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Game
- Class in
montecarlo
Class containing logic for a two-player, two-action discrete game of complete information.
Game(double[], long)
- Constructor for class montecarlo.
Game
Primary constructor for a 2-by-2 game.
getChain()
- Method in class mcmcSolver.
gibbsLTEGeneralizedQuiet
Returns the MCMC chain generated by the LTE procedure.
getLowestPoint()
- Method in class mcmcSolver.
gibbsLTEGeneralizedQuiet
Returns the lowest point found during the LTE procedure.
getMoments(double[], ArrayList<Game>)
- Method in class montecarlo.
Game
Return GMM moments, as defined by matching the empirical frequency of an outcome to the probability predicted by the model.
getOutcome()
- Method in class montecarlo.
Game
Returns index of simulated outcome.
gibbsLTEGeneralizedQuiet
- Class in
mcmcSolver
Implementation of the LTE optimization/estimation method proposed in Chernozhukov and Hong (2003).
gibbsLTEGeneralizedQuiet(mcmcFunction, int, int, double[])
- Constructor for class mcmcSolver.
gibbsLTEGeneralizedQuiet
Constructor for LTE class.
gradient(double[], double[])
- Method in class montecarlo.
MonteCarloTask
Gradient, left empty since we just use numerical equivalents.
gradient(double[], double[])
- Method in interface newtonSolver.
Uncmin_methods
User-supplied gradients.
grdchk_f77(int, double[], Uncmin_methods, double[], double[], double[], double[], double[], double, double, double[])
- Method in class newtonSolver.
Uncmin_f77
The grdchk_f77 method checks the analytic gradient supplied by the user.
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