ComponentArrays.jl
DSGE.jl
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| ComponentArrays.jl | DSGE.jl | |
|---|---|---|
| 1 | 3 | |
| 276 | 842 | |
| - | 0.6% | |
| 7.0 | 2.4 | |
| 5 days ago | 22 days ago | |
| Julia | Julia | |
| MIT License | BSD 3-clause "New" or "Revised" License |
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ComponentArrays.jl
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Recursion absolutely necessary for distributed computing?
But for these to be as fast as say an Array when being used as the object in a differential equation solve or as the underlying construct of a nonlinear optimization, you would need the compiler to elide the struct construction which it doesn't always do. This is why the tools evolved to be around things like https://github.com/jonniedie/ComponentArrays.jl instead, where it's an Array-backed object with a higher level. Such immutable objects are used in these array-like contexts when the problems are small enough (FieldVectors or SLVector LabelledArrays.jl in DiffEq), and such applications work well in Haskell as well, but I haven't seen a compiler do well with say a 1,000 ODE model written in this style. And it's not quite an extreme case if it's what people are doing daily.
DSGE.jl
- Jdf.jl – Julia DataFrames serialization format
- [D] [R] Economics dissertation using Machine Learning
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Is the Fed New-Keynesian?
The thread https://news.ycombinator.com/item?id=31785199 Show HN: A central bank simulator game with a realistic economic model has attracted much interest.
This post is by a former University of Chicago macroeconomist and present Matlab for simulating the joint dynamics of interest rates, inflation, and unemployment. The author has other posts with Matlab code.
A macroeconomic model in Julia used by the New York Federal Reserve is at https://github.com/FRBNY-DSGE/DSGE.jl .
What are some alternatives?
DiffEqBase.jl - The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems
StatsBase.jl - Basic statistics for Julia
JuMP.jl - Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
GLM.jl - Generalized linear models in Julia
RayTracer.jl - Differentiable RayTracing in Julia
MixedModels.jl - A Julia package for fitting (statistical) mixed-effects models
ModelingToolkit.jl - An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations
ControlSystems.jl - A Control Systems Toolbox for Julia
ARCHModels.jl - A Julia package for estimating ARMA-GARCH models.
GeoStats.jl - An extensible framework for geospatial data science and geostatistical modeling fully written in Julia
ScottishTaxBenefitModel.jl - A tax-benefit model for Scotland