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HighDimensionalEconLab / DifferentiableStateSpaceModels.jl

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Update rbcexample for new interface #121

Closed donskerclass closed 2 years ago

donskerclass commented 2 years ago

To test out the code, I attempted to run the notebook rbcexample.ipynb but as unable to get it to run.

The error was "UndefVarError: DefinedNoise not defined": looking into this, it seems that DifferenceEquations.jl in its current iteration has a completely different interface, so the way it is called in this example code is incompatible with it in multiple ways. Since that package has no docs, it would be helpful to update the code in this example notebook to be compatible with it, both so that people have a working notebook and as a syntax example.

As I understand it, the examples in HMCExamples.jl do use the current interface (at least, that code runs). If so, I will check that to see if I can figure out the changes needed to get this notebook working again.

jlperla commented 2 years ago

Yes, we will update that after we verify everything is correct for the HMCExamples interface. There will also be some changes to the DifferenceEquations that we will want to merge first. The first step was getting the HMCExamples tested with examples though.

donskerclass commented 2 years ago

Yeah, no rush on this, I didn't mean to interrupt you. I was just looking for some basic code examples so that I can test out new models on my own in a notebook. I will follow the HMCExamples code for now, and we'll keep this issue open to remind us to fix it when the interface does stabilize.

jlperla commented 2 years ago

Note: should add in new manifest and put in subfolder since Turing is no longer a dependency.

jlperla commented 2 years ago

Closing for new issue with more details.