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Releases: FRBNY-DSGE/ModelConstructors.jl

v0.2.5

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@pranay-gundam pranay-gundam released this 09 Jul 17:27
74178a9

New Features

Added new function find_ind_param and fixed issues with regime switching fixed parameters.

v0.2.4

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@chenwilliam77 chenwilliam77 released this 14 Jan 18:08

New Features

  • Extend transform_to_model_space and transform_to_real_line for regime-switching parameters.

v0.2.3

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@chenwilliam77 chenwilliam77 released this 07 Jan 01:40
  • Move methods for computing free and fixed indices of parameters from SMC.jl to ModelConstructors.jl

v0.2.2

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@chenwilliam77 chenwilliam77 released this 05 Jan 14:20
  • Try to convert types to match rather than throwing a MethodError immediately when calling parameter.

v0.2.1

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@github-actions github-actions released this 04 Jan 23:28

ModelConstructors v0.2.1

Diff since v0.2.0

Closed issues:

  • TagBot trigger issue (#10)

Merged pull requests:

  • CompatHelper: bump compat for "SpecialFunctions" to "1.2" (#7) (@github-actions[bot])
  • CompatHelper: bump compat for "Distributions" to "0.24" (#8) (@github-actions[bot])

v0.2.0

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@chenwilliam77 chenwilliam77 released this 04 Jan 20:45
1b0a0d6
  • Restrict Julia version to at least 1.0
  • Add @unpack macro for accessing parameters of a model
  • Extend regime-switching to allow switching in prior, fixed, and valuebounds fields.
  • Allow difference between the notion of "model regimes" and "parameter regimes" by specifying a dictionary which maps model regimes to parameter regimes.

v0.1.12

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@github-actions github-actions released this 17 Jul 21:07

ModelConstructors v0.1.12

  • Update compatibility to all Julia 1.x versions
  • Fix bugs in the example script

Diff since v0.1.11

v0.1.11

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@chenwilliam77 chenwilliam77 released this 22 Jun 20:59
  • Fix minor bugs in helper functions for interacting with regime-switching parameters release v0.1.10. Note that the main regime-switching functionality was correct.

v0.1.10

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@chenwilliam77 chenwilliam77 released this 18 Jun 20:26
  • Add random sampling with regime switching in Parameter types

v0.1.9

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@chenwilliam77 chenwilliam77 released this 15 Jun 14:23
19fc41d
  • Implement regime switching in Parameter types.