Numpyrize backward induction.

.appveyor.yml

@@ -12,21 +12,23 @@ notifications:
 # Do not start two builds, one for the branch and one for the PR.
 skip_branch_with_pr: true
 
+image: Visual Studio 2015
+
 environment:
   MINICONDA: "C:\\Miniconda36-x64"
   matrix:
-      - TRAVIS_CI_FORTRAN: false
-        TRAVIS_CI_MPI: false
-        TRAVIS_CI_OMP: false
-      - TRAVIS_CI_FORTRAN: true
-        TRAVIS_CI_MPI: true
-        TRAVIS_CI_OMP: true
-      - TRAVIS_CI_FORTRAN: true
-        TRAVIS_CI_MPI: false
-        TRAVIS_CI_OMP: true
-      - TRAVIS_CI_FORTRAN: true
-        TRAVIS_CI_MPI: true
-        TRAVIS_CI_OMP: false
+      # - CI_FORTRAN: false
+      #   CI_MPI: false
+      #   CI_OMP: false
+      - CI_FORTRAN: true
+        CI_MPI: true
+        CI_OMP: true
+      # - CI_FORTRAN: true
+      #   CI_MPI: false
+      #   CI_OMP: true
+      # - CI_FORTRAN: true
+      #   CI_MPI: true
+      #   CI_OMP: false
 
 install:
   # If there is a newer build queued for the same PR, cancel this one. The AppVeyor
@@ -37,25 +39,45 @@ install:
       https://ci.appveyor.com/api/projects/$env:APPVEYOR_ACCOUNT_NAME/$env:APPVEYOR_PROJECT_SLUG/history?recordsNumber=50).builds | `
       Where-Object pullRequestId -eq $env:APPVEYOR_PULL_REQUEST_NUMBER)[0].buildNumber) { `
         throw "There are newer queued builds for this pull request, failing early." }
+
   # Add miniconda to PATH
   - ps: $env:PATH = "$env:MINICONDA;$env:MINICONDA\Scripts;$env:MINICONDA\bin;$env:PATH"
-  # Add MPI to path
-  - set PATH=C:\Program Files\Microsoft MPI\Bin;%PATH%
-  # Set conda to always yes and print info
+
+  # Add Fortran to PATH and install dependencies.
+  - ps: >-
+      if ($env:CI_FORTRAN -eq $true) {
+        $env:PATH += ";C:\msys64\mingw64\bin;C:\msys64\usr\bin"
+        pacman -S mingw64/mingw-w64-x86_64-liblas mingw64/mingw-w64-x86_64-lapack --noconfirm
+        echo "[build]`ncompiler=mingw32" > C:\Miniconda36-x64\Lib\distutils\distutils.cfg
+      }
+
+  # Install MS-MPI
+  - ps: >-
+      if ($env:CI_MPI -eq $true) {
+        Start-FileDownload https://github.com/Microsoft/Microsoft-MPI/releases/download/v10.0/msmpisdk.msi -FileName msmpisdk.msi
+        msiexec msmpisdk.msi /quiet /norestart
+        $env:PATH += ";C:\Program Files\Microsoft MPI\Bin"
+      }
+
+  # Configure conda and install packages
   - conda config --set always_yes yes --set changeps1 no
   - conda info -a
-  - conda install numpy scipy=0.19 pandas=0.20 statsmodels=0.8 pytest pytest-cov
-  - pip install codecov
+  - conda env create -n respy -f environment.yml
+  - activate respy
+
+  # Install respy
   - pip install -e . -vv
+
+  # Run tests
   - pytest --cov=respy -vvv -s
 
 build: false
 
 on_success:
   - sh: |
-      if  [ $TRAVIS_CI_FORTRAN ] || \
-          [ $TRAVIS_CI_MPI ] || \
-          [ $TRAVIS_CI_OMP ] ||
+      if  [ $CI_FORTRAN ] || \
+          [ $CI_MPI ] || \
+          [ $CI_OMP ] ||
       then
           codecov
           echo 'send coverage statistic'

.travis.yml

@@ -16,32 +16,45 @@ addons:
 
 matrix:
     include:
-        - env: TRAVIS_CI_FORTRAN=False TRAVIS_CI_MPI=False  TRAVIS_CI_OMP=False
-        - env: TRAVIS_CI_FORTRAN=True TRAVIS_CI_MPI=True  TRAVIS_CI_OMP=True
-        - env: TRAVIS_CI_FORTRAN=True TRAVIS_CI_MPI=False TRAVIS_CI_OMP=True
-        - env: TRAVIS_CI_FORTRAN=True TRAVIS_CI_MPI=True  TRAVIS_CI_OMP=False
+        - env: CI_FORTRAN=False CI_MPI=False  CI_OMP=False
+        - env: CI_FORTRAN=True CI_MPI=True  CI_OMP=True
+        - env: CI_FORTRAN=True CI_MPI=False CI_OMP=True
+        - env: CI_FORTRAN=True CI_MPI=True  CI_OMP=False
 
 install:
     - sudo apt-get install -y -q mpich libmpich-dev
-    - travis_retry travis_wait pip install -r requirements.txt
+
+    # Install, configure conda and install packages
+    - wget https://repo.continuum.io/miniconda/Miniconda3-4.5.11-Linux-x86_64.sh -O miniconda.sh
+    - bash miniconda.sh -b -p /home/travis/miniconda
+    - export PATH=/home/travis/miniconda/bin:$PATH
+    - conda config --set always_yes yes --set changeps1 no
+    - conda info -a
+
+    - conda env create -n respy -f environment.yml
+    - source activate respy
+
+    # Install respy
     - pip install -e . -vv
-    - pip install pytest-cov
-    - pip install codecov
 
 script:
     - travis_wait 45 pytest --cov=respy -vvv -s
 
 after_success:
--   if  [ $TRAVIS_CI_FORTRAN ] || \
-        [ $TRAVIS_CI_MPI ] || \
-        [ $TRAVIS_CI_OMP ] ||
-    then
-        codecov
-        echo 'send coverage statistic'
-    fi
+    - if  [ $CI_FORTRAN ] || \
+          [ $CI_MPI ] || \
+          [ $CI_OMP ] ||
+      then
+          codecov
+          echo 'send coverage statistic'
+      fi
 
 notifications:
-  slack: policy-lab:LkWqVb15dNvdLjMQOyacTXy6
-    on_success: change
+
+  slack:
+    rooms:
+      - oseconomics:NwY0nlxNsQh1WTEs7Y1acukS
+    on_success: change # default: always
+    on_failure: always # default: always
 
   email: false

development/documentation/forensics/upgraded/run.py

@@ -5,50 +5,58 @@
 
 import shutil
 import os
+from pathlib import Path
 
-# Compiler options. Note that the original codes are not robust enough to
-# execute in debug mode.
-DEBUG_OPTIONS = (
-    " -O2  -Wall -Wline-truncation -Wcharacter-truncation "
-    " -Wsurprising  -Waliasing -Wimplicit-interface  -Wunused-parameter "
-    " -fwhole-file -fcheck=all  -fbacktrace -g -fmax-errors=1 "
-    " -ffpe-trap=invalid,zero"
-)
-
-PRODUCTION_OPTIONS = " -O3"
-
-# I rely on production options for this script, as I also run the estimation
-# below.
-OPTIONS = PRODUCTION_OPTIONS
-
-# Some strings that show up repeatedly in compiler command.
-MODULES = "imsl_replacements.f90"
-LAPACK = "-L/usr/lib/lapack -llapack"
-
-# Copy required initialization files from the original codes.
-for fname in ["seed.txt", "in1.txt"]:
-    shutil.copy("../original/" + fname, ".")
-
-# Compiling and calling executable for simulation.
-cmd = " gfortran " + OPTIONS + " -o dp3asim " + MODULES + " dp3asim.f90 " + LAPACK
-os.system(cmd + "; ./dp3asim")
-
-# Compiling and calling executable for assessment of interpolation.
-for fname in ["dpsim1", "dpsim4d"]:
-    cmd = (
-        " gfortran "
-        + OPTIONS
-        + " -o "
-        + fname
-        + " "
-        + MODULES
-        + " "
-        + fname
-        + ".f90 "
-        + LAPACK
+
+def main():
+    # Compiler options. Note that the original codes are not robust enough to
+    # execute in debug mode.
+    DEBUG_OPTIONS = (
+        " -O2  -Wall -Wline-truncation -Wcharacter-truncation "
+        " -Wsurprising  -Waliasing -Wimplicit-interface  -Wunused-parameter "
+        " -fwhole-file -fcheck=all  -fbacktrace -g -fmax-errors=1 "
+        " -ffpe-trap=invalid,zero"
     )
-    os.system(cmd + "; ./" + fname)
 
-# Compiling and calling executable for estimation.
-cmd = " gfortran " + OPTIONS + " -o dpml4a " + MODULES + " dpml4a.f90 " + LAPACK
-os.system(cmd + "; ./dpml4a")
+    PRODUCTION_OPTIONS = " -O3"
+
+    # I rely on production options for this script, as I also run the estimation
+    # below.
+    OPTIONS = PRODUCTION_OPTIONS
+
+    # Some strings that show up repeatedly in compiler command.
+    MODULES = "imsl_replacements.f90"
+    LAPACK = "-L/usr/lib/lapack -llapack"
+
+    # Copy required initialization files from the original codes.
+    path = Path("..", "original")
+    for fname in ["seed.txt", "in1.txt"]:
+        shutil.copy(str(path / fname), ".")
+
+    # Compiling and calling executable for simulation.
+    cmd = " gfortran " + OPTIONS + " -o dp3asim " + MODULES + " dp3asim.f90 " + LAPACK
+    os.system(cmd + "; ./dp3asim")
+
+    # Compiling and calling executable for assessment of interpolation.
+    for fname in ["dpsim1", "dpsim4d"]:
+        cmd = (
+            " gfortran "
+            + OPTIONS
+            + " -o "
+            + fname
+            + " "
+            + MODULES
+            + " "
+            + fname
+            + ".f90 "
+            + LAPACK
+        )
+        os.system(cmd + "; ./" + fname)
+
+    # Compiling and calling executable for estimation.
+    cmd = " gfortran " + OPTIONS + " -o dpml4a " + MODULES + " dpml4a.f90 " + LAPACK
+    os.system(cmd + "; ./dpml4a")
+
+
+if __name__ == '__main__':
+    main()

development/documentation/reliability/run_reliability.py

@@ -1,9 +1,8 @@
-#!/usr/bin/env python
-from auxiliary_shared import process_command_line_arguments
-from auxiliary_reliability import run
+from development.modules.auxiliary_shared import process_command_line_arguments
+from development.modules.auxiliary_reliability import run
 
-if __name__ == "__main__":
 
+def main():
     is_debug = process_command_line_arguments(
         "Run reliability exercise for the package"
     )
@@ -12,8 +11,8 @@
     spec_dict = dict()
     spec_dict["fnames"] = ["reliability_short.ini"]
 
-    # The following key-value pairs are the requested updates from the baseline initialization
-    # file.
+    # The following key-value pairs are the requested updates from the baseline
+    # initialization file.
     spec_dict["update"] = dict()
 
     spec_dict["update"]["is_store"] = True
@@ -24,10 +23,10 @@
     spec_dict["update"]["maxfun"] = 1500
     spec_dict["update"]["level"] = 0.05
 
-    # The following key-value pair sets the number of processors for each of the estimations.
-    # This is required as the maximum number of useful cores varies drastically depending on the
-    # model. The requested number of processors is never larger than the one specified as part of
-    # the update dictionary.
+    # The following key-value pair sets the number of processors for each of the
+    # estimations. This is required as the maximum number of useful cores varies
+    # drastically depending on the model. The requested number of processors is never
+    # larger than the one specified as part of the update dictionary.
     spec_dict["procs"] = dict()
     spec_dict["procs"]["ambiguity"] = 1
     spec_dict["procs"]["static"] = 1
@@ -42,3 +41,7 @@
         spec_dict["update"]["maxfun"] = 0
 
     run(spec_dict)
+
+
+if __name__ == '__main__':
+    main()

development/documentation/scalability/run_scalability.py

@@ -1,6 +1,5 @@
-#!/usr/bin/env python
-from auxiliary_shared import process_command_line_arguments
-from auxiliary_scalability import run
+from development.modules.auxiliary_shared import process_command_line_arguments
+from development.modules.auxiliary_scalability import run
 
 if __name__ == "__main__":
 

development/modules/auxiliary_regression.py

@@ -8,7 +8,7 @@
 from respy.pre_processing.model_processing import write_init_file
 from respy.python.shared.shared_constants import IS_FORTRAN
 from respy.python.shared.shared_constants import TOL
-from auxiliary_shared import get_random_dirname
+from development.modules.auxiliary_shared import get_random_dirname
 from respy.tests.codes.auxiliary import simulate_observed
 from respy.tests.codes.random_init import generate_init
 
@@ -27,9 +27,9 @@ def create_single(idx):
     os.mkdir(dirname)
     os.chdir(dirname)
 
-    # The late import is required so a potentially just compiled FORTRAN implementation is
-    # recognized. This is important for the creation of the regression vault as we want to
-    # include FORTRAN use cases.
+    # The late import is required so a potentially just compiled FORTRAN implementation
+    # is recognized. This is important for the creation of the regression vault as we
+    # want to include FORTRAN use cases.
     from respy import RespyCls
 
     # We impose a couple of constraints that make the requests manageable.
@@ -45,8 +45,8 @@ def create_single(idx):
 
     # In rare instances, the value of the criterion function might be too large and thus
     # printed as a string. This occurred in the past, when the gradient preconditioning
-    # had zero probability observations. We now generate random initialization files with
-    # smaller gradient step sizes.
+    # had zero probability observations. We now generate random initialization files
+    # with smaller gradient step sizes.
     if not isinstance(crit_val, float):
         raise AssertionError(" ... value of criterion function too large.")
 
@@ -63,8 +63,8 @@ def check_single(tests, idx):
     # Distribute test information.
     init_dict, crit_val = tests[idx]
 
-    # TODO: These are temporary modifications that ensure compatibility over time and will be
-    # removed once we update the regression test battery.
+    # TODO: These are temporary modifications that ensure compatibility over time and
+    # will be removed once we update the regression test battery.
     init_dict["EDUCATION"]["lagged"] = []
     for edu_start in init_dict["EDUCATION"]["start"]:
         if edu_start >= 10:
@@ -89,8 +89,8 @@ def check_single(tests, idx):
         print(msg)
         return None
 
-    # In the past we also had the problem that some of the testing machines report selective
-    # failures when the regression vault was created on another machine.
+    # In the past we also had the problem that some of the testing machines report
+    # selective failures when the regression vault was created on another machine.
     msg = " ... test is known to fail on this machine"
     if "zeus" in socket.gethostname() and idx in []:
         print(msg)
@@ -102,15 +102,16 @@ def check_single(tests, idx):
         print(msg)
         return None
 
-    # We need to create an temporary directory, so the multiprocessing does not interfere with
-    # any of the files that are printed and used during the small estimation request.
+    # We need to create an temporary directory, so the multiprocessing does not
+    # interfere with any of the files that are printed and used during the small
+    # estimation request.
     dirname = get_random_dirname(5)
     os.mkdir(dirname)
     os.chdir(dirname)
 
-    # The late import is required so a potentially just compiled FORTRAN implementation is
-    # recognized. This is important for the creation of the regression vault as we want to
-    # include FORTRAN use cases.
+    # The late import is required so a potentially just compiled FORTRAN implementation
+    # is recognized. This is important for the creation of the regression vault as we
+    # want to include FORTRAN use cases.
     from respy import RespyCls
 
     write_init_file(init_dict)