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Before you do that, though, you will need to make sure that whatever method is used to generate these functions supports generic functions because it is required for the derivatives. e.g., we have function H_x_p!(ˍ₋out, ::Val{:σ}, ˍ₋arg2, ˍ₋arg3, ˍ₋arg4; ) and function H_x_p!(ˍ₋out, ::Val{:δ}, ˍ₋arg2, ˍ₋arg3, ˍ₋arg4; ) for derviatives wrt those different parameters. I suspect this is the most difficult thing to figure out, and if no generic runtime generated functions are possible then you may need to create one with an internal loop by manipulating the internal functions and having it manually call one of those dispatches inside.
If you can do generic functions in one way or another, then the last parts are straightforward:
Then if someone wants to have rutnime generated model they just call that function to get the PerturbationModel return type (with or without it saving it in files, which could be set to default to false)
The text was updated successfully, but these errors were encountered:
After #152 we are ready to support runtime generated functions.
I am not going to sketch out the full solution, but a few points:
@RuntimeGeneratedFunction(ȳ_expr[2])
etc., which could then be passed as constructor arguments with the new function.function H_x_p!(ˍ₋out, ::Val{:σ}, ˍ₋arg2, ˍ₋arg3, ˍ₋arg4; )
andfunction H_x_p!(ˍ₋out, ::Val{:δ}, ˍ₋arg2, ˍ₋arg3, ˍ₋arg4; )
for derviatives wrt those different parameters. I suspect this is the most difficult thing to figure out, and if no generic runtime generated functions are possible then you may need to create one with an internal loop by manipulating the internal functions and having it manually call one of those dispatches inside.PerturbationModel
in https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/v0.4.19/src/make_perturbation_model.jl#L376 to return, maybe along with the saved file path as a second return argument.PerturbationModel
return type (with or without it saving it in files, which could be set to default to false)The text was updated successfully, but these errors were encountered: