Hi Jesus,
thanks for the feedback. I know that Sébastien and a few others have
looked into Julia and by and large like it.
The main question is what could be Julia's role in a project like
Dynare. Should we think about
- a replacement for Matlab, users running Dynare models from within
Julia?
- keep Matlab as the main user interface but using Julia as a way to develop computing intensive parts of code that is more
efficient than Matlab but easier to develop than C++? Then, can we
call Julia easily from within Matlab?
- make a separate Julia library of tools for DSGE modeling? Something
like Dynare-julia for advanced users who don't mind switching from
Matlab to Julia?
By the way, I'm currently working on an extension of the Dynare preprocessor to
provide a C++ versions of the functions describing a given model, a C++
equivalent to <modfile>.m, <modfile>_dynamic.m and <modfile>_static.m. I
need it for a project using Cuda and another one on Markow-Switching
models with Dan and Tao. I will make sure that these C++ objects load
easily in Julia. I will let you know progress on this front.
All the best,
Michel
Jesus Fernandez-Villaverde writes:
> Hi Michel
>
> I have kept working this summer in Julia.
>
> I am actually quite happy with it.
>
> For example, for a basic RBC model computed with VFI, I get a 400% speed
> up w.r.t my Matlab code (and that without trying to be "aggressive: in
> taking advantage of Julia features, it is really a nearly-literal
> translation of my Matlab code).
>
> I do not know what you guys at the Dynare group are thinking about this,
> but I would be happy to talk more about the whole issue as a potential
> avenue of future development.
>
> Please feel free to pass this email along
>
> Jesus
--
Michel Juillard