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@janosg janosg released this 23 Nov 08:42
· 171 commits to main since this release
v0.2.0
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Learn about vigilant mode.

Release 0.2.0

Add a lot of new functionality with a few minor breaking changes. We have more
optimizers, better error handling, bootstrap and inference for method of simulated
moments.

Breaking changes

  • logging is disabled by default during optimization.
  • the log_option "if_exists" was renamed to "if_table_exists"
  • The comparison plot function is removed.
  • first_derivative now returns a dictionary, independent of arguments.
  • structure of the logging database has changed
  • there is an additional boolean flag named scaling in minimize and maximize

New features

  • Optimizer benchmarking
  • Multistart optimization
  • More optimizers (fides, ipopt, nlopt, pygmo)
  • estimate_msm and estimate_ml functions
  • More diagnostic tools for numerical derivatives
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