[julia-users] Re: QuantLib in Julia: JQuantLib (very very alpha stage at this point!)

Thanks guys! I still have a lot of work to do regarding writing tests and all, but one awesome thing is that for the most part, I am matching or beating the C++ timings for the examples I've created so far. On Monday, February 29, 2016 at 11:24:09 PM UTC-5, Viral Shah wrote: > > You've already

[julia-users] Re: QuantLib in Julia: JQuantLib (very very alpha stage at this point!)

You've already got a nice body of code there! -viral On Monday, February 29, 2016 at 10:02:16 PM UTC+5:30, Christopher Alexander wrote: > > Hello all, I'd like to point people in the direction of a package I've > been working on: JQuantLib, to get some feedback. Basically, I am trying > to

[julia-users] GSOC idea? (crosspost from Julia-Dev)

I'm interested in working on a native Julia statistical modeling package (ie, Mamba or Lora) to add other methods. That would start (and, frankly, probably end) with optimization (with some ideas I have for automatically quasi-marginalizing latent variables, so that optimization is actually

Re: [julia-users] Re: [julia-dev] Re: Google Summer of Code 2016 - Ideas Page

Hi Mauro, Thank you for your reply! Sure, we can discuss some ideas of how to fit a Taylor ODE integrator within ODE.jl and sketch a proposal, how do you think would be the best way to discuss this? I'm eager to learn Julia as much as I can and implement some other methods of integration for

[julia-users] Re: How to change Pkg.dir and homedir in Julia permanently?

On Monday, 29 February 2016 17:22:20 UTC+1, James Chen wrote: > > Hi, > I am trying to change Pkg.dir and homedir for Julia permanently, as the > default installation set them to a net-drive in my Win7. I can use ENV[""] > = to set them temporarily. However, every time I exit Julia and restart

[julia-users] Re: How to have many arguments in a Jump.jl nonlinear model?

Yes, it will be supported eventually but I can't give a time frame. On Monday, February 29, 2016 at 8:37:30 PM UTC-5, jock@gmail.com wrote: > > OK, thanks Miles. I'll head to Optim.jl. > Is there an intention to implement this functionality? > Suggestion for julia-opt is noted, thanks again.

[julia-users] Re: How to have many arguments in a Jump.jl nonlinear model?

OK, thanks Miles. I'll head to Optim.jl. Is there an intention to implement this functionality? Suggestion for julia-opt is noted, thanks again. On Tuesday, March 1, 2016 at 12:24:05 PM UTC+11, Miles Lubin wrote: > > There's no syntax for this at the moment, it's a known issue. The problem > is

[julia-users] Re: How to have many arguments in a Jump.jl nonlinear model?

There's no syntax for this at the moment, it's a known issue. The problem is that JuMP's internal representation of nonlinear expressions doesn't allow vectors or matrices. For the moment we're targeting the use cases where the function is low dimensional. For box-constrained nonlinear

[julia-users] How to have many arguments in a Jump.jl nonlinear model?

Hi there, I have a nonlinear varargs function f(x...) that I'd like to maximize. That is, the function is defined as follows: function f(x...) # do stuff here result end With a small number of arguments, for example 2, I can write the following and get the correct result:

[julia-users] Re: QuantLib in Julia: JQuantLib (very very alpha stage at this point!)

nice undertaking! On Monday, February 29, 2016 at 11:32:16 AM UTC-5, Christopher Alexander wrote: > > Hello all, I'd like to point people in the direction of a package I've > been working on: JQuantLib, to get some feedback. Basically, I am trying > to write a version of the very popular

[julia-users] Re: Defining a new numeric type with minimal effort

Kevin, If all that you ask of this type is that it does arithmetic, clamps any negative values to zero, and clamps any values greater than one to one, that is easy enough. Just note that arithmetic with probabilities usually is more subtle than that. import Base: +,-,*,/ immutable

[julia-users] Re: Two (silly) questions about code performance

Yes, it sounds like a good thing to mention in the manual. A PR would likely be greatly appreciated. On Monday, February 29, 2016 at 7:46:56 PM UTC+1, Eduardo Lenz wrote: > > Thanks Kristoffer ! > > I was playing with this code in order to understand some optimizations and > I was not expecting

Re: [julia-users] Re: Blog-post on how to make package documentation

What are you replacing Sphinx with? On Monday, February 29, 2016 at 3:26:15 PM UTC-5, Miles Lubin wrote: > > FYI we're planning on moving JuMP away from Sphinx and ReadTheDocs for > various > reasons . > > On Monday, February 29, 2016 at 2:56:23

Re: [julia-users] Re: A first package: RecVec (compute the recurrence vector of a sequence)

Le lundi 29 février 2016 20:39:08 UTC+1, Jason Merrill a écrit : > > Well I for one think this library is pretty cool. > Thank you for that; have a look at the following example: Take: a=[k^2-2*k^3+5*k-1+k%12 for k=0:64] This is a crazy sequence of 65 integers! My function detects a

[julia-users] cannot compile Julia with threading support

Hi All, I wanted to try julia with threads, therefore I have cloned GIT repository, checkout version 0.4.3 git checkout release-0.4 I have put JULIA_THREADS=1, here is my Make.user CC=/opt/rh/devtoolset-2/root/usr/bin/gcc CXX=/opt/rh/devtoolset-2/root/usr/bin/g++ JULIA_THREADS=1 and compiled

Re: [julia-users] Re: Blog-post on how to make package documentation

Thank you for this. Has anyone evaluated using Sphinx instead? JuMP uses it, and it may fit my needs better, but it's hard to tell. On Wednesday, February 17, 2016 at 5:01:51 PM UTC-5, Mauro wrote: > > Actually, Mike, is there a way to sort the API docs? Alphabetical or to > some given order?

[julia-users] Re: Standalone executables with Julia?

might the services of https://www.terminal.com/ be helpful in the interim ... ? this seems to be more of a "container" styled approach. ~ cdm On Monday, February 29, 2016 at 2:50:03 AM UTC-8, Leff Ivanov wrote: > > Is it possible to compile my Julia code to standalone and self-contained

Re: [julia-users] Re: A first package: RecVec (compute the recurrence vector of a sequence)

Well I for one think this library is pretty cool. If you add some more documentation about what problems are good problems to reach for this lib, and likely things that you would do with the output, I can definitely imagine this being useful. For example, it'd be nice to have an efficient

[julia-users] Re: Two (silly) questions about code performance

Thanks Kristoffer ! I was playing with this code in order to understand some optimizations and I was not expecting a major improvement. But in the end, we are always learning something new :0) Regarding #1: should it be discussed in the Performance Tips of the manual ? Regarding #2: I will

[julia-users] Re: A first package: RecVec (compute the recurrence vector of a sequence)

Le lundi 29 février 2016 17:22:33 UTC+1, Jason Merrill a écrit : > > The first page of google results didn't give me a good clue about what a > Recurrence Vector is, and I also couldn't infer this from quickly skimming > the package README. > > Taking a guess, it's something like the

[julia-users] Re: Two (silly) questions about code performance

Regarding #2. Looking at @code_llvm Test(A,B,C) we can see that a vector block is being generated and @code_native shows packed/vector instructions so apparently that the compiler somehow manages to get some vectorization going... On Monday, February 29, 2016 at 3:30:14 PM UTC+1, Eduardo Lenz

[julia-users] Re: Two (silly) questions about code performance

Regarding #1. Unfortunately the compiler does not hoist field loads from non immutable types which means that for tight loops where you access the field, manually hoisting the load is significant. This is used a lot in the Base sparse code. On Monday, February 29, 2016 at 3:30:14 PM UTC+1,

[julia-users] QuantLib in Julia: JQuantLib (very very alpha stage at this point!)

Hello all, I'd like to point people in the direction of a package I've been working on: JQuantLib, to get some feedback. Basically, I am trying to write a version of the very popular open-source quantitative finance library QuantLib in pure Julia. The library itself is written in C++, but it

Re: [julia-users] Re: A question about allocations

Le lundi 29 février 2016 à 07:14 -0800, Joaquim Masset Lacombe Dias Garcia a écrit : > I noticed that using "const temp = zeros(1)" and then > > for i in 1:3 > @time temp[1]+=foo(a[1],a[2],3)*2+3.0 > end > > results in zero allocations, but is this the best way? The best way is to put the

[julia-users] A question about allocations

I have the following code, and I was wondering if I could run it with zero allocations. If yes, how shoud I modify it, if no, is there a simple exaplanation? thanks in advance. a = ones(2) function foo(a,b,c) return a*1+c*b*1+3 end temp = 0.0 for i in 1:3 @time temp+=foo(a[1],a[2],3)*2+3.0

[julia-users] Re: [ANN] GLVisualize

> > >I wonder if it will be the Matplotlib of Julia > While possible, it will need quite a bit of work :) Offering the > flexibility and usability of Matplotlib is no easy task! > Right now the strength rather lies in interactivity and easy means to > visualize animated and large data sets.

[julia-users] Re: [ANN] GLVisualize

> If not MatplotLib, could this become the Processing (and by extension OpenFrameworks, LibCinder) of Julia? That's definitely more the direction I'd like to take (although with a very different approach). I hope that it will enable us to create a nice platform for accelerated data processing

[julia-users] A first package: RecVec (compute the recurrence vector of a sequence)

Hi, as a first project, I wrote a tiny package called RecVec: https://github.com/baruchel/RecVec.jl Would some of you be kind enough to have a glance at it and tell me if they think it is interesting enough to go further in the development process and submit it as an official package? Best

[julia-users] Two (silly) questions about code performance

I have two silly questions about the example code below. 1) There is a small, but noticeable speed up in this code if I define the alias colptr = A.colptr rowval = A.rowval nzval = A.nzval 2) Also, I would not expect a speed up from the @simd macro since the loop @simd for

[julia-users] Re: [ANN] GLVisualize

On Saturday, 27 February 2016 14:46:56 UTC+1, Simon Danisch wrote: > > Thanks :) > > >I wonder if it will be the Matplotlib of Julia > > While possible, it will need quite a bit of work :) Offering the > flexibility and usability of Matplotlib is no easy task! > Right now the strength rather

[julia-users] Re: Globally enable / disable @time execution

Thanks Lutfullah - I see, makes sense. It's the hygienic macros, right? Good idea, I'll experiment with macroexpand and the 2 versions of code ;) luni, 29 februarie 2016, 12:37:03 UTC+1, Lutfullah Tomak a scris: > > Hi Adrian, I think macros always evaluated in parse time. AFAICT, While a >

[julia-users] Re: Defining a new numeric type with minimal effort

Have you seen the example at https://github.com/JuliaLang/julia/blob/master/examples/modint.jl ? Best, Moritz Am Sonntag, 28. Februar 2016 16:33:07 UTC+1 schrieb Kevin Kunzmann: > > Hey, > > I have a (probably) very simple question. I would like to define > 'Probability' as a new subtype of

[julia-users] Standalone executables with Julia?

I don't know any direct way to achive this at the moment. Also, depending upon what parts of julia you use, there would also be many dependencies that such binary to work. You can do 2 things for binaries 1. Embed your code to C code and link with -ljulia. 2. Look at this post it has some

[julia-users] Re: Globally enable / disable @time execution

Hi Adrian, I think macros always evaluated in parse time. AFAICT, While a macro parsed, unescaped names prepended with current namespace and macro local names are regenerated with GenSym to avoid collusions with names in current scope. I think esc() is for escaping this kind of modifications to

[julia-users] GR.jl plotting enhancements

I finally found some time to upgrade the GR framework . It can now be used as a further alternative backend for Plots.jl , a wrapper for several plotting packages. The results can be seen here

[julia-users] Standalone executables with Julia?

Is it possible to compile my Julia code to standalone and self-contained executable? By standalone and self contained I mean that I want to be able to create native executable file (PE on Windows, ELF on Linux and Mach-O on Mac OS X) from my Julia code, that would run without Julia installed on

[julia-users] Re: Globally enable / disable @time execution

If I'm not too cheeky, can you please explain the solution? With Kristoffer's code I was running into an UndefVarError - which is something I usually run into with my macros too. In this scenario, the local variables from the scope where the macro was called are not available to the ??? (macro