.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/montecarlo/plot_b07estimation_monte_carlo_halton.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_montecarlo_plot_b07estimation_monte_carlo_halton.py: Mixtures of logit with Monte-Carlo 2000 Halton draws ==================================================== Estimation of a mixtures of logit models where the integral is approximated using MonteCarlo integration with Halton draws. :author: Michel Bierlaire, EPFL :date: Mon Dec 11 08:10:40 2023 .. GENERATED FROM PYTHON SOURCE LINES 12-17 .. code-block:: default import biogeme.biogeme_logging as blog from biogeme.expressions import bioDraws from b07estimation_specification import get_biogeme .. GENERATED FROM PYTHON SOURCE LINES 18-21 .. code-block:: default logger = blog.get_screen_logger(level=blog.INFO) logger.info('Example b07estimation_monte_carlo_halton.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b07estimation_monte_carlo_halton.py .. GENERATED FROM PYTHON SOURCE LINES 22-24 .. code-block:: default R = 2000 .. GENERATED FROM PYTHON SOURCE LINES 25-29 .. code-block:: default the_draws = bioDraws('B_TIME_RND', 'NORMAL_HALTON2') the_biogeme = get_biogeme(the_draws=the_draws, number_of_draws=R) the_biogeme.modelName = 'b07estimation_monte_carlo_halton' .. rst-class:: sphx-glr-script-out .. code-block:: none File /var/folders/rp/ppksq7xd6_x7p0jb0t73x7vw0000gq/T/tmp_rgcxlaz/6b58cd96-a3cd-4053-9391-91bda180b7e9 has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 30-32 .. code-block:: default results = the_biogeme.estimate() .. rst-class:: sphx-glr-script-out .. code-block:: none *** Initial values of the parameters are obtained from the file __b07estimation_monte_carlo_halton.iter Cannot read file __b07estimation_monte_carlo_halton.iter. Statement is ignored. Optimization algorithm: hybrid Newton/BFGS with simple bounds [simple_bounds] ** Optimization: Newton with trust region for simple bounds Iter. asc_car asc_train b_cost b_time b_time_s Function Relgrad Radius Rho 0 -0.082 -0.79 -0.32 -1 0.87 5.4e+03 0.046 10 1 ++ 1 0.018 -0.56 -1 -1.6 0.92 5.2e+03 0.0086 1e+02 1.1 ++ 2 0.1 -0.42 -1.2 -2.1 1.4 5.2e+03 0.0048 1e+03 1.2 ++ 3 0.13 -0.4 -1.3 -2.2 1.6 5.2e+03 0.00078 1e+04 1.1 ++ 4 0.14 -0.4 -1.3 -2.3 1.7 5.2e+03 1.7e-05 1e+05 1 ++ 5 0.14 -0.4 -1.3 -2.3 1.7 5.2e+03 7.3e-09 1e+05 1 ++ .. GENERATED FROM PYTHON SOURCE LINES 33-35 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model b07estimation_monte_carlo_halton Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5214.952 Akaike Information Criterion: 10439.9 Bayesian Information Criterion: 10474 .. GENERATED FROM PYTHON SOURCE LINES 36-38 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
asc_car 0.137038 0.051736 2.648777 8.078353e-03
asc_train -0.401905 0.065849 -6.103446 1.038053e-09
b_cost -1.285172 0.086297 -14.892412 0.000000e+00
b_time -2.259726 0.117149 -19.289276 0.000000e+00
b_time_s 1.657583 0.131992 12.558178 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (4 minutes 44.938 seconds) .. _sphx_glr_download_auto_examples_montecarlo_plot_b07estimation_monte_carlo_halton.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_b07estimation_monte_carlo_halton.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b07estimation_monte_carlo_halton.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_