TraME (Transportation Methods for Econometrics) is a templated C++ library for solving problems of equilibrium computation and estimation in consumer demand and matching frameworks via the Mass Transportation Approach.

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Features

Flexible, templated C++11 library Built on the Armadillo C++ linear algebra library Nonlinear optimization using OptimLib Can link with Gurobi or GLPK R interface: TraME-Rcpp

Several popular random utility specifications, as well as models with transferable, non-transferable, and imperfectly transferable utility Numerous equilibrium solvers, including the iterative proportional fitting procedure (IPFP) and the deferred acceptance algorithm Maximum likelihood- and moment matching-based estimation

License: TraME is licensed under the GNU General Public License (GPL) version 2, or (at your option) any later version.

Authors:

• TraME Team: Alfred Galichon and Keith O'Hara
• Contributors: Yifei Sun, Simon Weber

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Download and Installation

• The source code is available on GitHub.
• To use the linear programming features, TraME requires an installation of Gurobi or GLPK.

TraME can be installed in the standard way:

 
./configure
make
make install

This will install the library into /usr/local

Configure options:

• -b dev a 'development' build with install names set to the build directory (as opposed to an install path)
• -c a coverage build
• -l specify a linear programming library to use; for example -l glpk or -l gurobi
• -m specify the BLAS and Lapack libraries to link against; for example, -m "-lopenblas"
• -o enable aggressive compiler optimization features: -o fast or -o native
• -p enable parallelization features (using OpenMP)