pyblp.XiByThetaJacobianFloatingPointError

class pyblp.XiByThetaJacobianFloatingPointError

Encountered floating point issues when computing the Jacobian of \(\xi\) (equivalently, of \(\delta\)) with respect to \(\theta\).

This problem is often due to prior problems, overflow, or nonpositive shares, and can sometimes be mitigated by choosing smaller initial parameter values, setting more conservative bounds, rescaling data, removing outliers, changing the floating point precision, or using different optimization, iteration, or integration configurations.