v0.4.16

DifferentiableStateSpaceModels v0.4.16

Diff since v0.4.15

Merged pull requests:

• Enforce symmetry after lyapunov (#138) (@jlperla)

v0.4.15

DifferentiableStateSpaceModels v0.4.15

Diff since v0.4.14

Closed issues:

• Numerically stable option for the stationary distribution and its gradient (#134)

Merged pull requests:

• Reorg cache and inference (#133) (@jlperla)
• Settings to skip the ergodic distribution (#137) (@jlperla)

v0.4.14

DifferentiableStateSpaceModels v0.4.14

Diff since v0.4.13

Merged pull requests:

• SW07 rewrite (#131) (@wupeifan)

v0.4.13

DifferentiableStateSpaceModels v0.4.13

Diff since v0.4.12

Closed issues:

• Add in toggle to matrixequations (#110)
• Tracking the test case to bifurcate the sampling error (#113)
• Perturbation solutions getting stuck when rapidly evaluated (#116)
• Track down why FVGQ gradients are wrong (#119)
• Steps for FVGQ gradients debugging (#124)
• Bug in calculation of steady states derivatives without the closed-form solution (#125)

Merged pull requests:

• add MatrixEquation calculations back (#112) (@wupeifan)
• More gradients unit test (#118) (@jlperla)
• More model output and simplify cleanup (#120) (@jlperla)
• More simplictions of _p functions (#122) (@jlperla)
• In progress on FVGQ20 checks for gradients (#123) (@jlperla)
• Updating unit tests (including DifferenceEquations likelihoods) (#129) (@jlperla)

v0.4.12

DifferentiableStateSpaceModels v0.4.12

Diff since v0.4.11

Closed issues:

• Use only one cholesky for the forward and reverse pass (#5)
• Performance optimization for the first-order conditional likelihood (#6)
• Optimization of the likelihood and AD for the first-order model's joint likelihood (#7)
• Deepcopy of the module (#70)
• Investigate custom backprop for MvNormal distributions (#98)
• Move to easier x_ergodic distribution (#100)
• Cleanup interface for the D (#101)
• Get rid of CSV and DataFrames test dependency (#103)
• Investigate and remove SymbolicUtils pinning (#105)
• Move check on variance of ergodic distribution into return type (#107)
• Reproduce old sampling behavior with matrixequationts (#111)

Merged pull requests:

• Add Module wrapper to ensure serializable for Turing (#109) (@jlperla)
• WIP: Fix with updated SymbolicUtils/Multivariate Polynomials (#115) (@jlperla)

v0.4.11

DifferentiableStateSpaceModels v0.4.11

Diff since v0.4.10

Merged pull requests:

• Error handling (#108) (@jlperla)

v0.4.10

DifferentiableStateSpaceModels v0.4.10

Diff since v0.4.9

Merged pull requests:

• Remove distributionAD (#102) (@wupeifan)
• Updated difference equations unit tests (#106) (@jlperla)

v0.4.9

DifferentiableStateSpaceModels v0.4.9

Diff since v0.4.8

Merged pull requests:

• Replacing Sylvester solvers from DynareJulia (#97) (@wupeifan)

v0.4.8

DifferentiableStateSpaceModels v0.4.8

Diff since v0.4.7

Closed issues:

• Rewrite examples with DSSM + DE + Turing (#90)
• Moving over all first-order to the new differenceequations code (#95)

Merged pull requests:

• Custom rrule for quad (#92) (@wupeifan)
• Add downstream linear simulation tests (#93) (@wupeifan)
• [WIP} reorg (#96) (@wupeifan)

v0.4.7

DifferentiableStateSpaceModels v0.4.7

Diff since v0.4.6

Merged pull requests:

• More micro optimization (#91) (@wupeifan)