Serialized Form


Package montecarlo

Class montecarlo.Game extends java.lang.Object implements Serializable

Serialized Fields

equilibriaList

java.util.ArrayList<E> equilibriaList
List of equilibria associated with this game.


utilities

double[][] utilities
Array containing utilities, indexed by action and player, respectively.


payoffs

double[][] payoffs
Array containing payoffs, indexed by action and player, respectively.


equilibria

double[][] equilibria
Array containing equilibria probabilites, indexed by equilibrium and player respectively.


x1

double x1
Shifter of player 1's payoffs for one of the actions.


x2

double x2
Shifter of player 2's payoffs for one of the actions.


outcome

int outcome
Simulated outcome (data).


truth

double[] truth
Vector of true parameters.


probabilityGameTruth

double probabilityGameTruth
Probability in the denominator of the importance sampling weights. This is calculated by evaluating the probability of the drawn game at the true parameters.


numEqu

int numEqu
Count of the number of equilibria associated with the game.


rng

java.util.Random rng
Random number generator for producing simulated outcomes. This is seeded when the constructor is called.

Class montecarlo.MonteCarloTask extends java.lang.Object implements Serializable

Serialized Fields

importanceGamesList

java.util.ArrayList<E> importanceGamesList
ArrayList containing the importance games for a given observation.


data

java.util.ArrayList<E> data
ArrayList containing list of observations.


importanceMasterList

java.util.ArrayList<E> importanceMasterList
ArrayList containing a list of importance games associated with each observation.


W

Jama.Matrix W
Weighting matrix in GMM.


USE_NEWTON_OPTIMIZER

boolean USE_NEWTON_OPTIMIZER
Switch indicating whether or not a Newton-based optimizer is used in the minimization.


ESTIMATE_FIRST_STAGE

boolean ESTIMATE_FIRST_STAGE
Switch indicating whether a first-stage estimate is produced using the identity weighting matrix


NUMBER_GAMES

int NUMBER_GAMES
Number of games (observations) to simulate in the fake data.


NUMBER_IMPORTANCE_GAMES

int NUMBER_IMPORTANCE_GAMES
Number of importance games per observation.


NUMBER_MCMC_DRAWS

int NUMBER_MCMC_DRAWS
Number of draws in the LTE algorithm used to produce estimates of the parameters.


Package utility

Class utility.JTextAreaAutoscroll extends javax.swing.JTextArea implements Serializable