matthieugomez

87    ./client.jl:464; _start()
 87 ./client.jl:312; exec_options(::Base.JLOptions)
  87 ./client.jl:374; run_main_repl(::Bool, ::Bool, ::Bo...
   87 ./essentials.jl:789; invokelatest
    87 ./essentials.jl:790; #invokelatest#1
     87 ./client.jl:390; (::getfield(Base, Symbol("##737#...
      87 ...1.2/REPL/src/REPL.jl:201; run_repl(::REPL.AbstractREPL, :...
       87 ....2/REPL/src/REPL.jl:1038; run_frontend(::REPL.LineEditRE...
        39 ...EPL/src/LineEdit.jl:2301; run_interface(::REPL.Terminals...
         2  ...PL/src/LineEdit.jl:2383; prompt!(::REPL.Terminals.Text...

matthieugomez

┌ Warning: The profile data buffer is full; profiling probably terminated
│ before your program finished. To profile for longer runs, call
│ `Profile.init()` with a larger buffer and/or larger delay.
└ @ Profile /Users/sabae/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.2/Profile/src/Profile.jl:312
1     ./abstractdict.jl:588; (::getfield(REPL, Symbol("##26#27...
32    ./client.jl:464; _start()
 32 ./client.jl:312; exec_options(::Base.JLOptions)
  32 ./client.jl:374; run_main_repl(::Bool, ::Bool, ::Bo...
   32 ./essentials.jl:789; invokelatest
    32 ./essentials.jl:790; #invokelatest#1

matthieugomez

    # State Space
    n = length(x)

    # Initialize Model
    m = Model(solver = IpoptSolver(max_iter = iterations, constr_viol_tol = maxdist))

    # Parameters
    @NLparameter(m, ρ == byp.ρ)
    @NLparameter(m, δ == byp.δ)
    @NLparameter(m, B1 == byp.B1)

matthieugomez

using JuMP, Ipopt
m = Model(solver = IpoptSolver())

# Parameters
const γ = 2
const ρ = 0.05
const r = 0.041
const μR = 0.051
const ζ = 1.5
const σR = sqrt((ζ/γ+ 1)/2*(μR-r)^2/(ρ - r))

matthieugomez

immutable QGramIterator{S, T <: Integer}
	s::S # grapheorstring
	l::Int # length of string
	q::T # length of q-grams
end

function Base.start(qgram::QGramIterator)
	(1, qgram.l < qgram.q ? endof(qgram.s) + 1 : chr2ind(qgram.s, qgram.q))
end

matthieugomez

# Define iterator on q-grams
type QGramIterator{S <: AbstractString, T <: Integer}
    s::S
    q::T
end
function Base.start(qgram::QGramIterator)
    len = length(qgram.s)
    (1, len < qgram.q ? endof(qgram.s) + 1 : chr2ind(qgram.s, qgram.q))
end
function Base.next(qgram::QGramIterator, state)

matthieugomez

immutable SummaryStats{T<:FloatingPoint} 
    mean::T
    std::T
    min::T
    p25::T
    median::T
    p75::T
    max::T
end

matthieugomez

##############################################################################
##
## CG on (Id - AA'/diag(AA')X = 0)
## 
##############################################################################

type CimminoProblem
    X::Matrix{Float64}

matthieugomez

noi ds *, d
....
              storage   display    value
variable name   type    format     label      variable label
--------------------------------------------------------------------------------------------------
DetailedSecur~e str27   %27s                  (firstnm) DetailedSecurityType
year            float   %8.0g                 
insurer         str36   %36s                  
DeltaVincome_~s double  %9.0g                 
DeltaVincome_~l float   %9.0g