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Releases: mattwigway/eqsormo

0.8.5 String Theory

02 Feb 14:20
v0.8.5
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Hotfix parquet writing bug during market clearing.

0.8.4 Hardwood Floor

01 Feb 20:33
0.8.4
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This hotfix corrects an error with a to_parquet call in clear_market.

0.8.3 Show your Work

01 Feb 16:06
0.8.3
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This checkpoints the prices after each iteration to allow restarting crashed/killed simulations.

0.8.2 Don't publish code before the tests run

28 Jan 03:58
0.8.2
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Fix a bug that prevented any models from running.

0.8.1 Threading the Needle

28 Jan 03:50
0.8.1
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Read MAX_THREADS from the environment to avoid overwhelming available RAM.

0.8.0 Speed (convergence)

27 Jan 23:49
0.8.0
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Two changes to make price convergence ~30% faster:

  1. Use a Brent's search to find the optimal alpha value for a particular derivative matrix, since computing the derivative matrix is so expensive.
  2. Run 3 iterations of the cheaper but incorrect Jacobian diagonal approach (Tra 2007, eq. 7.7a) to get us close to the solution quickly before switching to the slower but higher-quality full Jacobian calculation (h/t @samzhang111)

0.7.0 Back(track) to the Future

05 Jan 14:53
0.7.0
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This release implements a backtracking line-search using full derivatives in market clearing, which allows the market clearing to converge in difficult situations. Thanks to @samzhang111 for the suggestion.

This version also removes support for endogenous variables in sorting until #75 can be worked out.

0.6.3

31 Dec 13:29
0.6.3
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Hotfix for issue where models without endogenous variables could not be saved.

0.6.2

31 Dec 04:22
0.6.2
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0.6.2

0.6.1

31 Dec 02:48
0.6.1
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Many things are now multithreaded and faster.