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
LCMonly on Linux with CUDA 12.