我已经定义了以下功能:
def GMM(s1, s2, s3, s4, s5, a):
"""The GMM objective function.
Arguments
---------
si: float
standard deviations of preference distribution
a: float
marginal utility of residutal income
Paramters
---------
Px: array (1,ns)
projector onto nonprice characteristic space
xk, z: arrays (J, 5) and (J, 12)
nonprice char. and instruments
invW: array (12, 12)
GMM weight matrix
Returns
-------
float."""
delta = invert(s1, s2, s3, s4, s5, a, delta0) # Invert market shares to get mean utility
bmean = np.dot(Px, delta) # Project delta onto charancteristic space
xihat = delta - np.dot(xk, bmean) # Compute implied unobservable prod. quality
temp1 = np.dot(xihat.T, z)
if np.any(np.isnan(delta)) == True:
value = 1e+10
else:
value = np.dot(np.dot(temp1, invW), temp1.T)
return np.sqrt(value)
我的问题属于函数内部的变量delta.在函数之外,我将设置delta0的初始值.现在,最终我会最小化这个功能.我想要发生的是每次GMM函数评估时,以前评估的delta都将用作新的delta0.我尝试将delta0定义为全局变量,但似乎没有起作用…可能这是我的错误.虽然我在这里读过,一般来说这是一个糟糕的做法.有什么建议么?