This package aims to generalize and facilitate the specification, solution, and estimation of dynamic choice models.
LCM
currently needs to be installed from GitHub and requires jax
and jaxlib
. If
you aim to run LCM
on a GPU, you need to install jaxlib
with CUDA support (for
Linux) or with support for AMD GPUs / ARM-based Silicon GPUs (for MacOS). In any case,
for installation of jax
and jaxlib
, please consult the jax
docs.
Note: We currently test GPU support for
LCM
only on Linux with CUDA 12.