def do_dreesen(model, data, maxdeg=3):
eqns = model.empirical_moment_equations(data, maxdeg)
syms = model.param_symbols()
M = MomentMatrix(2, syms, morder='grevlex')
solsdp = solvers.solve_generalized_mom_coneqp(M, eqns, None)
sol = extractors.extract_solutions_lasserre(M, solsdp['x'], Kmax=model.k)
params = array([sol[sym][0] for sym in syms])
params = array([make_distribution(col) for col in params.T]).T
return model["w"], params
def do_lasserre(model, data, maxdeg=3, maxcontrs=-1):
eqns = model.empirical_moment_equations(data, 3)
syms = model.param_symbols()
#ipdb.set_trace()
M = MomentMatrix(maxdeg, syms, morder='grevlex')
solsdp = solvers.solve_generalized_mom_coneqp(M, eqns, None)
#solsdp = solvers.solve_basic_constraints(M, eqns, slack=1e-5)
sol = extractors.extract_solutions_lasserre(M, solsdp['x'], Kmax=model.k, tol=1e-5)
#sol = extractors.extract_solutions_dreesen(M, solsdp['x'], Kmax=model.k)
#sol = extractors.extract_solutions_dreesen_proto(M, solsdp['x'], Kmax=model.k)
return sol
def do_lasserre(model, data, maxdeg=3, maxcontrs=-1):
eqns = model.empirical_moment_equations(data, 3)
syms = model.param_symbols()
#ipdb.set_trace()
M = MomentMatrix(maxdeg, syms, morder='grevlex')
solsdp = solvers.solve_generalized_mom_coneqp(M, eqns, None)
#solsdp = solvers.solve_basic_constraints(M, eqns, slack=1e-5)
sol = extractors.extract_solutions_lasserre(M,
solsdp['x'],
Kmax=model.k,
tol=1e-5)
#sol = extractors.extract_solutions_dreesen(M, solsdp['x'], Kmax=model.k)
#sol = extractors.extract_solutions_dreesen_proto(M, solsdp['x'], Kmax=model.k)
return sol
