Release notes ============= This is a record of all past **respy** releases and what went into them in reverse chronological order. We follow `semantic versioning `_ and all releases are available on `Anaconda.org `_. .. note:: **respy** is not under development anymore and only inactively maintained since 2021. Check out our `GitHub organization `_ to find projects that are currently under development. 2.1.0 - 2020 ------------- - :gh:`381` Implements exogenous processes (:ghuser:`MaxBlesch`, :ghuser:`mo2561057`). - :gh:`383` Fixes simulation with data and adds tests (:ghuser:`janosg`). - :gh:`387` Fixes issue in documenation build (:ghuser:`amageh`). - :gh:`389` Adjust criterion functions to return a scalar value or dictionary with additional information (:ghuser:`amageh`). - :gh:`391` Adds how-to guide on example models and specifying a model (:ghuser:`amageh`; model specification guide draws on work by :ghuser:`tobiasraabe` and :ghuser:`rafaelsuchy`). Fixes bug in model validation for shock parameters. - :gh:`395` Adds guides and tutorials for exogenous proccesses, covariates, and maximum likelihood estimation. Improves structure and appearance of documentation. (:ghuser:`MaxBlesch`, :ghuser:`amageh`). - :gh:`406` More information in example models guide (:ghuser:`carolinalvarez`, :ghuser:`amageh`). - :gh:`414` Fix bug in simulate that added untransformed shocks to df. Removes chaospy from conda dependencies(:ghuser:`amageh`). 2.0.0 - 2019-2020 ----------------- - :gh:`177` removes all Fortran files and ensures that all tests still run through (:ghuser:`tobiasraabe`). - :gh:`193` continues on the removal of Fortran (:ghuser:`tobiasraabe`). - :gh:`199` makes the reward components modular (:ghuser:`janosg`). - :gh:`200` implements the Kalman filter which allows to estimate measurement error in wages (:ghuser:`janosg`). - :gh:`201` implements a flexible state space which is first and foremost flexible in the number of choices with experience and wages, but open to be extended (:ghuser:`tobiasraabe`). - :gh:`204` adds more thesis proposals (:ghuser:`tobiasraabe`). - :gh:`205` implements Azure Pipelines as the major CI, but we still rely on Travis-CI for deploying the package to PyPI (:ghuser:`tobiasraabe`). - :gh:`206` prepares estimation with `estimagic `_ (:ghuser:`tobiasraabe`). - :gh:`208` implements parsing of choices from DataFrame (:ghuser:`tobiasraabe`). - :gh:`209` adds parameterizations of Keane and Wolpin (1997) plus adaptive rescaling step within the likelihood aggregation which prevents under- and overflows in the contributions (:ghuser:`janosg`). - :gh:`211` generalizes the construction of type probabilities with arbitrary covariates. - :gh:`221` implements a new interface for the simulation which is similar to the estimation and reduces runtime for multiple simulations by a factor of four (:ghuser:`tobiasraabe`). - :gh:`230` allows the model to include observed variables which are time-invariant (:ghuser:`mo2561057`, :ghuser:`tobiasraabe`) - :gh:`236` implements a periodic indexer (:ghuser:`tobiasraabe`). - :gh:`240` makes previous choices in the state space optional (:ghuser:`tobiasraabe`). - :gh:`245` create continuation values dynamically from value functions (:ghuser:`tobiasraabe`). - :gh:`256` implements quasi-random low discrepancy sequences for better Monte-Carlo integrations (:ghuser:`rafaelsuchy`). - :gh:`262` moves the distribution of previous choices, initial and maximum experience to params (:ghuser:`tobiasraabe`). - :gh:`268` makes seeding in **respy** a lot more robust by using incrementally increasing sequences (:ghuser:`janosg`, :ghuser:`tobiasraabe`). - :gh:`269` improves the generation of conditional draws with and without measurement error in the likelihood calculation (:ghuser:`janosg`). - :gh:`275` fixes a bug in calculation of wage probabilities (:ghuser:`tobiasraabe`). - :gh:`277` adds three different simulation methods: n-step-ahead simulation with sampling or data and one-step-ahead simulation (:ghuser:`tobiasraabe`). - :gh:`278`, :gh:`279`, and :gh:`280` implement three functions, log softmax, softmax, and logsumexp, which reduce the likelihood of under- and overflows and save information (:ghuser:`tobiasraabe`). - :gh:`282` adds an interface for the estimation of models with the method of simulated moments (:ghuser:`amageh`, :ghuser:`mo2561057`, :ghuser:`tobiasraabe`). - :gh:`285` adds the ability to generate a set of constraint for example models (:ghuser:`tobiasraabe`). - :gh:`288` fixes an error in the simulation of choice probabilities introduced by :gh:`278` (:ghuser:`peisenha`). - :gh:`296` contributes a new toy model to respy: The Robinson Crusoe Economy (:ghuser:`tobiasraabe`, :ghuser:`peisenha`) - :gh:`299` adds the information on the previous choice to individuals at age sixteen to the original data from Keane and Wolpin (1997). Special thanks to :ghuser:`bekauf` for the data preparation. - :gh:`300` aligns respy functions with the new data in :gh:`299` (:ghuser:`tobiasraabe`). - :gh:`310` introduces the separation between a core state space and dense dimensions of the state space which reduces memory consumption by a lot and makes respy scalable. :gh:`312` and :gh:`313` include changes to the simulation or maximum likelihood estimation which pave the way for :gh:`310`. (:ghuser:`tobiasraabe`) - :gh:`314` fixes two parameters in KW97 and KW2000 (:ghuser:`tostenzel`, :ghuser:`tobiasraabe`). - :gh:`316` changes the invalid index value for the indexer to prevent silent errors (:ghuser:`tobiasraabe`). - :gh:`319` adds a page for projects using **respy** (:ghuser:`tobiasraabe`). :gh:`321` adds more projects. - :gh:`320` adds ``add_noise_to_params()`` and makes the test suite faster, tests more random, moved to Github Actions, and more badges. - :gh:`323` adds an informative message if simulated individuals cannot be mapped to states in the state space (:ghuser:`mo2561057`, :ghuser:`tobiasraabe`). - :gh:`325` adds an how-to guide on numerical integration techniques (:ghuser:`rafaelsuchy`). - :gh:`331` better parsing for observables (and exogenous processes) and better model tests and docstrings (:ghuser:`tobiasraabe`). - :gh:`342` partitions the state space to parts which are specific to the period, choice set and dense values (:ghuser:`mo2561057`, :ghuser:`tobiasraabe`). - :gh:`344` redesigns the documentation. The foundation are four categories of documents, tutorials, explanations, how-to guides, and reference guides (:ghuser:`tobiasraabe`). - :gh:`347` allows to specify models with hyperbolic discounting (:ghuser:`SofiaBadini`). - :gh:`356` adds how-to guide for estimation of parameters with msm (:ghuser:`amageh`). - :gh:`357` adds a tutorial explaining the basic interface (:ghuser:`SofiaBadini`). - :gh:`359` fixes a Numba deprecation warning and some errors in the constraints of pre-defined models. - :gh:`361` adds standard deviations of parameters for example models (:ghuser:`timmens`). - :gh:`363` enables msm function to return simulated moments or comparison plot data for use with `estimagic `_ (:ghuser:`amageh`). - :gh:`366` adds comprehensive, exemplary explanation of model from Keane and Wolpin (1997) to documentation (:ghuser:`bekauf`, :ghuser:`rafaelsuchy`). - :gh:`369` adds second set of parameters for kw_97 models (:ghuser:`amageh`). - :gh:`371` changes the names of the criterion functions for maximum likelihood and msm estimation. Makes replacement functions optional for estimation with msm and sets identity matrix as default weighting matrix (:ghuser:`amageh`). - :gh:`373` refactors the law of motion and simplifies the collection of child indices (:ghuser:`tobiasraabe`). - :gh:`374` renames caching options to ``"cache_path"`` and ``"cache_compression"`` (:ghuser:`tobiasraabe`). *Releases prior to the second version were published on PyPI, but later deleted. You can still checkout the following releases using the corresponding tags in the repository.* 1.2.1 - 2019-05-19 ------------------ - :gh:`170` adds a test for inadmissible states in the state space. - :gh:`180` adds a long description to the PyPI package. - :gh:`181` implements `nbsphinx `_ for a documentation based on notebooks and reworks structure and graphics. - :gh:`183` adds a small set of regression tests. - :gh:`185` adds a list of topics for theses. - :gh:`186` replaces ``statsmodels`` as a dependency with our own OLS implementation. 1.2.0 - 2019-04-23 ------------------ This is the last release with a Fortran implementation. Mirrors 1.2.0-rc.1. 1.2.0-rc.1 - 2019-04-23 ----------------------- - :gh:`162` is a wrapper around multiple PRs in which a new Python version is implemented. - :gh:`150` implements a new interface. - :gh:`133` and :gh:`140` add Appveyor to test respy on Windows. 1.1.0 - 2018-03-02 ------------------ - Undocumented release. 1.0.0 - 2016-08-10 ------------------ This is the initial release of the **respy** package.