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