Merge branch 'main' into compathelper/new_version/2023-11-24-01-06-31…

…-213-03104436089

Project.toml

@@ -28,9 +28,13 @@ Distributions = "0.25"
 ForwardDiff = "0.10"
 MacroTools = "0.5"
 NLsolve = "4"
-NonlinearSolve = "2"
+NonlinearSolve = "3"
+Optimization = "3"
+OptimizationOptimJL = "0.1"
 OrderedCollections = "1"
 Pipe = "1"
+Statistics = "1"
+Zygote = "0.6"
 julia = "1"
 
 [extras]

examples/bayesian.jl

@@ -25,6 +25,7 @@ priors_dict = @parameters begin
     α_1 = Uniform()
     α_2 = Uniform()
 end
+unobserved = @variables Y, T, YD, C
 
 # let's say we know that some kind of variables is prone to measurement error
 # if it is just a constant, we can introduce some bias variable
@@ -72,4 +73,8 @@ df[!, :period] = 1:nrow(df)
         y=:value,
         color=:variable,
         Geom.line
-    )
+    )
+
+function loglikelihood(results, model, exos, params_dict, unobserved, particles=10000)
+    # return log(sum(...))
+end

src/ConstructResiduals.jl

@@ -1,4 +1,4 @@
-function construct_residuals(name, function_body, args)
+function construct_residuals_for_print(name, function_body)
     f! = quote
         function f!($(name[1]), $(name[2]), $(name[3]), $(name[4]), $(name[5]))
             nothing
@@ -10,6 +10,23 @@ function construct_residuals(name, function_body, args)
         function_body[i] = :($(name[1])[$i] = $(function_body[i]))
     end
 
+    # add function body to function
+    f!.args[2].args[end] = Expr(:block, function_body...)
+    return f!
+end
+
+function construct_residuals(name, function_body)
+    f! = quote
+        ($(name[1]), $(name[2]), $(name[3]), $(name[4]), $(name[5])) -> begin
+            nothing
+        end
+    end
+
+    # construct function body
+    for i in eachindex(function_body)
+        function_body[i] = :($(name[1])[$i] = $(function_body[i]))
+    end
+
     # add function body to function
     f!.args[2].args[end] = Expr(:block, function_body...)
     return f!

src/Macros.jl

@@ -1,4 +1,4 @@
-function build_f!(endos, exos, params, args)
+function build_f!(endos, exos, params, args, verbose=false)
     endos = endos.variables
     exos = exos.variables
     params = params.variables
@@ -26,7 +26,11 @@ function build_f!(endos, exos, params, args)
     end
 
     # construct function for residuals of model variables
-    return MacroTools.striplines(:(Consistent.f! = $(construct_residuals(name, function_body, args))))
+    if verbose
+        return construct_residuals_for_print(name, function_body)
+    else
+        return construct_residuals(name, function_body)
+    end
 end
 
 """
@@ -80,16 +84,15 @@ function model(;
     end
 
     if verbose
-        println(build_f!(endos, exos, parameters, eqs.exprs))
+        println(MacroTools.striplines(build_f!(endos, exos, parameters, eqs.exprs, true).args[2]))
     end
 
-    eval(build_f!(endos, exos, parameters, eqs.exprs))
     return Model(
         endos,
         exos,
         parameters,
         eqs,
-        deepcopy(Consistent.f!)
+        eval(build_f!(endos, exos, parameters, eqs.exprs))
     )
 end
 

test/runtests.jl

@@ -20,10 +20,13 @@ using Test
             z = y * (y[-1] + 0.5 * z) * θ + x[-1]
             y = z[-2] * x * b
         end
-        @test Consistent.replace_vars(test_eqs.args[[2, 4]], [:z, :y], Symbol[:x], [:θ]) == [
-            :(endos[1] = endos[2] * (lags[2, end - 0] + 0.5 * endos[1]) * params[1] + exos[1, end + -1]),
-            :(endos[2] = lags[1, end - -1] * exos[1, end + 0] * b)
-        ]
+        replace_worked = @test_warn "Symbols [:b] are not in variables or parameters" Consistent.replace_vars(
+                test_eqs.args[[2, 4]], [:z, :y], Symbol[:x], [:θ]
+            ) == [
+                :(endos[1] = endos[2] * (lags[2, end - 0] + 0.5 * endos[1]) * params[1] + exos[1, end + -1]),
+                :(endos[2] = lags[1, end - -1] * exos[1, end + 0] * b)
+            ]
+        @test replace_worked
 
         # test non-equation
         let eqs = @equations begin