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首页> 外文期刊>Transportation Research Part B: Methodological >A simple procedure for the calculation of the covariances of any Generalized Extreme Value model
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A simple procedure for the calculation of the covariances of any Generalized Extreme Value model

机译：计算任何广义极值模型的协方差的简单过程

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摘要

This paper illustrates a simple procedure for calculating the covariances underlying any Generalized Extreme Value (GEV) model, based on an appropriate generalization of a result already established in the literature for the Cross-Nested Logit model (i.e. a particular GEV model). Specifically, the paper proves that the covariances in any GEV model are always expressed by a one-dimensional integral, whose integrand function is available in closed form as a function of the generating function of the GEV model. This integral may be simulated very easily with a parsimonious computational burden. Two practical examples are also presented. The first is an application to the CNL model, so as to check the consistency of the proposed method with the results already established in the literature. The second deals with the calculation of the covariances of the Network GEV (NGEV) model: notably, the NGEV is the most general type of GEV model available so far, and its covariances have not yet been calculated. On this basis, insights on the domain of the covariances reproduced by the NGEV model are also presented.
机译：本文基于对交叉嵌套Logit模型（即特定的GEV模型）的文献中已经确定的结果的适当概括，说明了一种用于计算任何广义极值（GEV）模型下的协方差的简单过程。具体而言，本文证明了任何GEV模型中的协方差始终由一维积分表示，其一元函数可以作为GEV模型的生成函数的函数以闭合形式使用。该积分可以非常容易地以简约的计算负担进行模拟。还提供了两个实际示例。首先是对CNL模型的应用，以便检查所提出方法与文献中已经建立的结果的一致性。第二部分处理网络GEV（NGEV）模型的协方差的计算：值得注意的是，NGEV是迄今为止可用的最通用的GEV模型类型，并且尚未计算其协方差。在此基础上，还介绍了由NGEV模型再现的协方差域的见解。

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