Chadwick Gambit: Software Tools for Game Theory

pygambit.qre.fit_fixedpoint#

pygambit.qre.fit_fixedpoint(data: MixedStrategyProfileDouble) LogitQREMixedStrategyFitResult#

Use maximum likelihood estimation to find the logit quantal response equilibrium on the principal branch for a strategic game which best fits empirical frequencies of play. [1]

New in version 16.1.0.

Parameters:

data (MixedStrategyProfileDouble) – The empirical distribution of play to which to fit the QRE. To obtain the correct resulting log-likelihood, these should be expressed as total counts of observations of each strategy rather than probabilities.

Returns:

The result of the estimation represented as a LogitQREMixedStrategyFitResult object.

Return type:

LogitQREMixedStrategyFitResult

See also

fit_empirical

Estimate QRE by approximation of the correspondence using independent decision problems.

References