Skip to contents

Create a BLP Simulation

Usage

blp_simulation(
  product_formulations,
  product_data,
  beta,
  sigma = NULL,
  pi = NULL,
  gamma = NULL,
  rho = NULL,
  agent_formulation = NULL,
  agent_data = NULL,
  integration = NULL,
  xi = NULL,
  omega = NULL,
  xi_variance = 1,
  omega_variance = 1,
  correlation = 0.9,
  rc_types = NULL,
  costs_type = "linear",
  seed = NULL
)

Arguments

product_formulations

List of BLPFormulation objects

product_data

Data frame with market_ids, firm_ids, and characteristics

beta

Demand linear coefficients

sigma

Optional Cholesky root of RC covariance

pi

Optional demographics interaction

gamma

Optional supply coefficients

rho

Optional nesting parameters

agent_formulation

Optional demographics formulation

agent_data

Optional agent data

integration

Optional BLPIntegration

xi

Optional demand errors

omega

Optional supply errors

xi_variance

Variance of xi

omega_variance

Variance of omega

correlation

Correlation between xi and omega

rc_types

Character vector of RC types

costs_type

"linear" or "log"

seed

Random seed

Value

A BLPSimulation object