BUG: handle demand-only replacement of exogenous characteristic

jeffgortmaker · May 18, 2022 · 8a772c9 · 8a772c9
1 parent 840994e
commit 8a772c9
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Showing 2 changed files with 7 additions and 5 deletions.
diff --git a/pyblp/economies/simulation.py b/pyblp/economies/simulation.py
@@ -842,12 +842,13 @@ def market_factory(s: Hashable) -> Tuple[SimulationMarket, Array, Iteration, str
 
         # compute delta and marginal costs market-by-market
         true_delta = np.zeros_like(self.xi)
-        true_tilde_costs = np.zeros_like(self.omega)
+        true_tilde_costs = None if self.omega is None else np.zeros_like(self.omega)
         iteration_stats: Dict[Hashable, SolverStats] = {}
         generator = generate_items(self.unique_market_ids, market_factory, SimulationMarket.compute_exogenous)
         for t, (delta_t, tilde_costs_t, iteration_stats_t, errors_t) in output_progress(generator, self.T, start_time):
             true_delta[self._product_market_indices[t]] = delta_t
-            true_tilde_costs[self._product_market_indices[t]] = tilde_costs_t
+            if true_tilde_costs is not None:
+                true_tilde_costs[self._product_market_indices[t]] = tilde_costs_t
             iteration_stats[t] = iteration_stats_t
             errors.extend(errors_t)
 
@@ -859,14 +860,15 @@ def market_factory(s: Hashable) -> Tuple[SimulationMarket, Array, Iteration, str
                 (true_delta - self.xi - self.products.X1 @ self.beta) / self.beta[X1_index]
             )
             if X3_name is not None:
+                assert true_tilde_costs is not None
                 data_override[X3_name] = (
                     self.products.X3[:, [X3_index]] +
                     (true_tilde_costs - self.omega - self.products.X3 @ self.gamma) / self.gamma[X3_index]
                 )
 
         # compute non-transformed marginal costs
         true_costs = true_tilde_costs
-        if self.costs_type == 'log':
+        if self.costs_type == 'log' and true_costs is not None:
             true_costs = np.exp(true_costs)
 
         # structure the results

diff --git a/pyblp/results/simulation_results.py b/pyblp/results/simulation_results.py
@@ -121,7 +121,7 @@ class SimulationResults(Results):
     simulation: 'Simulation'
     product_data: RecArray
     delta: Array
-    costs: Array
+    costs: Optional[Array]
     computation_time: float
     fp_converged: Array
     fp_iterations: Array
@@ -133,7 +133,7 @@ class SimulationResults(Results):
     _data_override: Dict[str, Array]
 
     def __init__(
-            self, simulation: 'Simulation', data_override: Dict[str, Array], delta: Array, costs: Array,
+            self, simulation: 'Simulation', data_override: Dict[str, Array], delta: Array, costs: Optional[Array],
             start_time: float, end_time: float, iteration_stats: Dict[Hashable, SolverStats],
             profit_gradients: Optional[Dict[Hashable, Dict[Hashable, Array]]] = None,
             profit_gradient_norms: Optional[Dict[Hashable, Dict[Hashable, Array]]] = None,