Magnani, Jacopo
Friedman, Daniel
Sinervo, Barry
Maximum Likelihood Estimate of Payoffs from Time Series
UC Santa Cruz
2015
Maximum Likelihood
Time Series
Estimating Payoff Matrix From Time Series Data
Sinervo, Barry
Software
36961
Creative Commons Attribution 4.0 International (CC-BY 4.0)
We fit the data to a structural model estimated via maximum likelihood (ML) techniques.
The model in the matlab code joins discrete time replicator dynamics with a stochastic structure, given by the Dirichlet distribution or, alternatively, by the logistic distribution.
This software can be used in the MatLab to estimate payoff matrices from time series data on the frequency of strategies over generations (discrete). Full details can be found in the book by Daniel Friedman and Barry Sinervo, "Evolutionary Games in Natural, Social, and Virtual Worlds", (Publisher: Oxford University Press, 2016).