Release History

0.95.9 (2012-12-16)

  • Fixed small bug in updater function which should have been fixed for 0.95.8.

0.95.8 (2012-12-15)

  • Introduced indicator function feature in variable substitution section in order to manage discontinuities in FOCs.
  • The magnitude and sign of shock can now be passed to IRF-generating method.
  • Certain methods in pymaclab have been refactored and cleaned up considerably, making code more robust.
  • Much work done on getting closer to having a pymaclab-to-dynare translator (but not quite there yet).

0.95.1 (2012-10-8)

  • Eliminated some small bugs in parser module as well as in other sections of code. This version is a significant step up from 0.90.1 !
  • Implemented some work-around for PyMacLab to install/compile correctly under Enthought EPD on Macintosh.
  • Eliminated some bug in model.updaters methods which did not update model.vardic at all when new item was assigned.
  • When the PyMacLab library gets loaded, the correct number of CPU cores is now auto-detected and used automatically throughout.
  • DSGE models can now be instantiated by passing an entire triple-quoted model file string to the model class, instead of using filepath.
  • The DSGE model instance now has object model.template_paramdic which can be passed to pymaclab.modfiles.templates.wheezy_template to generate modfile.
  • New steady state solution method introduced. Simply pass sstate=”some Python dictionary” to pass values from outside model.
  • New steady state solution method introduced. The USE_FOCS option can now also be declared from inside the model file.
  • For SS calculations inside the numerical SS section it is now possible to compute smart starting values using symbolic maths, instead of just numbers.
  • Inside variable substition section users can now employ new reserved command @ALL{} to auto-generate large number of derivative declarations. See docs.
  • The library now contains an extensive test suite using nose, just call pymaclab.test() to run it. Makes the library robust.
  • Added a couple of experimental models in pymaclab.modfiles.models (Experimental RBC_Romer contributed by David Pugh at Edinburgh University. Thanks!)
  • Updated documentation to describe new functionality/features.
  • TODO: More DSGE models have to be added and existing ones modified.
  • TODO: The documentation is still not complete. Especially the stats module is not explained.
  • TODO: May write additional model templates using Jinja2 and Cheetah, instead of using only Wheezy.
  • TODO: Use new templating functionality to implement method which produces Dynare-compatible model files.

0.90.1 (2012-9-27)

  • Differentiation in the variable substitution section is now “smarter” and understands inter-temporal differentiation with special @DISCOUNT variable
  • Implemented the Christiano-Fitzgerald asymmetric band-pass filter to extract stationary cycle from simulated data.
  • Eliminated some small bugs in parser module.
  • Made new stats.VAR and stats.FAVAR experimentally available, but this is not documented yet !
  • Also included the Fred API with the PyMacLab package to download data from the St. Louis Fed.
  • The DSGE model filepath handles have been split into “models.stable.xmodel”, “models.development.xmodel” and “models.testing.xmodel”
  • The updater methods for dynamic runtime changes to DSGE models to are pretty much complete now.
  • Have started adding more API documentation to PyMacLab Sphinx docs.
  • The example/test files have been considerably updated. But need to implement Python nose cases next.
  • Updated documentation substantially.
  • TODO: More DSGE models have to be added and existing ones modified.
  • TODO: The documentation is still not complete. Especially the stats module is not explained.

0.89.1 (2012-9-11)

  • Re-introduced sympycore as default CAS. It is MUCH faster than sympy. Now comes packaged with PyMacLab.
  • Also decided to always package the latest (working and tested) parallel python(pp) library with PyMacLab.
  • PyMacLab’s parser now also replaces substituted items in the closed form steady state section.
  • A new parameter can be passed to pymaclab.newMOD(mesg=True|False) to generate diagnosis print-outs during instantiation.
  • Another new parameter is pymaclab.newMOD(ncpus=’auto’|INT) where INT is some integer. Number of CPU cores to be used. Default=1.
  • Another new parameter is pymaclab.newMOD(mk_hessian=True|False). Should expensive Hessian be computed? Default=True.
  • PyMacLab now supports 5 different ways of finding a DSGE model’s steady state.
  • One of the 5 SS methods uses externally passed arguments pymaclab.newMOD(use_focs=[],ssidic={}) to use FOCS to solve for SS.
  • One-off and queued dynamic run-time DSGE model updaters objects have been added
  • Improved various DSGE model templates. Monika Merz’s unemployment RBC DSGE model is now working.
  • Further improvements and additions to the online documentation

0.88.1 (2012-9-3)

  • PyMacLab now only depends on Sympy and no longer the outdated Sympycore.
  • Significantly improved documentation, now on its way of being first draft.
  • Translated some model files to make use of new functions.
  • Deprecated alternative ways of specifying law of motion of exogenous states.
  • Added new SS{EXPRESSION} steady-state conversion feature to Variable Substitution section.
  • DIFF{EXPRESSION} now also works for steady state expressions w.r.t. steady state variables.

0.85 (2012-08-30)

  • Added Sphinx Documentation with API Section.
  • Analytical differentiation using DIFF{EXPRESSION,x(t)} now possible in Substitution Section of modfiles.
  • Forward and Backward operators FF_X{EXPRESSION} and BB_X{EXPRESSION} for X=1...N now possible in Substitution section of modfiles.

0.8 (2012-08-21)

First public release.