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Federal Reserve Bank of NY converts major economic model to Julia

libertystreeteconomics.newyorkfed.org

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Re: Federal Reserve Bank of NY converts major economic model to Julia

#31

Post by CyberDildonics »

tiffanyh wrote: post #5

I'm always found Julia performance claims [1] to be misleading in comparison to LuaJit [2]. Because Julia claims to be much faster than LuaJIT, yet continually - people find that LuaJIT (not Julia) is much faster in real world test [3]. Does anyone else have experience in Julia vs LuaJIT? [1] http://julialang.org/#high-performance-jit-compiler [2] http://luajit.org/performance_x86.html [3] http://bayesanalytic.com/lu…

Julia in contrast to most languages can run very fast or very slow for roughly the same program because of type information and garbage collection.

I would be willing to bet there is a lot of fat to be trimmed if you can't get close to LuaJIT unless SIMD is involved. Have you tried profiling your Julia code to see where the problem is?

Re: Federal Reserve Bank of NY converts major economic model to Julia

#32

Post by kolbe »

burke wrote: post #28
kolbe wrote: post #27

I've never written a line of Julia in my life, and I'm usually somewhat adept at figuring out what is going on when I read the source of unfamiliar languages. But I'm am having one helluva time trying to differentiate comments and code. EDIT: downvotes? wtf?

I haven't either, but they just start with a #, right? What's the problem? EDIT: Oh, I see there are multiline comments.

I see things that look a lot like english sentences that are neither preceded by #, nor surrounded by #= =#.

edit: with examples. this code, all the way up to line 48 looks like some comments, but also a bunch of sentences without the comment characters.

https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...

Re: Federal Reserve Bank of NY converts major economic model to Julia

#33

Post by CyberDildonics »

danso wrote: post #13

For those of you in this field...how influential is the NYFed trying out (and apparently being satisfied with) Julia to other government agencies, computational economists, and/or academics? Is it "OS X is Unix/BSD-based" influential, or "Whitehouse.gov uses Drupal [1]" influential? [1] http://buytaert.net/whitehouse-gov-using-drupal

The Fed isn't a government agency. It has private share holders. It was named The Federal Reserve specifically to breed the confusion that most people have - it was supposed to sound like a federal agency while it is not.

Re: Federal Reserve Bank of NY converts major economic model to Julia

#34

Post by CyberDildonics »

kolbe wrote: post #32
burke wrote: post #28

Earlier quoted context omitted.

I haven't either, but they just start with a #, right? What's the problem? EDIT: Oh, I see there are multiline comments.

I see things that look a lot like english sentences that are neither preceded by #, nor surrounded by #= =#. edit: with examples. this code, all the way up to line 48 looks like some comments, but also a bunch of sentences without the comment characters. https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...

I'm not sure how someone can clear up your confusion without a link to the specific things are you seeing.

Re: Federal Reserve Bank of NY converts major economic model to Julia

#35

Post by GFK_of_xmaspast »

nine_k wrote: post #29
GFK_of_xmaspast wrote: post #16

Earlier quoted context omitted.

It works well enough and there's an incredible amount of infrastructure behind it. It's an academic's job to produce research, not code.

* Don't unreliable tools impede research? * Isn't it a good idea to publish code used to produce the results so as to help fellow scientists verify the results and methods?

1. Who said matlab was unreliable? (There's a difference between "reliable" and "good")

2. Matlab code gets published all the time.

3. Just because it's not matlab doesn't mean that it's, for example, in a state others can use. See for example: http://reproducibility.cs.arizona.edu/v2/index.html (which isn't perfect, but it's something)

Re: Federal Reserve Bank of NY converts major economic model to Julia

#36

Post by otoburb »

josu wrote: post #23
chollida1 wrote: post #2

Cool, despite Julia replacing matlab here, it looks like the biggest loser to Julia's rise might be Octave. Matlab will always have its proponents, that will use it no matter what, but if Julia keeps encroaching on this territory, I'm not sure where that leaves Ocatve. To the model discussed in this paper, check out this series of blog posts for more information: http://libertystreeteconomics.newyorkfed.org/2014/09/f…

This is an anecdote about a big Matlab proponent who switched sides. I learned Matlab from my Econ 101 professor 8 years ago. He was a big Matlab proponent, and he knew all the econ tools inside out. We kept in touch, since he has been one of the best professors I've ever had. So, fast forward to 2 years ago, I sent him an email asking about this [1] Quantitative Economics course by Sargent and Stachurski based on py…

>>He also told me to get away from the Sargent and Stachurski course, that they add too much complexity to the explanations just for the sake of looking more Nobel-prize-winner like.

That's really good feedback for anybody thinking of attempting that course. Does your professor recommend an accompanying course to Sargent and Stachurski's quantitative economics course? I haven't seen many other courses that provide code fragments to run, so S&S's course still has a lot going for it in that regard.

Re: Federal Reserve Bank of NY converts major economic model to Julia

#37

Post by baldfat »

acidflask wrote: post #6
tiffanyh wrote: post #5

I'm always found Julia performance claims [1] to be misleading in comparison to LuaJit [2]. Because Julia claims to be much faster than LuaJIT, yet continually - people find that LuaJIT (not Julia) is much faster in real world test [3]. Does anyone else have experience in Julia vs LuaJIT? [1] http://julialang.org/#high-performance-jit-compiler [2] http://luajit.org/performance_x86.html [3] http://bayesanalytic.com/lu…

Improvements to our LuaJIT benchmarking are currently being discussed in https://github.com/JuliaLang/julia/issues/14222 . LuaJIT 2.1 is significantly faster than LuaJIT 2.0, but until now I haven't had a convenient way to get an installation of LuaJIT 2.1 on our test machine. LuaSci was easy to install and we would be amenable to switching over to LuaSci instead of vanilla gsl-shell. See https://github.com/JuliaLang…

I never looked at SciLua till just now. I have always liked Lua and have made several scripts for my desktop and servers. Just never thought of Lua for Data Science. My main issue is I haven't hit a data set to big for R in my own use cases.

Re: Federal Reserve Bank of NY converts major economic model to Julia

#38

Post by 3JPLW »

kolbe wrote: post #32
burke wrote: post #28

Earlier quoted context omitted.

I haven't either, but they just start with a #, right? What's the problem? EDIT: Oh, I see there are multiline comments.

I see things that look a lot like english sentences that are neither preceded by #, nor surrounded by #= =#. edit: with examples. this code, all the way up to line 48 looks like some comments, but also a bunch of sentences without the comment characters. https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...

You're looking at a markdown-formatted docstring. Note that it's enclosed in """, similar to Python except that it precedes the method definition. Within the markdown formatting, you can use ``` fences to format code examples.

GitHub's coloring here doesn't quite make it as obvious as it can be. Here's how it renders at the REPL with the help system: http://imgur.com/rlAnpSK

Re: Federal Reserve Bank of NY converts major economic model to Julia

#39

Post by toth »

kolbe wrote: post #32
burke wrote: post #28

Earlier quoted context omitted.

I haven't either, but they just start with a #, right? What's the problem? EDIT: Oh, I see there are multiline comments.

I see things that look a lot like english sentences that are neither preceded by #, nor surrounded by #= =#. edit: with examples. this code, all the way up to line 48 looks like some comments, but also a bunch of sentences without the comment characters. https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...

Notice that that is between a pair of triple quotes (and github even syntax highlights it in a different color).

It's all string, more specifically a docstring (see https://en.wikipedia.org/wiki/Docstring ). They are also used in other languages, including Python.

Re: Federal Reserve Bank of NY converts major economic model to Julia

#40

Post by kolbe »

3JPLW wrote: post #38
kolbe wrote: post #32

Earlier quoted context omitted.

I see things that look a lot like english sentences that are neither preceded by #, nor surrounded by #= =#. edit: with examples. this code, all the way up to line 48 looks like some comments, but also a bunch of sentences without the comment characters. https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...

You're looking at a markdown-formatted docstring. Note that it's enclosed in """, similar to Python except that it precedes the method definition. Within the markdown formatting, you can use ``` fences to format code examples. GitHub's coloring here doesn't quite make it as obvious as it can be. Here's how it renders at the REPL with the help system: http://imgur.com/rlAnpSK

cool. thank you.
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