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* fix tol in macro * sample solver paras * new optim parameters * roll back new candidate and clean float coldstart * rearrange block_solver, test_solver, debug file * write safe blocks * works but duplicate aux vars * further testing * unique aux vars * Refactor write_reduced_block_solution function * Add and include additional model files*** * bring back early aux vars * fix JET * add (commented out) PG and IS sampler * redo cold_start handling * write optim for test_solver * more robust ss solver * improved test_solver * refactor block solver * fix cold start * second attempt fix * fix bug * run solver optim as regular job * add slicesampling * fix JET * add optimization for solver testset * fix JET * fix downgrade script * switch actions order * fix tests * Update optim_solver_params.jl * Update Project.toml * Update optim_solver_params.jl * Update optim_solver_params.jl * Update Project.toml * Remove unnecessary code and comments * try all different transform levels * multithreading solver optim * fix solver optim * fix optim again * more solver optims * Update optim_solver_params.jl * Update optim_solver_params.jl * Update optim_solver_params.jl * CRS optim * Update optim_solver_params.jl try direct * ESCH + successful starting point * calc sol minimum also for starting points * type stable kalman filter * more types * zygote works * Zygote compatible quad iter sol * solved symbolically * missing rotation * more info on optim solve output * speed up reverse diff first order calc * use first order * exploration script * fix reverse diff * fix ad backend * no truncation * sampling works (filldist trick) * clean version that samples * rm memoization. not needed for llh comp since only 1 pass * add sympy logic for reverse diff implicit diff * update ss_solver params * update todods * different optim for ss solver params * more prior weight * WOA search * update todo * ABC instead of WOA (terminates early) * fix priors to accept different kinds of Real values * PSO instead of ABC (early termination) * back to ABC with more iters * sw nonlinear * add swnonlinear to optim * Update optim_solver_params.jl * try ABC * try ESCH again * PSO * Try ECA * Try SA * Try GA * Try DE * Rand ESCH * Try woa * Try ABC again * update solver parameters * SWnonlinear only if nonzero y * fix steady state * clean swnonlinear * clean SWnonlinear w/o constraints * switch to DE * Update optim_solver_params.jl * BBO set search * let it run for 5.5h * adaptive DE * fix BBO -> DE * Set Search * Update optim_solver_params.jl * Create sw07_estim.jl * rm 2 params not needed * add sw07 nonlinear * change ss_solve params and fix rrule (inverse throwing error * rm old swnonlinear * update estim script * Update SW07_nonlinear.jl * new optim params * add large covar option (commented out) * sw07 params for estim * also do optim with fixed params and previous sols * fix naming to avoid conflict * optim from cml * update estim * update to estim * adapt otpm solver script * add results for two distinct groups * try fix nanmath * add nanmath to compat * add estim results * test llh * fix block solver * Refactor code to improve performance and readability * update todo * manifest to compare with broken versions * fix pythoncall compat * hard compat constraint * Update Julia version in Project.toml * more results * optimise runtime * optim specific models timings * Update package dependencies and optimize code * more indvdl optims * Update max_steps to max_evals in optimize_parameters function * Fix MaxFuncEvals parameter in optimize_parameters function * Update max_evals parameter in optimize_parameters function * add optim over parameter sets * fix multi pars optim * Update optimization solver parameters * Update package dependencies and optimize runtime * update NAWM results * found combo of params covering every case * transition to vector of solver_parameters * Add function to select fastest SS solver parameters * Add functions for calculating SS solver runtime and finding SS solver parameters * Update SS solver function name * incremental printing of timings * Remove OptimizationMetaheuristics dependency * Add high priority tasks and completed tasks to todo.md * Remove BlackBoxOptim dependency * Commented out solver test configurations * do multiple starting points instead of multiple parameter sets * Update solver parameters in macros.jl * Fix matrix equation solver in calculate_kalman_filter_loglikelihood function * Refactor Kalman filter calculation * Refactor block_solver function to not use starting values * clean up sw07 nonlinear * Update CI configuration * Update .gitignore and Project.toml * Commented out solver_parameters in macros.jl * Refactor SS_solver_parameters! function and block_solver function * Refactor filter_and_smooth function signature * found pars for diff starting points * update todo * Refactor Pigeons log potential initialization and starting point search * Add and test SW07_nonlinear model, write and translate Dynare file, and get solution * Update test_models.jl * Update variable names to use symbols instead of strings * Update var_dec function in test_models.jl * Update test_models.jl with new test cases and include Guerrieri_Iacoviello_2017 and SW07_nonlinear models * Update z_j[0] calculation in Guerrieri_Iacoviello_2017.jl * Fix symbol translation in MacroModelling.jl * Commented out get_solution function call * sw07 close to original * sw07 linear and nonlinear * Add SS check function and ss_equations * Add tests for non-stochastic steady state residuals calculation * Refactor code to improve readability * Update sampling method in sw07_estim.jl * Refactor functionality tests to use collect() on check_residuals() calls * Update get_non_stochastic_steady_state_residuals function * Refactor key handling in get_non_stochastic_steady_state_residuals function * Update type annotations for values argument in get_non_stochastic_steady_state_residuals function * Refactor get_non_stochastic_steady_state_residuals function and add support for providing initial guess for NSSS * Add guess for non-stochastic steady state and remove unused code * Fix printing of solver information in block_solver function * Fix type annotations in macro parameters * add SS rel_xtol solver termination condition * Fix solver_parameters in macros.jl * Fix log recognition in parameters block * add log to tests * Add new entries to .gitignore and update todo.md * Update documentation * Add RBC_calibrated model and parameters macro * cleanup and docs * Fix solver_parameters in macros.jl * Delete unnecessary files * Remove NaNMath dependency * rename SW models and include nonlinear model in tests * Commented out unused code in runtests.jl * Update test_models.jl * Update print statements in block_solver function and functionality_test function * Update functionality_tests.jl * Update print statements for non stochastic steady state problem * fix tests * refactor ss solver * update docs * Fix starting value string in solve_ss function * Update R threshold in Gali_2015_chapter_3_obc.jl * Fix solver parameter order in MacroModelling.jl * Refactor block_solver function to use a reduced set of starting values * Refactor block_solver function to use specific parameter starting values * add bounds on single solve vars * Fix parsing error in translate_mod_file function * Refactor shock indexing in MacroModelling.jl - fix JET tests * reactivate precompilation * Add non-stochastic steady state guess test case * Update SW07 estimation script with new sampling method * add environment vars * Update file paths in sw07_estim.jl * add data in benchmark folder * fix paths * add guess to docs * Commented out unused code and added benchmarking * array dist in estimation * Refactor prior distributions in estimation codes * update todos * update optim solver * delete sw07 estimation files * delete files * Delete sw07_nonlinear_nuts_1966Q1-2004Q4_samples_1_chains/sw07_nonlinear_nuts_1966Q1-2004Q4_samples.csv * docs update --------- Co-authored-by: Thore Kockerols <[email protected]>
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