[SciPy-Dev] [Feature Request] Generalized Schur decomposition

Bruno André Rodrigues Coelho r.c.bruno.andre@gmail....
Mon Mar 12 11:13:34 CDT 2012


I posted a message. If interested people could participate, it could be awesome!

On Mon, Mar 12, 2012 at 4:55 PM, Skipper Seabold <jsseabold@gmail.com> wrote:
> On Mon, Mar 12, 2012 at 11:51 AM, Bruno André Rodrigues Coelho
> <r.c.bruno.andre@gmail.com> wrote:
>> I was aware of pymaclab, but I don't really now how to use it and I'm
>> not sure I could contribute
>> right now, I'm still a beginner with Python. My thesis advisor uses
>> Sims' functions to solve
>> DSGE models and what I want to do is translate that into Python and
>> then Cython to gain speed
>> (he also wrote some function to estimate the model using Bayesian
>> inference and compute irfs
>> that I'll need to translate too).
> I would be interested to hear of your efforts. It might be more
> relevant to the statsmodels list. In fact, it could possibly make a
> good google summer of code project. Please ping us here, if you'd like
> to discuss this more. We had a project implementing Structural VAR and
> IRFs last year.
> https://groups.google.com/group/pystatsmodels?hl=en&pli=1
> Skipper
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Rodrigues Bruno

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