pyblp.ImportanceSamplingResults.to_problem

ImportanceSamplingResults.to_problem()

Re-create the problem with the agent data constructed from importance sampling.

The re-created problem will be exactly the same, except Problem.agents will be replaced with ImportanceSamplingResults.sampled_agents.

Returns

ImportanceSamplingProblem, which is a Problem updated to use agent data constructed from importance sampling.

Return type

ImportanceSamplingProblem

Examples

• Tutorial