This is fantastic!
Any experiences/opinions/pitfalls your group discovered on the Python vs Julia question? I guess you pretty much implemented the same algorithms in both languages. Did you find one is faster than the other? Were there major areas where Julia lagged behind Python? Thanks, David From: julia-users@googlegroups.com [mailto:julia-users@googlegroups.com] On Behalf Of Spencer Lyon Sent: Thursday, September 18, 2014 7:14 PM To: julia-users@googlegroups.com Subject: [julia-users] ANN: QuantEcon.jl New package QuantEcon.jl <https://github.com/QuantEcon/QuantEcon.jl> . This package collects code for quantitative economic modeling. It is currently comprised of two main parts: 1. A toolbox of routines useful when doing economics 2. Implementations of types and solution methods for common economic models. This library has a python twin: QuantEcon.py <https://github.com/QuantEcon/QuantEcon.py> . The same development team is working on both projects, so we hope to keep the two libraries in sync very closely as new functionality is added. The library contains all the code necessary to do the computations found on http://quant-econ.net/, a website dedicated to providing lectures that each economics and programming. The website currently (as of 9/18/14) has only a python version, but the Julia version is in late stages of refinement and should be live very soon (hopefully within a week). The initial version of the website will feature 6 lectures dedicated to helping a new user set up a working Julia environment and learn the basics of the language. In addition to this language specific section, the website will include 22 other lectures on topics including * statistics: markov processes (continuous and discrete state), auto-regressive processes, the Kalman filter, covariance stationary proceses, ect. * economic models: the income fluctuation problem, an asset pricing model, the classic optimal growth model, optimal (Ramsey) taxation , the McCall search model * dynamic programming: shortest path, as well as recursive solutions to economic models All the lectures have code examples in Julia and most of the 22 will display code from the QuantEcon.jl library.
