GitLab

Julia version is between 100 and 1000 times faster than Matlab version.

Cannot use normcdf from StatsFuns because the ordering of the inputs
are different.

As in MINPACK tests.

See 51beb9c2ef74d0c687ed28543609a0fee57998c3 in preprocessor.

Reduces significantly the number of iterations.

If the nonlinear equations or the jacobian matrix cannot be evaluated,
tipically because the algorithm tries negative values for the unknowns
while they have to be positive, a naive backtracking linesearch is used.

The argument controls the initial step bound.

 + Added a new version of trustregion function that takes a
 TrustRegionWA object as an additional argument. This object stores
 various working arrays required by the trustregion solver.

 + Factorized loops, evaluate Euclidean norm in loop if it avoids the
 creation of a temporary array.

 - Added trustregion solver (close to minpack, the main difference
   with minpack implementation is that the Jacobian is computed on
   each iteration).
 - Added unit test for trust region solver (rewrote minpack
   testsuite). All the examples are working.
 - Added unit test for the steady state numerical solver.
 - Updated the preprocessor.

Provides the number of temporary variables in the static and dynamic models.

Also changed deps/build.jl to honour new versions of the preprocessor.

Passing key-value options was not working.

Which is only used for testing purposes.