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Constraints functions

Functions

blm.AddConstraint — Method
AddConstraint(; qp::QPConstrained, constraint::Function, kwargs...)

Add constraint to a QPConstrained object.

Arguments: qp (QPConstrained): instance of QPConstrained constraint (Function): which constraint to use kwargs (kwargs): keyword arguments for the particular constraint (skip nk and nl)

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blm.ConstraintAKMMono — Method
ConstraintAKMMono(; nk::Int64, nl::Int64, gap::Union{Float64, Int64}=0)::QPConstrained

AKM mono constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types gap (int): FIXME

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blm.ConstraintBiggerThan — Method
ConstraintBiggerThan(; nk::Int64, nl::Int64, gap::Union{Float64, Int64}=0, n_periods::Int64=2)::QPConstrained

Bigger than constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types gap (int): lower bound n_periods (int): number of periods in event study

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blm.ConstraintFixB — Method
ConstraintFixB(; nk::Int64, nl::Int64, nt::Int64=4)::QPConstrained

Fix B constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types nt (int): FIXME

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blm.ConstraintLinear — Method
ConstraintLinear(; nk::Int64, nl::Int64, nt::Int64=2)::QPConstrained

Linear constraint. for a set of coeficient nk x nl x nt this makes sure that

a_k1_l1_t - a_k2_l1_t = a_k1_l1_t - a_k2_l1_t
for all l1, t and 2 firms k1, k2

Arguments: nk (int): number of firm types nl (int): number of worker types n_periods (int): number of periods in event study

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blm.ConstraintMonoK — Method
ConstraintMonoK(; nk::Int64, nl::Int64, gap::Union{Float64, Int64}=0)::QPConstrained

Mono K constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types gap (int): FIXME

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blm.ConstraintNone — Method
ConstraintNone(; nk::Int64, nl::Int64)::QPConstrained

No constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types

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blm.ConstraintPara — Method
ConstraintPara(; nk::Int64, nl::Int64, nt::Int64=2)::QPConstrained

Parallel constraint, worker get same wage everywhere. For a set of coeficient nk x nl x nt this makes sure that

a_k1_l_t = a_k2_l_t
for all l, t and 2 firms k1, k2

Arguments: nk (int): number of firm types nl (int): number of worker types n_periods (int): number of periods in event study

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blm.ConstraintSmallerThan — Method
ConstraintSmallerThan(; nk::Int64, nl::Int64, gap::Union{Float64, Int64}=0, n_periods::Int64=2)::QPConstrained

Bigger than constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types gap (int): upper bound n_periods (int): number of periods in event study

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blm.ConstraintStationary — Method
ConstraintStationary(; nk::Int64, nl::Int64)::QPConstrained

Stationary constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types

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blm.ConstraintSum — Method
ConstraintSum(; nk::Int64, nl::Int64)::QPConstrained

Sum constraint.

Arguments: nk (int): number of firm types nl (int): number of worker types

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blm.QPConstrainedSolve — Method
QPConstrainedSolve(P::SparseMatrixCSC{Float64, Int64}, q::Vector{Float64}, qp::QPConstrained)

Solve constrained QP problem, min_x 0.5x'Px + q'x s.t. l <= Ax <= u. Arguments: P (Matrix): P matrix for QP problem q (Vector): q vector for QP problem constraint (Function): which constraint to use kwargs (kwargs): keyword arguments for the particular constraint

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