supplySide_sigmaEstimation_v8.m

clear all; clc;
addpath('functions/');
addpath('data/')
%cd('/Users/Lucks/Desktop/movie_project-master')
%addpath('/Users/Lucks/Desktop/movie_project-master/functions/');
%addpath('/Users/Lucks/Desktop/movie_project-master/data/');
%cd('C:\Users\Konrad\Desktop\Studium\Uni-Thesis\Movie project\2017spring - code Simon\movie_project-master - limited version')

%% 0) Import data

% result from demand side
load ('tempdata\demandEstimationFeb14')
ntaste = Model.ntaste;
nmarket = Model.nmarket;
nmovies = Model.nmovies;
n = Model.n;

% market share data etc
load('tempdata/country_size')
load('tempdata/country_name')
load('tempdata/production_budget')
load('tempdata/release_dates','t')

% add data to model structure
Model.country_size=country_size;
Model.budget=production_budget;

%% 1) compute individual utilities for each country/movie at realized taste
% location
indUtilities = ones(n,nmovies,nmarket)*NaN;

for j = 1:nmarket
    MarketIndex=j;
    for i = 1:nmovies
        MovieIndex = i;
        
        c_j = Results.cj_result(MovieIndex,:);
        mu_c = Results.muc_result(MarketIndex,:);
        sigma_c = Results.sigmac_result(MarketIndex,:);
        delta_j = Results.deltaj_result(MovieIndex);
        gammapar = Results.gamma_result;
                
        indUtilities(:,i,j) = Simulation_IndividualUtilities(Model,MarketIndex,mu_c,sigma_c,gammapar,c_j,delta_j);
    end
end


%% 2) BACKOUT SIGMA

% Set the range of movies which are taken as given and the ex-ante optimal
% location is not computed
t0 = 292;
pos = find(t==t0);
indexGiven = 1:pos;
indexEst = pos+1:length(t);

Model.indexGiven = indexGiven;
Model.indexEst = indexEst;
Nest = length(indexEst);

Model.stepsize = 0.2;
Model.dgrid = 0.5;

x0=zeros(Nest*ntaste,1)+.25;
for i= 1:Nest*ntaste,
    lb(i)=0;
    ub(i)=1;
end
% Estimation Loop
options = optimset('Algorithm',Model.algorithm);
options = optimset(options,'MaxIter', Model.MaxIter, 'MaxFunEvals', Model.MaxFunEvals);%,'PlotFcn',@optimplotx);
options = optimset(options,'Display', Model.MatlabDisp, 'TolFun', Model.TolFun, 'TolX', Model.TolX,'UseParallel',false);

[x_2,fval,exitflag] = fmincon(@(Params)SigmaEstimationObjective_v5(Params, Model,Results,indUtilities),x0,[],[],[],[],lb,ub,...
    [],options);


[J,cjtildeSol,expprofit,sigma] = SigmaEstimationObjective_v5(x_2, Model,Results,indUtilities); 

bla  % END OF CODE