Merge 0ef514f into 13ecfe4

.travis.yml

@@ -1,17 +1,13 @@
-# Documentation: http://docs.travis-ci.com/user/languages/julia/
 language: julia
 os:
   - linux
+  - osx
 julia:
-  - 0.6
+  - 1.0
 notifications:
   email: false
-# uncomment the following lines to override the default test script
-script:
-  - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
-  - julia -e 'Pkg.clone(pwd()); Pkg.build("CsminWel"); Pkg.test("CsminWel"; coverage=true)'
 after_success:
   # push coverage results to Coveralls
-  - julia -e 'cd(Pkg.dir("CsminWel")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
+  - julia -e 'cd(normpath(Base.find_package("CsminWel"), "..", "..")); using Pkg; Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
   # push coverage results to Codecov
-  - julia -e 'cd(Pkg.dir("CsminWel")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'
+  - julia -e 'cd(normpath(Base.find_package("CsminWel"), "..", "..")); using Pkg; Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'

Manifest.toml

@@ -0,0 +1,230 @@
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Project.toml

@@ -0,0 +1,12 @@
+name = "CsminWel"
+uuid = "7954d354-feb7-11e8-11c6-4b7b3f0fe361"
+
+[deps]
+Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Optim = "429524aa-4258-5aef-a3af-852621145aeb"
+Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

README.md

@@ -2,16 +2,16 @@
 
 [![Build Status](https://travis-ci.org/gragusa/CsminWel.jl.svg?branch=master)](https://travis-ci.org/gragusa/CsminWel.jl) [![Coverage Status](https://coveralls.io/repos/gragusa/CsminWel.jl/badge.svg?branch=master&service=github)](https://coveralls.io/github/gragusa/CsminWel.jl?branch=master) [![codecov.io](http://codecov.io/github/gragusa/CsminWel.jl/coverage.svg?branch=master)](http://codecov.io/github/gragusa/CsminWel.jl?branch=master)
 
-Interface to Chris Sims' `csminwel` optimization code. The code borrows from [DSGE.jl](https://github.com/FRBNY-DSGE/DSGE.jl), but it is adapted to be compatibles with the [Optim.jl](https://github.com/JuliaOpt/Optim.jl)'s API. When the derivative of the minimand is not supplied either Finite Difference of Forward Automatic Differentiation derivatives are used.
+Interface to Chris Sims' `csminwel` optimization code. The code borrows from [DSGE.jl](https://github.com/FRBNY-DSGE/DSGE.jl), but it is adapted to be compatible with [Optim.jl](https://github.com/JuliaOpt/Optim.jl)'s API. When the derivative of the minimand is not supplied, either Finite Difference of Forward Automatic Differentiation derivatives are used.
 
 Differently from the solvers in `Optim.jl`, `Csminwel` returns an estimate of the inverse of the Hessian at the solution.
 
 ```julia
 #=
 Maximizing loglikelihood logistic models
 =#
-using StatsFuns
-srand(1)
+using CsminWel, StatsFuns, Random
+Random.seed!(1)
 x = [ones(200) randn(200,4)]
 y = [rand() < 0.5 ? 1. : 0. for j in 1:200]
 
@@ -26,19 +26,18 @@ function dloglik(beta)
     -x'*(y.-px)
 end
 
-function fg!(beta, stor)
-    stor[:] = dloglik(beta)
+function g!(stor, beta)
+    copyto!(stor, dloglik(beta))
 end
 
-## With analytical derivative
-res1 = optimize(loglik, fg!, zeros(5), BFGS())
-res2 = optimize(loglik, fg!, zeros(5), Csminwel())
+res1 = optimize(loglik, g!, zeros(5), BFGS())
+res2 = optimize(loglik, g!, zeros(5), Csminwel())
 
 ## With finite-difference derivative
 res3 = optimize(loglik, zeros(5), Csminwel())
 
 ## With forward AD derivative
-res4 = optimize(loglik, zeros(5), Csminwel(), OptimizationOptions(autodiff=true))
+res4 = optimize(Optim.OnceDifferentiable(loglik, zeros(5), autodiff = :forward), zeros(5), Csminwel())
 
 ## inverse Hessian
 res2.invH

REQUIRE

@@ -1,5 +1,5 @@
-julia 0.6.0
-ForwardDiff 0.5.0
-Calculus 0.1
-Optim 0.9
-Reexport 0.0.3
+julia 1.0
+ForwardDiff 
+Calculus 
+Optim 
+Reexport