIME_RND * SM_TT_SCALED + \
B_COST * SM_COST_SCALED
V3 = ASC_CAR + \
B_TIME_RND * CAR_TT_SCALED + \
B_COST * CAR_CO_SCALED
# Associate utility functions with the numbering of alternatives
V = {1: V1,
2: V2,
3: V3}
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP,
2: SM_AV,
3: CAR_AV_SP}
# The choice model is a logit, with availability conditions
prob = models.logit(V, av, CHOICE)
logprob = log(MonteCarlo(prob))
R = 2000
biogeme = bio.BIOGEME(database, logprob, numberOfDraws=R)
biogeme.modelName = '07estimationMonteCarlo_mlhs'
results = biogeme.estimate()
# Get the results in a pandas table
pandasResults = results.getEstimatedParameters()
print(pandasResults)
# the kernel) for the choice
condprob = models.logit(V, None, Choice)
# Conditional to the random parameters, we have the product of ordered
# probit for the indicators.
condlike = P_Envir01 * \
P_Envir02 * \
P_Envir03 * \
P_Mobil11 * \
P_Mobil14 * \
P_Mobil16 * \
P_Mobil17 * \
condprob
# We integrate over omega using Monte-Carlo integration
loglike = log(MonteCarlo(condlike))
# Define level of verbosity
logger = msg.bioMessage()
#logger.setSilent()
#logger.setWarning()
logger.setGeneral()
#logger.setDetailed()
# Create the Biogeme object
biogeme = bio.BIOGEME(database, loglike, numberOfDraws=20000)
biogeme.modelName = '06serialCorrelation'
# Estimate the parameters
results = biogeme.estimate()
print(f'Estimated betas: {len(results.data.betaValues)}')
V = {1: V1,
2: V2,
3: V3}
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP,
2: SM_AV,
3: CAR_AV_SP}
# Conditional to B_TIME_RND, we have a logit model (called the kernel)
prob = models.logit(V, av, CHOICE)
# Add Panel Structure
pnl_prob = PanelLikelihoodTrajectory(prob)
# We integrate over B_TIME_RND using Monte-Carlo
logprob = log(MonteCarlo(pnl_prob))
# Define level of verbosity
logger = msg.bioMessage()
#logger.setSilent()
#logger.setWarning()
logger.setGeneral()
#logger.setDetailed()
# These notes will be included as such in the report file.
userNotes = ('Example of a mixture of logit models with three alternatives, '
'approximated using Monte-Carlo integration.')
# Create the Biogeme object
biogeme = bio.BIOGEME(database, logprob, numberOfDraws=1500, userNotes=userNotes)
biogeme.modelName = '05normalMixture'
exp(BETA_TIME_CAR_CL * CARLOVERS)
V1 = ASC_CAR + \
BETA_TIME_CAR * TimeCar_scaled + \
BETA_COST_HWH * CostCarCHF_scaled * PurpHWH + \
BETA_COST_OTHER * CostCarCHF_scaled * PurpOther
V2 = ASC_SM + BETA_DIST * distance_km_scaled
# Associate utility functions with the numbering of alternatives
V = {0: V0, 1: V1, 2: V2}
# Conditional to omega, we have a logit model (called the kernel)
condprob = models.logit(V, None, Choice)
# We integrate over omega using numerical integration
loglike = log(MonteCarlo(condprob))
# Define level of verbosity
logger = msg.bioMessage()
#logger.setSilent()
#logger.setWarning()
logger.setGeneral()
#logger.setDetailed()
# Create the Biogeme object
biogeme = bio.BIOGEME(database, loglike, numberOfDraws=10000)
biogeme.modelName = '04latentChoiceSeq_mc'
# Estimate the parameters
fname = '__04iterations.txt'
biogeme.loadSavedIteration(filename=fname)
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}
# The choice model is a discrete mixture of logit, with availability conditions
# We calculate the conditional probability for each class
prob = [
PanelLikelihoodTrajectory(models.logit(V[i], av, CHOICE))
for i in range(numberOfClasses)
]
# Conditional to the random variables, likelihood for the individual.
probIndiv = PROB_class0 * prob[0] + PROB_class1 * prob[1]
# We integrate over the random variables using Monte-Carlo
logprob = log(MonteCarlo(probIndiv))
# Define level of verbosity
logger = msg.bioMessage()
#logger.setSilent()
#logger.setWarning()
logger.setGeneral()
#logger.setDetailed()
# Create the Biogeme object
biogeme = bio.BIOGEME(database, logprob, numberOfDraws=100000)
biogeme.modelName = '15panelDiscrete'
# As the estimation may take a while and risk to be interrupted, we save the iterations,
# and restore them before the estimation.
database = db.Database('fakeDatabase', pandas)
def halton13(sampleSize, numberOfDraws):
"""
The user can define new draws. For example, Halton draws
with base 13, skipping the first 10 draws.
"""
return draws.getHaltonDraws(sampleSize, numberOfDraws, base=13, skip=10)
mydraws = {'HALTON13': (halton13, 'Halton draws, base 13, skipping 10')}
database.setRandomNumberGenerators(mydraws)
integrand = exp(bioDraws('U', 'UNIFORM'))
simulatedI = MonteCarlo(integrand)
integrand_halton = exp(bioDraws('U_halton', 'UNIFORM_HALTON2'))
simulatedI_halton = MonteCarlo(integrand_halton)
integrand_halton13 = exp(bioDraws('U_halton13', 'HALTON13'))
simulatedI_halton13 = MonteCarlo(integrand_halton13)
integrand_mlhs = exp(bioDraws('U_mlhs', 'UNIFORM_MLHS'))
simulatedI_mlhs = MonteCarlo(integrand_mlhs)
trueI = exp(1.0) - 1.0
R = 20000
sampleVariance = MonteCarlo(integrand * integrand) - simulatedI * simulatedI
# The estimation results are read from the pickle file
try:
results = res.bioResults(pickleFile='05normalMixture.pickle')
except FileNotFoundError:
print(
'Run first the script 05normalMixture.py in order to generate the file '
'05normalMixture.pickle.')
sys.exit()
# Conditional to B_TIME_RND, we have a logit model (called the kernel)
prob = models.logit(V, av, CHOICE)
# We calculate the integration error. Note that this formula assumes
# independent draws, and is not valid for Haltom or antithetic draws.
numberOfDraws = 100000
integral = MonteCarlo(prob)
integralSquare = MonteCarlo(prob * prob)
variance = integralSquare - integral * integral
error = (variance / 2.0)**0.5
# And the value of the individual parameters
numerator = MonteCarlo(B_TIME_RND * prob)
denominator = integral
simulate = {
'Numerator': numerator,
'Denominator': denominator,
'Integral': integral,
'Integration error': error
}
V2 = [ASC_SM_RND[i] + B_TIME_RND[i] * SM_TT_SCALED + B_COST[i] * SM_COST_SCALED
for i in range(numberOfClasses)]
V3 = [ASC_CAR_RND[i] + B_TIME_RND[i] * CAR_TT_SCALED + B_COST[i] * CAR_CO_SCALED
for i in range(numberOfClasses)]
V = [{1: V1[i],
2: V2[i],
3: V3[i]} for i in range(numberOfClasses)]
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP,
2: SM_AV,
3: CAR_AV_SP}
# The choice model is a discrete mixture of logit, with availability conditions
# We calculate the conditional probability for each class
prob = [MonteCarlo(PanelLikelihoodTrajectory(models.logit(V[i], av, CHOICE)))
for i in range(numberOfClasses)]
# Conditional to the random variables, likelihood for the individual.
probIndiv = PROB_class0 * prob[0] + PROB_class1 * prob[1]
# We integrate over the random variables using Monte-Carlo
logprob = log(probIndiv)
# Define level of verbosity
logger = msg.bioMessage()
#logger.setSilent()
#logger.setWarning()
logger.setGeneral()
#logger.setDetailed()
"""
d = draws.getHaltonDraws(sampleSize,
int(numberOfDraws / 2),
base=13,
skip=10)
return np.concatenate((d, 1 - d), axis=1)
mydraws = {
'HALTON13_ANTI':
(halton13_anti, 'Antithetic Halton draws, base 13, skipping 10')
}
database.setRandomNumberGenerators(mydraws)
integrand = exp(bioDraws('U', 'UNIFORM_ANTI'))
simulatedI = MonteCarlo(integrand)
integrand_halton13 = exp(bioDraws('U_halton13', 'HALTON13_ANTI'))
simulatedI_halton13 = MonteCarlo(integrand_halton13)
integrand_mlhs = exp(bioDraws('U_mlhs', 'UNIFORM_MLHS_ANTI'))
simulatedI_mlhs = MonteCarlo(integrand_mlhs)
trueI = exp(1.0) - 1.0
R = 20000
error = simulatedI - trueI
error_halton13 = simulatedI_halton13 - trueI
def cv_estimate_model(V,
Draws,
ModName,
train,
myRandomNumberGenerators,
COST_SCALE_CAR=100,
COST_SCALE_PUB=100):
db_train = db.Database("swissmetro_train", train)
db_train.setRandomNumberGenerators(myRandomNumberGenerators)
globals().update(db_train.variables)
#locals().update(db_train.variables)
db_train.panel('ID')
#variables
CAR_AV_SP = DefineVariable('CAR_AV_SP', CAR_AV * (SP != 0), db_train)
TRAIN_AV_SP = DefineVariable('TRAIN_AV_SP', TRAIN_AV * (SP != 0), db_train)
SM_COST = SM_CO * (GA == 0)
TRAIN_COST = TRAIN_CO * (GA == 0)
###Parameters to be estimated (Note not all parameters are used in all models!)
##Attributes
#Alternative specific constants
ASC_CAR = Beta('ASC_CAR', 0, None, None, 1)
ASC_TRAIN = Beta('ASC_TRAIN', 0, None, None, 0)
ASC_SM = Beta('ASC_SM', 0, None, None, 0)
#Cost (Note: Assumed generic)
B_COST = Beta('B_COST', 0, None, None, 0)
B_COST_BUSINESS = Beta('B_COST_BUSINESS', 0, None, None, 0)
B_COST_PRIVATE = Beta('B_COST_PRIVATE', 0, None, None, 0)
#Time
B_TIME = Beta('B_TIME', 0, None, None, 0)
B_TIME_CAR = Beta('B_TIME_CAR', 0, None, None, 0)
B_TIME_TRAIN = Beta('B_TIME_TRAIN', 0, None, None, 0)
B_TIME_SM = Beta('B_TIME_SM', 0, None, None, 0)
B_TIME_PUB = Beta('B_TIME_PUB', 0, None, None, 0)
B_TIME_CAR_BUSINESS = Beta('B_TIME_CAR_BUSINESS', 0, None, None, 0)
B_TIME_TRAIN_BUSINESS = Beta('B_TIME_TRAIN_BUSINESS', 0, None, None, 0)
B_TIME_SM_BUSINESS = Beta('B_TIME_SM_BUSINESS', 0, None, None, 0)
B_TIME_PUB_BUSINESS = Beta('B_TIME_PUB_BUSINESS', 0, None, None, 0)
B_TIME_CAR_PRIVATE = Beta('B_TIME_CAR_PRIVATE', 0, None, None, 0)
B_TIME_TRAIN_PRIVATE = Beta('B_TIME_TRAIN_PRIVATE', 0, None, None, 0)
B_TIME_SM_PRIVATE = Beta('B_TIME_SM_PRIVATE', 0, None, None, 0)
B_TIME_PUB_PRIVATE = Beta('B_TIME_PUB_PRIVATE', 0, None, None, 0)
#HE (Note: Not available for car)
B_HE = Beta('B_HE', 0, None, None, 0)
B_HE_TRAIN = Beta('B_HE_TRAIN', 0, None, None, 0)
B_HE_SM = Beta('B_HE_SM', 0, None, None, 0)
B_HE_BUSINESS = Beta('B_HE_BUSINESS', 0, None, None, 0)
B_HE_TRAIN_BUSINESS = Beta('B_HE_TRAIN_BUSINESS', 0, None, None, 0)
B_HE_SM_BUSINESS = Beta('B_HE_SM_BUSINESS', 0, None, None, 0)
B_HE_PRIVATE = Beta('B_HE_PRIVATE', 0, None, None, 0)
B_HE_TRAIN_PRIVATE = Beta('B_HE_TRAIN_PRIVATE', 0, None, None, 0)
B_HE_SM_PRIVATE = Beta('B_HE_SM_PRIVATE', 0, None, None, 0)
#Seats (Note: Only avaliable for SM)
B_SEATS = Beta('B_SEATS', 0, None, None, 0)
##Characteristics
#Age
B_AGE_1_TRAIN = Beta('B_AGE_1_TRAIN', 0, None, None, 1) #Note: Reference
B_AGE_2_TRAIN = Beta('B_AGE_2_TRAIN', 0, None, None, 0)
B_AGE_3_TRAIN = Beta('B_AGE_3_TRAIN', 0, None, None, 0)
B_AGE_4_TRAIN = Beta('B_AGE_4_TRAIN', 0, None, None, 0)
B_AGE_5_TRAIN = Beta('B_AGE_5_TRAIN', 0, None, None, 0)
B_AGE_6_TRAIN = Beta('B_AGE_6_TRAIN', 0, None, None, 0)
B_AGE_1_SM = Beta('B_AGE_1_SM', 0, None, None, 1) #Note: Reference
B_AGE_2_SM = Beta('B_AGE_2_SM', 0, None, None, 0)
B_AGE_3_SM = Beta('B_AGE_3_SM', 0, None, None, 0)
B_AGE_4_SM = Beta('B_AGE_4_SM', 0, None, None, 0)
B_AGE_5_SM = Beta('B_AGE_5_SM', 0, None, None, 0)
B_AGE_6_SM = Beta('B_AGE_6_SM', 0, None, None, 0)
B_AGE_1_PUB = Beta('B_AGE_1_PUB', 0, None, None, 1) #Note: Reference
B_AGE_2_PUB = Beta('B_AGE_2_PUB', 0, None, None, 0)
B_AGE_3_PUB = Beta('B_AGE_3_PUB', 0, None, None, 0)
B_AGE_4_PUB = Beta('B_AGE_4_PUB', 0, None, None, 0)
B_AGE_5_PUB = Beta('B_AGE_5_PUB', 0, None, None, 0)
B_AGE_6_PUB = Beta('B_AGE_6_PUB', 0, None, None, 0)
B_AGE_ADULTS_TRAIN = Beta('B_AGE_TRAIN_ADULTS', 0, None, None, 0)
B_AGE_ADULTS_SM = Beta('B_AGE_ADULTS_SM', 0, None, None, 0)
B_AGE_ADULTS_PUB = Beta('B_AGE_ADULTS_PUB', 0, None, None, 0)
#Luggage
B_LUGGAGE_TRAIN = Beta('B_LUGGAGE_TRAIN', 0, None, None, 0)
B_LUGGAGE_SM = Beta('B_LUGGAGE_SM', 0, None, None, 0)
B_LUGGAGE_PUB = Beta('B_LUGGAGE_PUB', 0, None, None, 0)
#Gender
B_MALE_TRAIN = Beta('B_MALE_TRAIN', 0, None, None, 0)
B_MALE_SM = Beta('B_MALE_SM', 0, None, None, 0)
B_MALE_PUB = Beta('B_MALE_PUB', 0, None, None, 0)
#Purpose
B_BUSINESS = Beta('B_BUSINESS', 0, None, None, 0)
B_BUSINESS_TRAIN = Beta('B_BUSINESS_TRAIN', 0, None, None, 0)
B_BUSINESS_SM = Beta('B_BUSINESS_SM', 0, None, None, 0)
B_PRIVATE = Beta('B_PRIVATE', 0, None, None, 0)
B_PRIVATE_TRAIN = Beta('B_PRIVATE_TRAIN', 0, None, None, 0)
B_PRIVATE_SM = Beta('B_PRIVATE_SM', 0, None, None, 0)
B_COMMUTER = Beta('B_COMMUTER', 0, None, None, 0)
B_COMMUTER_TRAIN = Beta('B_COMMUTER_TRAIN', 0, None, None, 0)
B_COMMUTER_SM = Beta('B_COMMUTER_SM', 0, None, None, 0)
#GA
B_GA = Beta('B_GA', 0, None, None, 0)
B_GA_TRAIN = Beta('B_GA_TRAIN', 0, None, None, 0)
B_GA_SM = Beta('B_GA_SM', 0, None, None, 0)
#First
B_FIRST_TRAIN = Beta('B_FIRST_TRAIN', 0, None, None, 0)
B_FIRST_SM = Beta('B_FIRST_SM', 0, None, None, 0)
B_FIRST = Beta('B_FIRST', 0, None, None, 0)
##Non linearization
#Cost
q_COST = Beta('q_COST', 1, None, None, 0)
#Time
q_TIME = Beta('q_TIME', 1, None, None, 0)
q_TIME_TRAIN = Beta('q_TIME_TRAIN', 1, None, None, 0)
q_TIME_SM = Beta('q_TIME_SM', 1, None, None, 0)
q_TIME_CAR = Beta('q_TIME_CAR', 1, None, None, 0)
q_TIME_PUB = Beta('q_TIME_PUB', 1, None, None, 0)
#HE
q_HE = Beta('q_HE', 1, None, None, 0)
##Nesting parameter
MU = Beta('MU', 1, 0, 1, 0)
##ML RANDOM GENERIC TIME LOGNORMAL
BETA_TIME_mean = Beta('BETA_TIME_mean', 0, None, None, 0)
BETA_TIME_std = Beta('BETA_TIME_std', 1, None, None, 0)
BETA_TIME_random = -exp(BETA_TIME_mean + BETA_TIME_std *
bioDraws('BETA_TIME_random', 'NORMAL'))
##ML RANDOM SPECIFIC TIME TRAIN LOGNORMAL
BETA_TIME_TRAIN_mean = Beta('BETA_TIME_TRAIN_mean', 0, None, None, 0)
BETA_TIME_TRAIN_std = Beta('BETA_TIME_TRAIN_std', 1, None, None, 0)
BETA_TIME_TRAIN_random = -exp(BETA_TIME_TRAIN_mean + BETA_TIME_TRAIN_std *
bioDraws('BETA_TIME_TRAIN_random', 'NORMAL'))
##ML RANDOM SPECIFIC TIME SM LOGNORMAL
BETA_TIME_SM_mean = Beta('BETA_TIME_SM_mean', 0, None, None, 0)
BETA_TIME_SM_std = Beta('BETA_TIME_SM_std', 1, None, None, 0)
BETA_TIME_SM_random = -exp(BETA_TIME_SM_mean + BETA_TIME_SM_std *
bioDraws('BETA_TIME_SM_random', 'NORMAL'))
##ML RANDOM SPECIFIC TIME CAR LOGNORMAL
BETA_TIME_CAR_mean = Beta('BETA_TIME_CAR_mean', 0, None, None, 0)
BETA_TIME_CAR_std = Beta('BETA_TIME_CAR_std', 1, None, None, 0)
BETA_TIME_CAR_random = -exp(BETA_TIME_CAR_mean + BETA_TIME_CAR_std *
bioDraws('BETA_TIME_CAR_random', 'NORMAL'))
##ML RANDOM GENERIC COST LOGNORMAL
BETA_COST_mean = Beta('BETA_COST_mean', 0, None, None, 0)
BETA_COST_std = Beta('BETA_COST_std', 1, None, None, 0)
BETA_COST_random = -exp(BETA_COST_mean + BETA_COST_std *
bioDraws('BETA_COST_random', 'NORMAL'))
##ML RANDOM GENERIC HE LOGNORMAL
BETA_HE_mean = Beta('BETA_HE_mean', 0, None, None, 0)
BETA_HE_std = Beta('BETA_HE_std', 1, None, None, 0)
BETA_HE_random = -exp(BETA_HE_mean +
BETA_HE_std * bioDraws('BETA_HE_random', 'NORMAL'))
##ML RANDOM GENERIC TIME NORMAL
BETA_TIME_mean_Norm = Beta('BETA_TIME_mean_Norm', 0, None, None, 0)
BETA_TIME_std_Norm = Beta('BETA_TIME_std_Norm', 1, None, None, 0)
BETA_TIME_random_Norm = BETA_TIME_mean_Norm + BETA_TIME_std_Norm * bioDraws(
'BETA_TIME_random_Norm', 'NORMAL')
##ML RANDOM SPECIFIC TIME TRAIN LOGNORMAL
BETA_TIME_TRAIN_mean_Norm = Beta('BETA_TIME_TRAIN_mean_Norm', 0, None,
None, 0)
BETA_TIME_TRAIN_std_Norm = Beta('BETA_TIME_TRAIN_std_Norm', 1, None, None,
0)
BETA_TIME_TRAIN_random_Norm = BETA_TIME_TRAIN_mean_Norm + BETA_TIME_TRAIN_std_Norm * bioDraws(
'BETA_TIME_TRAIN_random_Norm', 'NORMAL')
##ML RANDOM SPECIFIC TIME SM NORMAL
BETA_TIME_SM_mean_Norm = Beta('BETA_TIME_SM_mean_Norm', 0, None, None, 0)
BETA_TIME_SM_std_Norm = Beta('BETA_TIME_SM_std_Norm', 1, None, None, 0)
BETA_TIME_SM_random_Norm = BETA_TIME_SM_mean_Norm + BETA_TIME_SM_std_Norm * bioDraws(
'BETA_TIME_SM_random_Norm', 'NORMAL')
##ML RANDOM SPECIFIC TIME CAR NORMAL
BETA_TIME_CAR_mean_Norm = Beta('BETA_TIME_CAR_mean_Norm', 0, None, None, 0)
BETA_TIME_CAR_std_Norm = Beta('BETA_TIME_CAR_std_Norm', 1, None, None, 0)
BETA_TIME_CAR_random_Norm = BETA_TIME_CAR_mean_Norm + BETA_TIME_CAR_std_Norm * bioDraws(
'BETA_TIME_CAR_random_Norm', 'NORMAL')
##ML RANDOM GENERIC COST LOGNORMAL
BETA_COST_PUB_mean = Beta('BBETA_COST_PUB_mean', 0, None, None, 0)
BETA_COST_PUB_std = Beta('BBETA_COST_PUB_std', 1, None, None, 0)
BETA_COST_PUB_random = -exp(BETA_COST_PUB_mean + BETA_COST_PUB_std *
bioDraws('BBETA_COST_PUB_random', 'NORMAL'))
##ML RANDOM GENERIC COST NORMAL
BETA_COST_mean_Norm = Beta('BETA_COST_mean_Norm', 0, None, None, 0)
BETA_COST_std_Norm = Beta('BETA_COST_std_Norm', 1, None, None, 0)
BETA_COST_random_Norm = BETA_COST_mean_Norm + BETA_COST_std_Norm * bioDraws(
'BETA_COST_random_Norm', 'NORMAL')
##ML RANDOM GENERIC HE NORMAL
BETA_HE_mean_Norm = Beta('BETA_HE_mean_Norm', 0, None, None, 0)
BETA_HE_std_Norm = Beta('BETA_HE_std_Norm', 1, None, None, 0)
BETA_HE_random_Norm = BETA_HE_mean_Norm + BETA_HE_std_Norm * bioDraws(
'BETA_HE_random_Norm', 'NORMAL')
'''
***********************************************************************************************
'''
#PUBLIC
TRAIN_COST_SCALED = DefineVariable('TRAIN_COST_SCALED',\
TRAIN_COST / COST_SCALE_PUB,db_train)
SM_COST_SCALED = DefineVariable('SM_COST_SCALED', SM_COST / COST_SCALE_PUB,
db_train)
#CAR
CAR_COST_SCALED = DefineVariable('CAR_COST_SCALED',
CAR_CO / COST_SCALE_CAR, db_train)
'''
***********************************************************************************************
'''
##Scaling 'COST', 'TRAVEL-TIME' and 'HE' by a factor of 100 and adding the scaled variables to the database
TRAIN_TT_SCALED = DefineVariable('TRAIN_TT_SCALED',\
TRAIN_TT / 100.0,db_train)
TRAIN_HE_SCALED = DefineVariable('TRAIN_HE_SCALED',\
TRAIN_HE / 100, db_train)
SM_TT_SCALED = DefineVariable('SM_TT_SCALED', SM_TT / 100.0, db_train)
SM_HE_SCALED = DefineVariable('SM_HE_SCALED',\
SM_HE / 100, db_train)
CAR_TT_SCALED = DefineVariable('CAR_TT_SCALED', CAR_TT / 100, db_train)
###Defining new variables and adding columns to the database
#Age
AGE_1 = DefineVariable('AGE_1', (AGE == 1),
db_train) #don't scale because is cathegorical
AGE_2 = DefineVariable('AGE_2', (AGE == 2), db_train)
AGE_3 = DefineVariable('AGE_3', (AGE == 3), db_train)
AGE_4 = DefineVariable('AGE_4', (AGE == 4), db_train)
AGE_5 = DefineVariable('AGE_5', (AGE == 5), db_train)
AGE_6 = DefineVariable('AGE_6', (AGE == 6), db_train)
#Purpose
PRIVATE = DefineVariable("PRIVATE", (PURPOSE == 1), db_train)
COMMUTER = DefineVariable("COMMUTER", (PURPOSE == 2), db_train)
BUSINESS = DefineVariable("BUSINESS", (PURPOSE == 3), db_train)
#Model Estimation
av = {3: CAR_AV_SP, 1: TRAIN_AV_SP, 2: SM_AV}
obsprob = exp(models.loglogit(V, av, CHOICE))
condprobIndiv = PanelLikelihoodTrajectory(obsprob)
logprob = log(MonteCarlo(condprobIndiv))
bg = bio.BIOGEME(db_train, logprob, numberOfDraws=Draws)
bg.modelName = ModName
result = bg.estimate()
return result
# pylint: disable=invalid-name, undefined-variable
import pandas as pd
import biogeme.database as db
import biogeme.biogeme as bio
from biogeme.expressions import exp, bioDraws, MonteCarlo
# We create a fake database with one entry, as it is required
# to store the draws
pandas = pd.DataFrame()
pandas['FakeColumn'] = [1.0]
database = db.Database('fakeDatabase', pandas)
integrand = exp(bioDraws('U', 'UNIFORM'))
simulatedI = MonteCarlo(integrand)
trueI = exp(1.0) - 1.0
R = 2000
sampleVariance = MonteCarlo(integrand * integrand) - simulatedI * simulatedI
stderr = (sampleVariance / R)**0.5
error = simulatedI - trueI
simulate = {
'Analytical Integral': trueI,
'Simulated Integral': simulatedI,
'Sample variance ': sampleVariance,
'Std Error ': stderr,
'Error ': error
THE_B_TIME_RND * CAR_TT_SCALED + \
B_COST * CAR_CO_SCALED
# Associate utility functions with the numbering of alternatives
V = {1: V1, 2: V2, 3: V3}
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}
# The choice model is a logit, with availability conditions
integrand = models.logit(V, av, CHOICE)
return integrand
numericalI = Integrate(logit(B_TIME_RND) * density, 'omega')
normal = MonteCarlo(logit(B_TIME_RND_normal))
anti = MonteCarlo(logit(B_TIME_RND_anti))
halton = MonteCarlo(logit(B_TIME_RND_halton))
mlhs = MonteCarlo(logit(B_TIME_RND_mlhs))
antimlhs = MonteCarlo(logit(B_TIME_RND_antimlhs))
simulate = {
'Numerical': numericalI,
'MonteCarlo': normal,
'Antithetic': anti,
'Halton': halton,
'MLHS': mlhs,
'Antithetic MLHS': antimlhs
}
R = 20000
