pyblp.ProblemResults.extract_diagonals

ProblemResults.extract_diagonals(matrices, market_id=None)

Extract diagonals from stacked \(J_t \times J_t\) matrices for each market \(t\).

Parameters
Returns

Stacked matrix diagonals. If market_id was not specified, diagonals are extracted in each market \(t\) and stacked. If the matrices are estimates of \(\varepsilon\), a diagonal is a market’s own elasticities of demand; if they are estimates of \(\mathscr{D}\) or \(\bar{\mathscr{D}}\), a diagonal is a market’s diversion ratios to the outside good.

Return type

ndarray

Examples