R/0_numericalBenchmark.R

In TraME-Project/TraME-R: Transportation Methods for Econometrics

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##
##   Copyright (C) 2015 - 2016 Alfred Galichon
##
##   This file is part of the R package TraME.
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##   The R package TraME is free software: you can redistribute it and/or modify
##   it under the terms of the GNU General Public License as published by
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##   The R package TraME is distributed in the hope that it will be useful,
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##   GNU General Public License for more details.
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#


dtheta_mu_numeric <- function (model, theta, deltatheta=diag(length(theta)))
{ 
  market = model$parametricMarket(model,theta)
  thef <- function(thetheta){
    ret = solveEquilibrium(model$parametricMarket(model,thetheta),notifications=FALSE)$mu
    return(ret)
  }
  #
  outcome = solveEquilibrium( model$parametricMarket(model,theta),notifications=FALSE)
  #
  mu=outcome$mu
  mux0s = outcome$mux0
  mu0ys = outcome$mu0y
  #
  dmu = jacobian(thef,theta) %*% deltatheta
  #
  return(list(mu = c(mu), mux0s = mux0s, mu0ys = mu0ys, dmu = dmu))
}