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.
#177 removes all Fortran files and ensures that all tests still run through (@tobiasraabe).
#193 continues on the removal of Fortran (@tobiasraabe).
#199 makes the reward components modular (@janosg).
#200 implements the Kalman filter which allows to estimate measurement error in wages (@janosg).
#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 (@tobiasraabe).
#204 adds more thesis proposals (@tobiasraabe).
#205 implements Azure Pipelines as the major CI, but we still rely on Travis-CI for deploying the package to PyPI (@tobiasraabe).
#206 prepares estimation with estimagic (@tobiasraabe).
#208 implements parsing of choices from DataFrame (@tobiasraabe).
#209 adds parameterizations of Keane and Wolpin (1997) plus adaptive rescaling step within the likelihood aggregation which prevents under- and overflows in the contributions (@janosg).
#211 generalizes the construction of type probabilities with arbitrary covariates.
#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 (@tobiasraabe).
#230 allows the model to include observed variables which are time-invariant (@mo2561057, @tobiasraabe)
#236 implements a periodic indexer (@tobiasraabe).
#240 makes previous choices in the state space optional (@tobiasraabe).
#245 create continuation values dynamically from value functions (@tobiasraabe).
#256 implements quasi-random low discrepancy sequences for better Monte-Carlo integrations (@rafaelsuchy).
#262 moves the distribution of previous choices, initial and maximum experience to params (@tobiasraabe).
#268 makes seeding in respy a lot more robust by using incrementally increasing sequences (@janosg, @tobiasraabe).
#269 improves the generation of conditional draws with and without measurement error in the likelihood calculation (@janosg).
#275 fixes a bug in calculation of wage probabilities (@tobiasraabe).
#277 adds three different simulation methods: n-step-ahead simulation with sampling or data and one-step-ahead simulation (@tobiasraabe).
#278, #279, and #280 implement three functions, log softmax, softmax, and logsumexp, which reduce the likelihood of under- and overflows and save information (@tobiasraabe).
#282 adds an interface for the estimation of models with the method of simulated moments (@amageh, @mo2561057, @tobiasraabe).
#285 adds the ability to generate a set of constraint for example models (@tobiasraabe).
#288 fixes an error in the simulation of choice probabilities introduced by #278 (@peisenha).
#296 contributes a new toy model to respy: The Robinson Crusoe Economy (@tobiasraabe, @peisenha)
#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 @bekauf for the data preparation.
#300 aligns respy functions with the new data in #299 (@tobiasraabe).
#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. #312 and #313 include changes to the simulation or maximum likelihood estimation which pave the way for #310. (@tobiasraabe)
#314 fixes two parameters in KW97 and KW2000 (@tostenzel, @tobiasraabe).
#316 changes the invalid index value for the indexer to prevent silent errors (@tobiasraabe).
#319 adds a page for projects using respy (@tobiasraabe). #321 adds more projects.
#320 adds add_noise_to_params() and makes the test suite faster, tests more random, moved to Github Actions, and more badges.
add_noise_to_params()
#323 adds an informative message if simulated individuals cannot be mapped to states in the state space (@mo2561057, @tobiasraabe).
#331 better parsing for observables (and exogenous processes) and better model tests and docstrings (@tobiasraabe).
#356 adds how-to guide for estimation of parameters with msm (@amageh).
#359 fixes a Numba deprecation warning and some errors in the constraints of pre-defined models.
#361 adds standard deviations of parameters for example models (@timmens).
#363 enables msm function to return simulated moments or comparison plot data for use with estimagic (@amageh).
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.
#170 adds a test for inadmissible states in the state space.
#180 adds a long description to the PyPI package.
#181 implements nbsphinx for a documentation based on notebooks and reworks structure and graphics.
#183 adds a small set of regression tests.
#185 adds a list of topics for theses.
#186 replaces statsmodels as a dependency with our own OLS implementation.
statsmodels
This is the last release with a Fortran implementation. Mirrors 1.2.0-rc.1.
#162 is a wrapper around multiple PRs in which a new Python version is implemented.
#150 implements a new interface.
#133 and #140 add Appveyor to test respy on Windows.
Undocumented release.
This is the initial release of the respy package.
respy