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@214
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[214]
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07/09/08 21:15:09 |
edsuom |
Allow worker processes to be run with lower priority |
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@213
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[213]
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06/22/08 00:19:21 |
edsuom |
Improved job updating, unit tests for processworker |
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@212
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[212]
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06/11/08 16:56:28 |
edsuom |
Bug fix to new FlexArray? jellying feature |
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@211
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[211]
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06/10/08 16:18:07 |
edsuom |
Unit tested new pybywire.FlexArray? to/from tuple capability |
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@210
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[210]
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06/10/08 15:57:12 |
edsuom |
Added pybywire.flexarray, cleaned up repo |
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@209
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[209]
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06/02/08 20:40:15 |
edsuom |
Modest results with Rao-Blackwellized PMC |
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@208
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[208]
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06/02/08 19:05:30 |
edsuom |
Got Rao-Blackwellized version working locally & remotely, with better but … |
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@207
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[207]
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06/02/08 19:04:49 |
edsuom |
Got Rao-Blackwellized version working locally & remotely, with better but … |
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@206
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[206]
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06/01/08 02:06:56 |
edsuom |
Got Rao-Blackwellized (on z only) version running locally, not yet … |
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@205
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[205]
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06/01/08 00:22:10 |
edsuom |
Rao-Blackwellization on z looks very promising, but let's ditch it on … |
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@204
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[204]
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05/30/08 17:49:16 |
edsuom |
Made pybywire.pack more flexible; use whatever array dimensions and dtype … |
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@203
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[203]
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05/30/08 08:27:51 |
edsuom |
Switching from attempting estimate of L with integration to … |
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@202
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[202]
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05/28/08 23:43:21 |
edsuom |
Using normal proposal on z instead of uniform; same result at convergence, … |
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@201
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[201]
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05/28/08 17:18:11 |
edsuom |
Working on reducing variance in likelihood estimates |
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@200
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[200]
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05/27/08 16:46:38 |
edsuom |
Integration over log-volatility simulations using Metropolis-within-Gibbs … |
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@199
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[199]
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05/27/08 15:37:01 |
edsuom |
Integration over log-volatility simulations using Metropolis-within-Gibbs … |
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@198
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[198]
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05/27/08 00:19:36 |
edsuom |
Tried Metropolis-within-Gibbs, but ran into the difficulty of getting the … |
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@197
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[197]
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05/24/08 00:18:43 |
edsuom |
Going to fiddle around with simulation of previous h0 for first … |
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@196
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[196]
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05/24/08 00:05:18 |
edsuom |
Huge progress, got PMC running with noticably less variance in population … |
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@195
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[195]
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05/23/08 16:16:25 |
edsuom |
Ditching Rao-Blackwellization for now |
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@194
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[194]
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05/23/08 15:04:33 |
edsuom |
PMC now running with more efficient proposal code and sequencing of said … |
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@193
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[193]
|
05/23/08 13:59:26 |
edsuom |
Rewrote PriorContainer? to be (hopefully) much more efficient with … |
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@192
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[192]
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05/23/08 11:43:54 |
edsuom |
Got C code working nicely and integrated with pmc; working on making … |
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@191
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[191]
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05/22/08 17:21:43 |
edsuom |
Figured out N1=10, N2=2, Ne=3 sim params |
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@190
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[190]
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05/21/08 23:13:52 |
edsuom |
Got C-based hybrid Gibbs working; Three-sample Lh evaluation appears … |
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@189
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[189]
|
05/21/08 18:16:16 |
edsuom |
C code for model.likelihood appears to be working, but unit test for the … |
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@188
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[188]
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05/21/08 13:20:34 |
edsuom |
About to switch to using a single set of proposal samples instead of two |
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@187
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[187]
|
05/20/08 18:09:32 |
edsuom |
Working on putting the likelihood method together, finally |
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@186
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[186]
|
05/20/08 15:42:21 |
edsuom |
Working on putting the likelihood method together, finally |
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@185
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[185]
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05/19/08 15:06:13 |
edsuom |
Unit testing support C code for model |
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@184
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[184]
|
05/17/08 01:31:43 |
edsuom |
Grinding along with C code for new model |
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@183
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[183]
|
05/16/08 16:40:27 |
edsuom |
Grinding along with C code for new model |
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@182
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[182]
|
05/15/08 13:35:24 |
edsuom |
Grinding along with C code for new model |
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@181
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[181]
|
05/15/08 10:05:12 |
edsuom |
Unit testing model support C code |
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@180
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[180]
|
05/15/08 01:27:07 |
edsuom |
Grinding along with C code for new model |
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@179
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[179]
|
05/14/08 17:30:57 |
edsuom |
Getting support C code for new model working and tested |
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@178
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[178]
|
05/12/08 21:29:10 |
edsuom |
Rewrote zProposal to use truncated normal |
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@177
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[177]
|
05/10/08 22:37:06 |
edsuom |
Working on new truncated-normal zProposal |
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@176
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[176]
|
05/09/08 22:13:35 |
edsuom |
Redoing Rao-Blackwellization as the sum of the joint proposal-jump … |
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@175
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[175]
|
05/08/08 23:30:51 |
edsuom |
Got D-Kernel PMC running with what I hope is Rao-Blackwellization |
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@174
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[174]
|
05/08/08 12:49:59 |
edsuom |
Working on D-kernel PMC |
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@173
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[173]
|
05/05/08 16:21:36 |
edsuom |
Starting work on Rao-Blackwellization |
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@172
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[172]
|
05/01/08 21:33:08 |
edsuom |
Trying to get an actual PMC run going |
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@171
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[171]
|
05/01/08 15:10:42 |
edsuom |
Finally doing some inital runs & debugging |
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@170
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[170]
|
04/30/08 23:02:46 |
edsuom |
Putting together svpmc example |
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@169
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[169]
|
04/30/08 23:00:30 |
edsuom |
Putting together svpmc example |
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@168
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[168]
|
04/30/08 20:13:51 |
edsuom |
Got model unit testing working again; more complete unit testing of … |
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@167
|
[167]
|
04/30/08 13:37:56 |
edsuom |
Getting model unit tests working again after refactoring |
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@166
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[166]
|
04/29/08 22:46:52 |
edsuom |
Got pmc module cleanly prototyped, now need to unit test; then we should … |
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@165
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[165]
|
04/29/08 17:21:15 |
edsuom |
ProjectManager? tested OK! |
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@164
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[164]
|
04/29/08 15:35:34 |
edsuom |
Working on ProjectManager?, pulling things together |
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@163
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[163]
|
04/29/08 01:32:02 |
edsuom |
Working on prior and parameter containers, starting to tie everything … |
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@162
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[162]
|
04/28/08 23:46:43 |
edsuom |
Parameterized.paramNames is now usable as an instance variable |
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@161
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[161]
|
04/28/08 21:37:01 |
edsuom |
Working on prior and parameter containers, starting to tie everything … |
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@160
|
[160]
|
04/26/08 23:27:47 |
edsuom |
Working on project specification processing |
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@159
|
[159]
|
04/25/08 23:28:27 |
edsuom |
Innovation & volatility shocks can have non-unity variances; working on … |
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@158
|
[158]
|
04/25/08 00:24:02 |
edsuom |
Got log-volatility Metropolis-within-Gibbs simulation working!!! |
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@157
|
[157]
|
04/24/08 20:15:13 |
edsuom |
Got log-volatility Metropolis-within-Gibbs simulation working!!! |
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@156
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[156]
|
04/23/08 15:34:26 |
edsuom |
Working on Model.logLikelihood: VAR process tested |
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@155
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[155]
|
04/23/08 02:17:19 |
edsuom |
Got hybrid Gibbs Model.likelihood prototyped |
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@154
|
[154]
|
04/22/08 19:38:33 |
edsuom |
weave.Weaver.inline has the same value-returning behavior as weave.inline; … |
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@153
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[153]
|
04/21/08 21:26:43 |
edsuom |
Working on Model.likelihood, some really hairy C code |
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@152
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[152]
|
04/19/08 23:20:46 |
edsuom |
Working on hybrid Gibbs log-volatility simulation and likelihood … |
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@151
|
[151]
|
04/19/08 20:26:56 |
edsuom |
Tested FlexArray?; last work on Model.likelihood before switching it to … |
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@150
|
[150]
|
04/17/08 21:17:12 |
edsuom |
Working on parameter containers and associated glue-type stuff |
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@149
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[149]
|
04/17/08 17:11:23 |
edsuom |
Working on model.likelihood |
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@148
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[148]
|
04/16/08 20:05:10 |
edsuom |
Refined testing of Model's multivariate stuff; working on pInnovation |
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@147
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[147]
|
04/16/08 16:27:16 |
edsuom |
Got decorrelation working; weave.Weaver now uses inline as its method … |
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@146
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[146]
|
04/11/08 00:47:57 |
edsuom |
Unit tested Model.draw_h |
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@145
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[145]
|
04/10/08 22:47:22 |
edsuom |
Improvements to weave.Weaver; much better unit testing for VAR |
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@144
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[144]
|
04/09/08 16:46:00 |
edsuom |
Working on model |
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@143
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[143]
|
04/08/08 21:42:51 |
edsuom |
Working on model |
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@142
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[142]
|
04/08/08 15:58:31 |
edsuom |
Updated some names to indicate that parameter sequences are used, not … |
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@141
|
[141]
|
04/08/08 03:38:21 |
edsuom |
Got VAR(1)+drift process working forward & back |
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@140
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[140]
|
04/07/08 22:25:54 |
edsuom |
Got cool & convenient Weaver mixin written and tested; refactored … |
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@139
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[139]
|
04/05/08 17:11:44 |
edsuom |
Got NormalWalk? working efficiently and tested |
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@138
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[138]
|
04/05/08 15:45:20 |
edsuom |
Working on MCMC for normal random walk |
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@137
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[137]
|
04/05/08 13:51:58 |
edsuom |
New base class 'Weave' for convenience with Weave inline operations; … |
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@136
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[136]
|
04/05/08 12:15:17 |
edsuom |
Working on MCMC simulation of the normals underlying the volatilities |
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@135
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[135]
|
04/03/08 22:20:51 |
edsuom |
Renaming pypmc to svpmc to reflect specific direction of the subpackage |
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@134
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[134]
|
04/03/08 22:14:41 |
edsuom |
Renaming pypmc to svpmc to reflect specific direction of the subpackage |
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@133
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[133]
|
04/01/08 01:11:40 |
edsuom |
Enhanced pypmc.tseries to use financial data from St Louis Fed; … |
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@132
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[132]
|
03/31/08 19:21:24 |
edsuom |
Working on refactoring pypmc stuff in from separate project repo; tseries … |
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@131
|
[131]
|
03/27/08 20:15:08 |
edsuom |
Replacing long-inactive gevolver subpackage with pypmc |
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@130
|
[130]
|
03/23/08 01:27:52 |
edsuom |
VERSION 0.4 of Twisted-Goodies |
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@129
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[129]
|
03/23/08 01:03:06 |
edsuom |
VERSION 0.7: Updated to work with SA 0.4 |
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@128
|
[128]
|
03/22/08 21:01:32 |
edsuom |
WinDictator? xnee rebuild; AsynCluster? fix; sAsync update to match … |
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@127
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[127]
|
02/22/08 22:42:38 |
edsuom |
Fixed NDM niceness setting; headless node option; setting for number of … |
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@126
|
[126]
|
02/22/08 22:41:33 |
edsuom |
Worker specialties, improved timouts |
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@125
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[125]
|
02/20/08 21:38:39 |
edsuom |
Node/worker clients nearing completion |
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@124
|
[124]
|
02/20/08 15:04:59 |
edsuom |
Got node client connecting; working on spawning worker clients … |
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@123
|
[123]
|
02/20/08 01:16:56 |
edsuom |
Got refactored node/worker client version done, partially unit tested |
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@122
|
[122]
|
02/14/08 23:18:31 |
edsuom |
Working on node/worker client refactoring… |
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@121
|
[121]
|
02/14/08 22:27:24 |
edsuom |
Working on node/worker client refactoring… |
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@120
|
[120]
|
02/13/08 13:21:31 |
edsuom |
Improvements to pybywire.params |
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@119
|
[119]
|
02/10/08 01:30:37 |
edsuom |
Working on having computing jobs done by node worker clients separate from … |
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@118
|
[118]
|
12/22/07 22:16:40 |
edsuom |
Usage example done |
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@117
|
[117]
|
12/22/07 04:40:33 |
edsuom |
Working on usage example |
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@116
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[116]
|
12/04/07 01:14:12 |
edsuom |
Modules reload in case they've changed; forgets jobs when the master says … |
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@115
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[115]
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12/04/07 01:13:10 |
edsuom |
Misc tweaks |
