mixed_fix_constraint#

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Fixed Effects Constraint Function#

Syntax#

v = fix_constraint.forward (0, theta )

fix_constraint#

is a d_fun representation of the fixed effects constraint function

\[g( \theta ) = [ v_0 ( \theta ) , \cdots , v_{m-1} ( \theta ) ]^\R{T}\]

The functions \(v_i ( \theta )\) for \(i = 0 , \ldots , m-1\) are assumed to be a smooth w.r.t the vector \(\theta\). The bounds for \(g( \theta )\) are specified by fix_constraint_lower (fix_constraint_upper) .

theta#

is a numpy vector with float elements and size n_fixed containing a value for the fixed effects.

v#

is a numpy vector with float elements and size m.

None#

The value fix_constraint = None corresponds to not fixed effects constraint function; i.e., \(m = 0\).

Example#

mixed_fix_constraint_xam.py