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Showing 9 open source projects for "rules"
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ChainRules.jl
Forward and reverse mode automatic differentiation primitives
The ChainRules package provides a variety of common utilities that can be used by downstream automatic differentiation (AD) tools to define and execute forward-, reverse--, and mixed-mode primitives. The core logic of ChainRules is implemented in ChainRulesCore.jl. To add ChainRules support to your package, by defining new rules or frules, you only need to depend on the very light-weight package ChainRulesCore.jl. This repository contains ChainRules.jl, which is what people actually use... -
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ChainRulesCore
AD-backend agnostic system defining custom forward and reverse rules
AD-backend agnostic system defining custom forward and reverse mode rules. This is the light weight core to allow you to define rules for your functions in your packages, without depending on any particular AD system. The ChainRulesCore package provides a light-weight dependency for defining sensitivities for functions in your packages, without you needing to depend on ChainRules itself. This will allow your package to be used with ChainRules.jl, which aims to provide a variety of common... -
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FastGaussQuadrature.jl
Julia package for Gaussian quadrature
A Julia package to compute n-point Gauss quadrature nodes and weights to 16-digit accuracy and in O(n) time. So far the package includes gausschebyshev(), gausslegendre(), gaussjacobi(), gaussradau(), gausslobatto(), gausslaguerre(), and gausshermite(). This package is heavily influenced by Chebfun. -
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Metatheory.jl
General purpose algebraic metaprogramming
Metatheory.jl is a general purpose term rewriting, metaprogramming and algebraic computation library for the Julia programming language, designed to take advantage of the powerful reflection capabilities to bridge the gap between symbolic mathematics, abstract interpretation, equational reasoning, optimization, composable compiler transforms, and advanced homoiconic pattern matching features. The core features of Metatheory.jl are a powerful rewrite rule definition language, a vast library... -
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Finch.jl
Sparse tensors in Julia and more
Finch is a cutting-edge Julia-to-Julia compiler specially designed for optimizing loop nests over sparse or structured multidimensional arrays. Finch empowers users to write conventional for loops which are transformed behind-the-scenes into fast sparse code. -
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SymbolicUtils.jl
Symbolic expressions, rewriting and simplification
... place. Symbols in SymbolicUtils carry type information. Operations on them propagate this information. A rule-based rewriting language can be used to find subexpressions that satisfy arbitrary conditions and apply arbitrary transformations on the matches. The library also contains a set of useful simplification rules for expressions of numeric symbols and numbers. These can be remixed and extended for special purposes. -
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Agents.jl
Agent-based modeling framework in Julia
Agents.jl is a pure Julia framework for agent-based modeling (ABM): a computational simulation methodology where autonomous agents react to their environment (including other agents) given a predefined set of rules. The simplicity of Agents.jl is due to the intuitive space-agnostic modeling approach we have implemented: agent actions are specified using generically named functions (such as "move agent" or "find nearby agents") that do not depend on the actual space the agents exist in, nor... -
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Convex.jl
A Julia package for disciplined convex programming
... often involves adding auxiliary variables and is called an "extended formulation", since the original problem has been extended with additional variables. These formulations rely on the problem being modeled by combining Convex.jl's "atoms" or primitives according to certain rules which ensure convexity, called the disciplined convex programming (DCP) ruleset. If these atoms are combined in a way that does not ensure convexity, the extended formulations are often invalid. -
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Strategems
Quantitative systematic trading strategy development and backtesting
Strategems is a Julia package aimed at simplifying and streamlining the process of developing, testing, and optimizing algorithmic/systematic trading strategies. This package is inspired in large part by the quantstrat1,2 package in R, adopting a similar general structure to the building blocks that make up a strategy. Given the highly iterative nature of event-driven trading strategy development, Julia's high-performance design (particularly in the context of loops) and straightforward... -
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