foo

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