#%%
"""File 05normalMixtureIntegral.py
:author: Michel Bierlaire, EPFL
:date: Sat Sep 7 18:23:01 2019
Example of a mixture of logit models, using numerical integration.
Three alternatives: Train, Car and Swissmetro
SP data
"""
import pandas as pd
import biogeme.database as db
import biogeme.biogeme as bio
import biogeme.distributions as dist
from biogeme import models
import biogeme.messaging as msg
from biogeme.expressions import (
Beta,
DefineVariable,
RandomVariable,
log,
Integrate,
)
# Read the data
df = pd.read_csv('swissmetro.dat', sep='\t')
database = db.Database('swissmetro', df)
# The Pandas data structure is available as database.data. Use all the
# Pandas functions to investigate the database. For example:
# print(database.data.describe())
# The following statement allows you to use the names of the variable
# as Python variable.
globals().update(database.variables)
# Removing some observations can be done directly using pandas.
# remove = (((database.data.PURPOSE != 1) &
# (database.data.PURPOSE != 3)) |
# (database.data.CHOICE == 0))
# database.data.drop(database.data[remove].index,inplace=True)
# Here we use the "biogeme" way for backward compatibility
exclude = ((PURPOSE != 1) * (PURPOSE != 3) + (CHOICE == 0)) > 0
database.remove(exclude)
# Parameters to be estimated
ASC_CAR = Beta('ASC_CAR', 0, None, None, 0)
ASC_TRAIN = Beta('ASC_TRAIN', 0, None, None, 0)
ASC_SM = Beta('ASC_SM', 0, None, None, 1)
B_COST = Beta('B_COST', 0, None, None, 0)
# Define a random parameter, normally distributed, designed to be used
# for numerical integration
B_TIME = Beta('B_TIME', 0, None, None, 0)
# It is advised not to use 0 as starting value for the following parameter.
B_TIME_S = Beta('B_TIME_S', 1, None, None, 0)
omega = RandomVariable('omega')
density = dist.normalpdf(omega)
B_TIME_RND = B_TIME + B_TIME_S * omega
# Definition of new variables
SM_COST = SM_CO * (GA == 0)
TRAIN_COST = TRAIN_CO * (GA == 0)
# Definition of new variables: adding columns to the database
CAR_AV_SP = DefineVariable('CAR_AV_SP', CAR_AV * (SP != 0), database)
TRAIN_AV_SP = DefineVariable('TRAIN_AV_SP', TRAIN_AV * (SP != 0), database)
TRAIN_TT_SCALED = DefineVariable('TRAIN_TT_SCALED', TRAIN_TT / 100.0, database)
TRAIN_COST_SCALED = DefineVariable(
'TRAIN_COST_SCALED', TRAIN_COST / 100, database
)
SM_TT_SCALED = DefineVariable('SM_TT_SCALED', SM_TT / 100.0, database)
SM_COST_SCALED = DefineVariable('SM_COST_SCALED', SM_COST / 100, database)
CAR_TT_SCALED = DefineVariable('CAR_TT_SCALED', CAR_TT / 100, database)
CAR_CO_SCALED = DefineVariable('CAR_CO_SCALED', CAR_CO / 100, database)
# Definition of the utility functions
V1 = ASC_TRAIN + B_TIME_RND * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED
V2 = ASC_SM + B_TIME_RND * SM_TT_SCALED + B_COST * SM_COST_SCALED
V3 = ASC_CAR + B_TIME_RND * CAR_TT_SCALED + B_COST * CAR_CO_SCALED
# Associate utility functions with the numbering of alternatives
V = {1: V1, 2: V2, 3: V3}
# Associate the availability conditions with the alternatives
av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}
# Conditional to omega, we have a logit model (called the kernel)
condprob = models.logit(V, av, CHOICE)
# We integrate over omega using numerical integration
logprob = log(Integrate(condprob * density, 'omega'))
# Define level of verbosity
logger = msg.bioMessage()
# logger.setSilent()
# logger.setWarning()
logger.setGeneral()
# logger.setDetailed()
# Create the Biogeme object
biogeme = bio.BIOGEME(database, logprob)
biogeme.modelName = '05normalMixtureIntegral'
# Estimate the parameters
results = biogeme.estimate()
pandasResults = results.getEstimatedParameters()
print(pandasResults)