Docs calibration howto

.devcontainer/Dockerfile

@@ -0,0 +1,23 @@
+FROM julia:latest
+
+# System dependencies
+RUN apt-get update && apt-get install -y --no-install-recommends \
+    git curl sudo ca-certificates python3 python3-pip \
+    && rm -rf /var/lib/apt/lists/*
+
+# Non-root user (Codespaces convention)
+RUN groupadd -g 1000 vscode \
+    && useradd -m -u 1000 -g vscode -s /bin/bash vscode \
+    && echo "vscode ALL=(ALL) NOPASSWD:ALL" > /etc/sudoers.d/vscode
+
+USER vscode
+WORKDIR /home/vscode
+
+# Pre-populate Julia depot with MacroModelling (main branch) deps
+RUN git clone --depth 1 https://github.com/thorek1/MacroModelling.jl.git /tmp/MacroModelling \
+    && cd /tmp/MacroModelling \
+    && julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.precompile()' \
+    && rm -rf /tmp/MacroModelling
+
+# Pre-compile LanguageServer for the Julia VS Code extension
+RUN julia -e 'using Pkg; Pkg.add("LanguageServer"); using LanguageServer'

.devcontainer/devcontainer.json

@@ -1,24 +1,18 @@
-// See https://github.com/julia-vscode/julia-devcontainer/blob/master/Dockerfile for image contents
 {
-	"name": "Julia (Community)",
-	"image": "ghcr.io/julia-vscode/julia-devcontainer:latest",
-	// "image": "tkockerols/julia-development:latest",
-
-	// Configure tool-specific properties.
-	"customizations": {
-		// Configure properties specific to VS Code.
-		"vscode": {
-			// Add the IDs of extensions you want installed when the container is created.
-			"extensions": [
-				"julialang.language-julia",
-				"rid9.datetime",
-				"mutantdino.resourcemonitor",
-				"bungcip.better-toml"
-			]
-		}
-	},
-	"onCreateCommand": "julia -e 'import Pkg; Pkg.add(\"SymPy\"); using SymPy'",
-	"postCreateCommand": "/julia-devcontainer-scripts/postcreate.jl",
-
-	"remoteUser": "vscode"
+    "name": "MacroModelling.jl",
+    "build": {
+        "dockerfile": "Dockerfile"
+    },
+    "customizations": {
+        "vscode": {
+            "extensions": [
+                "julialang.language-julia"
+            ],
+            "settings": {
+                "julia.executablePath": "/usr/local/julia/bin/julia"
+            }
+        }
+    },
+    "onCreateCommand": "julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.precompile()'",
+    "remoteUser": "vscode"
 }

.github/copilot-instructions.md

@@ -2,4 +2,4 @@
 
 See [AGENTS.md](../AGENTS.md) for the complete agent guide.
 
-This file exists for GitHub Copilot compatibility. All instructions are maintained in AGENTS.md.
+This file exists for GitHub Copilot compatibility. All instructions are maintained in AGENTS.md.

.github/workflows/benchmark.yml

@@ -15,6 +15,8 @@ jobs:
 
     steps:
     - uses: actions/checkout@v6
+      with:
+        ref: ${{ github.event_name == 'pull_request_target' && github.event.pull_request.head.sha || github.sha }}
     - uses: julia-actions/setup-julia@v2
       with:
         version: "1"
@@ -39,7 +41,7 @@ jobs:
         echo $PATH
         ls -l ~/.julia/bin
         mkdir results
-        benchpkg ${{ steps.extract-package-name.outputs.package_name }} --rev="${{github.event.repository.default_branch}},${{github.event.pull_request.head.sha}}" --url=${{ github.event.repository.clone_url }} --bench-on="${{github.event.repository.default_branch}}" --output-dir=results/
+        benchpkg ${{ steps.extract-package-name.outputs.package_name }} --rev="${{github.event.repository.default_branch}},${{github.event.pull_request.head.sha}}" --url=${{ github.event.repository.clone_url }} --bench-on="${{ github.event.pull_request.head.sha }}" --script="$PWD/benchmark/benchmarks.jl" --add="MatrixEquations" --output-dir=results/
     - name: Create plots from benchmarks
       run: |
         mkdir -p plots

.github/workflows/benchmark_push.yml

@@ -36,19 +36,19 @@ jobs:
         echo $PATH
         ls -l ~/.julia/bin
         mkdir results
-        benchpkg ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,$GITHUB_SHA" --url=${{ github.event.repository.clone_url }} --bench-on="$GITHUB_SHA" --output-dir=results/
+        benchpkg ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,v0.1.46,$GITHUB_SHA" --url=${{ github.event.repository.clone_url }} --bench-on="$GITHUB_SHA" --script="$PWD/benchmark/benchmarks.jl" --add="MatrixEquations" --output-dir=results/
     - name: Create plots from benchmarks
       run: |
         mkdir -p plots
-        benchpkgplot ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,$GITHUB_SHA" --npart=10 --format=png --input-dir=results/ --output-dir=plots/
+        benchpkgplot ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,v0.1.46,$GITHUB_SHA" --npart=10 --format=png --input-dir=results/ --output-dir=plots/
     - name: Upload plot as artifact
       uses: actions/upload-artifact@v7
       with:
         name: plots
         path: plots
     - name: Create markdown table from benchmarks
       run: |
-        benchpkgtable ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,$GITHUB_SHA" --input-dir=results/ --ratio --mode "time,memory" > table.md
+        benchpkgtable ${{ steps.extract-package-name.outputs.package_name }} --rev="v0.1.39,v0.1.40,v0.1.41,v0.1.46,$GITHUB_SHA" --input-dir=results/ --ratio --mode "time,memory" > table.md
         echo '### Benchmark Results' > body.md
         echo '' >> body.md
         echo '' >> body.md

.github/workflows/ci.yml

@@ -129,10 +129,10 @@ jobs:
             os: ubuntu-latest
             arch: x64
             test_set: "pruned_3rd_order_estimation_pigeons"
-          - version: 'min'
-            os: ubuntu-latest
-            arch: x64
-            test_set: "basic"
+          # - version: 'min'
+          #   os: ubuntu-latest
+          #   arch: x64
+          #   test_set: "basic"
           - version: 'lts'
             os: ubuntu-latest
             arch: x64
@@ -151,10 +151,28 @@ jobs:
             os: ubuntu-latest
             arch: x64
             test_set: "jet"
+            allow_failure: true
           - version: 'lts'
             os: macOS-latest
             arch: x64
             test_set: "jet"
+            allow_failure: true
+          - version: '1'
+            os: ubuntu-latest
+            arch: x64
+            test_set: "jet_hot_paths"
+          - version: '1'
+            os: ubuntu-latest
+            arch: x64
+            test_set: "estimate_sw07_nested_sampling"
+          - version: '1'
+            os: ubuntu-latest
+            arch: x64
+            test_set: "gradient_checks"
+          - version: '1'
+            os: ubuntu-latest
+            arch: x64
+            test_set: "system_prior_estimation"
     steps:
       - uses: actions/checkout@v6
       - uses: julia-actions/setup-julia@v2
@@ -168,18 +186,68 @@ jobs:
           sed -i.bak \
             -e '/^\[targets\]/,$ s/,[[:space:]]*"Pigeons"//g' \
             -e '/^\[targets\]/,$ s/"Pigeons",[[:space:]]*//g' \
+            -e '/^\[compat\]/,/^\[/ s/^Pigeons[[:space:]]*=.*$//g' \
+            -e '/^\[extras\]/,/^\[/ s/^Pigeons[[:space:]]*=.*$//g' \
+            Project.toml
+          rm -f Project.toml.bak
+
+      - name: Remove MCMCChains from non-pigeons runs
+        if: contains(matrix.test_set, 'pigeons') == false
+        shell: bash
+        run: |
+          sed -i.bak \
+            -e '/^\[targets\]/,$ s/,[[:space:]]*"MCMCChains"//g' \
+            -e '/^\[targets\]/,$ s/"MCMCChains",[[:space:]]*//g' \
+            -e '/^\[compat\]/,/^\[/ s/^MCMCChains[[:space:]]*=.*$//g' \
+            -e '/^\[extras\]/,/^\[/ s/^MCMCChains[[:space:]]*=.*$//g' \
             Project.toml
           rm -f Project.toml.bak
 
-      - name: Remove JET from estimation runs
-        if: contains(matrix.test_set, 'estimat') == true || contains(matrix.test_set, 'pigeons') == true
+      - name: Restrict DynamicPPL to 0.35 for pigeons runs
+        if: contains(matrix.test_set, 'pigeons')
         shell: bash
         run: |
+          sed -i.bak \
+            -e '/^\[compat\]/,/^\[/ s/^DynamicPPL[[:space:]]*=.*$/DynamicPPL = "0.35"/g' \
+            Project.toml
+          rm -f Project.toml.bak
+
+      - name: Remove Mooncake from pigeons runs
+        if: contains(matrix.test_set, 'pigeons')
+        shell: bash
+        run: |
+          sed -i.bak \
+            -e '/^\[targets\]/,$ s/,[[:space:]]*"Mooncake"//g' \
+            -e '/^\[targets\]/,$ s/"Mooncake",[[:space:]]*//g' \
+            -e '/^\[compat\]/,/^\[/ s/^Mooncake[[:space:]]*=.*$//g' \
+            -e '/^\[extras\]/,/^\[/ s/^Mooncake[[:space:]]*=.*$//g' \
+            Project.toml
+          rm -f Project.toml.bak
+
+      - name: Remove FlexiChains from pigeons runs
+        if: contains(matrix.test_set, 'pigeons')
+        shell: bash
+        run: |
+          sed -i.bak \
+            -e '/^\[targets\]/,$ s/,[[:space:]]*"FlexiChains"//g' \
+            -e '/^\[targets\]/,$ s/"FlexiChains",[[:space:]]*//g' \
+            -e '/^\[compat\]/,/^\[/ s/^FlexiChains[[:space:]]*=.*$//g' \
+            -e '/^\[extras\]/,/^\[/ s/^FlexiChains[[:space:]]*=.*$//g' \
+            Project.toml
+          rm -f Project.toml.bak
+
+      - name: Remove JET from non-jet runs
+        if: "!startsWith(matrix.test_set, 'jet')"
+        shell: bash
+        run: |
+          # `JET` is only needed for the dedicated `jet` rows. Keeping it in the
+          # shared test target adds resolver constraints to unrelated jobs.
           sed -i.bak \
             -e '/^\[targets\]/,$ s/,[[:space:]]*"JET"//g' \
             -e '/^\[targets\]/,$ s/"JET",[[:space:]]*//g' \
             Project.toml
-          rm -f Project.toml.bak 
+          rm -f Project.toml.bak
+
       - name: Set Custom Test Environment Variable (Windows)
         if: matrix.os == 'windows-latest'
         run: echo "TEST_SET=${{ matrix.test_set }}" | Out-File -Append -FilePath $env:GITHUB_ENV -Encoding utf8
@@ -199,3 +267,32 @@ jobs:
         with:
           token: ${{ secrets.CODECOV_TOKEN }}
           file: lcov.info
+
+  dynare-comparison:
+    name: Dynare Comparison
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v6
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: '1'
+      - uses: julia-actions/cache@v3
+      - uses: julia-actions/julia-buildpkg@v1
+
+      # Phase 1: Generate Julia results and .mod files
+      - name: Generate Julia results
+        env:
+          JULIA_NUM_THREADS: '1'
+        run: julia --threads=1 --project=. test/dynare_comparison/generate_julia_results.jl
+
+      # Phase 2: Run Dynare in Docker (debian:testing)
+      - name: Build Dynare Docker image
+        run: docker build -t dynare-runner test/dynare_comparison/
+      - name: Run Dynare models
+        run: docker run --rm --user "$(id -u):$(id -g)" -e THREAD_COUNT=1 -e OMP_NUM_THREADS=1 -e OMP_THREAD_LIMIT=1 -e OPENBLAS_NUM_THREADS=1 -e MKL_NUM_THREADS=1 -v "${{ github.workspace }}/test/dynare_comparison/output:/work/output" dynare-runner
+
+      # Phase 3: Compare results
+      - name: Compare Julia vs Dynare results
+        env:
+          JULIA_NUM_THREADS: '1'
+        run: julia --threads=1 --project=. test/dynare_comparison/compare_results.jl

.gitignore

@@ -76,4 +76,10 @@ test/data/EA_data.csv
 test/data/SSR_Estimates_20241130.xlsx
 test/data/TED---Output-Labor-and-Labor-Productivity-1950-2015.xlsx
 estimation_results
-juliaup.sh
+juliaup.sh.julia_repl/
+tasks/_repl_cmd.jl
+.julia_repl
+tasks/
+test/dynare_comparison/_dynare_work/
+test/dynare_comparison/output*
+test/dynare_comparison/output_thread_sweep*