TraME (Transportation Methods for Econometrics) is a C++ library for solving problems of equilibrium computation and estimation in consumer demand and matching frameworks via the Mass Transportation Approach.
TraME can be installed via
# clone TraME into the current directory
git clone https://github.com/TraME-Project/TraME ./trame
# build and install
cd ./trame
./configure -i "/usr/local" -p
make
make install
This will install TraME into /usr/local.
There are several configuration options available (./configure -h):
-ca coverage build (used with Codecov)-da 'development' build-ga debugging build (optimization flags set to-O0 -g)-hprint help-iinstall path; default: current directory-lspecify the linear programming library to link against, either GLPK (-l glpk) or Gurobi (-l gurobi)-mspecify the BLAS and Lapack libraries to link against; for example,-m "-lopenblas"or-m "-framework Accelerate"-ocompiler optimization options; defaults to-O3 -march=native -ffp-contract=fast-penable OpenMP parallelization features
The following example constructs several matching function-based markets under different matching technologies, then solves for equilibrium using the iterated proportional fitting procedure (IPFP) algorithm.
#include "trame.hpp"
int main()
{
int nbX = 18; // number of x types
int nbY = 5; // number of y types
double sigma = 1; // scaling value
arma::vec n = arma::ones(nbX,1); // number of agents of each type
arma::vec m = arma::ones(nbY,1);
// systematic utilities
arma::mat alpha = arma::randu(nbX,nbY);
arma::mat gamma = arma::randu(nbX,nbY);
arma::mat lambda = 1 + arma::randu(nbX,nbY);
arma::mat zeta = 1 + arma::randu(nbX,nbY);
arma::mat phi = alpha + gamma;
arma::mat lambda_LTU = lambda/(lambda+zeta);
arma::mat phi_LTU = (lambda%alpha + zeta%gamma) / (lambda+zeta);
// build markets
trame::mfe<trame::mmfs::geo> mfe_obj_TU(sigma,false);
mfe_obj_TU.build(n,m,phi); // geometric matching function <=> perfectly transferable utility
trame::mfe<trame::mmfs::cd> mfe_obj_LTU(sigma,false);
mfe_obj_LTU.build(n,m,lambda_LTU,phi_LTU); // CD matching function <=> linearly transferable utility
trame::mfe<trame::mmfs::min> mfe_obj_NTU(sigma,false);
mfe_obj_NTU.build(n,m,alpha,gamma); // min matching function <=> non-transferable utility
//
arma::mat mu_TU, mu_LTU, mu_NTU;
mfe_obj_TU.solve(mu_TU);
arma::cout << "Solution of TU-logit problem using ipfp:\n" << mu_TU << arma::endl;
trame::ipfp(mfe_obj_LTU,mu_LTU);
arma::cout << "Solution of LTU-logit problem using ipfp:\n" << mu_LTU << arma::endl;
trame::ipfp(mfe_obj_NTU,mu_NTU);
arma::cout << "Solution of NTU-logit problem using ipfp:\n" << mu_NTU << arma::endl;
}Alfred Galichon and Keith O'Hara
GPL (>= 2)
Work on TraME is supported by NSF Grant DMS-1716489