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EconModels

Define an implicit interface for statistical/economic models

Readme

EconModels.jl

This is a package that defines an implicit interface for economic and statistical models. No particular mathematical setup is required; rather, the package sets up an infrastructure for handling computational settings and I/O - problems that are common when trying out various models. Users can import this package to extend its functionality and create model subtypes. The code is excerpted from DSGE.jl for more general use.

EconModels.jl provides I/O methods and a mechanism for handling computational settings for the ModelInterface abstract type. See here for more details on how model settings are implemented and why they are useful, and here for a description of I/O.

Usage

The user should import EconModels and define a concrete subtype:

import EconModels
type MyModel <: ModelInterface
   ...
end

Concrete subtypes of ModelInterface are assumed to have the following fields:

  • spec::AbstractString: a model specification identifier
  • subspec::AbstractString: a model subspecification identifier
  • settings::Dict{Symbol,Setting}: a dictionary of model settings
  • test_settings::Dict{Symbol,Setting}: a dictionary of model test settings
  • testing::Bool: a boolean for indicating whether to use test_settings rather than settings
  • any additional fields desired by the user.

and the following settings are expected to exist in the settings dictionary:

  • data_vintage: a datestring in format "yymmdd"
  • use_parallel_workers: a boolean indicating whether to parallelize or not
  • saveroot: a filepath to the location where output directory tree should begin.
  • dataroot: a filepath to the location where input data can be read from

These settings can be passed in to the model constructor via the settings dictionary, or can be added to the the model object during or after construction using the <= syntax:

# Initialize arguments to MyModel
settings = Dict{Symbol, Setting}()
settings[:data_vintage] = Setting(:data_vintage, "170101", "true", "vint", "Vintage of data used")

# Construct an instance of MyModel
m = MyModel(spec,subspec,settings,test_settings,testing)

# Add setting to m.settings
m <= Setting(:dataroot, "/path/to/data")

If m.testing = true, the <= syntax will add the setting to m.test_settings rather than m.settings.

Note: In some cases, especially if MyModel contains many fields, it can be useful to write a constructor with no arguments. See DSGE.jl for an example of how you might do that.

First Commit

01/01/2017

Last Touched

over 2 years ago

Commits

17 commits

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