[Blends-commit] [SCM] science branch, master, updated. 623a504896b793648e1265d986f85409acf080da

Tue Aug 15 23:20:58 UTC 2017

The following commit has been merged in the master branch:
commit 2a743e113aeb69f29fa9ad1adaae89c933007ad9
Author: Sébastien Villemot <sebastien at debian.org>
Date:   Wed Aug 16 01:18:54 2017 +0200

    Economics: add r-cran-pdfetch, pksfc, netlogo; remove many unrelevant pkgs.

diff --git a/tasks/economics b/tasks/economics
index 462e3b7..f5c3fc7 100644
--- a/tasks/economics
+++ b/tasks/economics
@@ -12,42 +12,16 @@ Depends: dynare
 
 Depends: gretl
 
-Depends: octave
-
 Depends: octave-econometrics
 
-Depends: octave-statistics
-
-Depends: octave-gsl
-
-Depends: octave-optim
-
-Depends: octave-linear-algebra
-
-Depends: octave-io
-
-Depends: octave-symbolic
-
-Depends: octave-dataframe
-
 Depends: r-base
 
 Depends: r-cran-urca
 
 Depends: r-cran-bayesm
 
-Depends: r-cran-coda
-
-Depends: r-cran-boot
-
 Depends: r-cran-foreign
 
-Depends: r-cran-kernsmooth
-
-Depends: r-cran-matrix
-
-Depends: r-cran-nlme
-
 Depends: r-cran-hmisc
 
 Depends: r-cran-tseries
@@ -58,10 +32,6 @@ Depends: r-cran-lme4
 
 Depends: r-cran-mcmcpack
 
-Depends: r-cran-quadprog
-
-Depends: r-cran-fbonds
-
 Depends: r-cran-fimport
 
 Depends: r-cran-fnonlinear
@@ -82,34 +52,10 @@ Depends: r-cran-isocodes
 
 Depends: r-cran-dynlm
 
-Depends: r-cran-nleqslv
-
 Depends: r-cran-aer
 
-Depends: rkward
-
-Depends: julia
-
-Depends: maxima
-
-Depends: wxmaxima
-
-Depends: ipython
-
-Depends: python3-matplotlib | python-matplotlib
-
-Depends: python3-numpy | python-numpy
-
-Depends: python3-scipy | python-scipy
-
-Depends: python-scitools
-
 Depends: python-statsmodels
 
-Depends: python3-pandas | python-pandas
-
-Depends: python3-simpy | python-simpy
-
 Depends: dolo
 Homepage: https://github.com/albop/dolo
 License: BSD
@@ -133,15 +79,6 @@ Pkg-Description: Economic modelling in Python
  numerical file usable by your software. Currently, Octave/MATLAB and Julia are
  supported.
 
-Depends: python-econpy
-Homepage: https://code.google.com/p/econpy/
-License: MIT
-Pkg-Description: collection of Python packages for economics related research
- Packages will include the following fields:
- - econometrics
- - agent-based simulation
- - utilities
-
 Depends: recs
 Homepage: http://www.recs-solver.org/
 License: Expat (mostly)
@@ -157,9 +94,9 @@ Pkg-Description: MATLAB solver for DSGE models
  complementarity equations, see Dynare or similar toolboxes.
 
 Depends: python-quantecon
-Homepage: http://quantecon.org/
+Homepage: https://quantecon.org/quantecon-py
 License: BSD-3-clause
-Pkg-Description: community based Python library for quantitative economics
+Pkg-Description: high performance, open source Python code library for economics
 
 Depends: r-cran-ecdat
 Homepage: http://cran.r-project.org/web/packages/Ecdat/
@@ -189,18 +126,30 @@ Pkg-Description: time series seasonal adjustment software
 Remark: gretl could take advantage of this package
 
 Depends: r-other-bmr
-Homepage: http://bayes.squarespace.com/bmr/
-License: GPL-3
+Homepage: http://www.kthohr.com/bmr
+License: GPL-2+
 Pkg-Description: bayesian Macroeconometrics in R
+
  BMR (Bayesian Macroeconometrics in R) is a collection of R and C++ routines
  for estimating Bayesian Vector Autoregressive (BVAR) and Dynamic Stochastic
- General Equilibrium (DSGE) models in the R statistical environment. For the
- former, BMR includes the the well-known Minnesota and normal-inverse-Wishart
- priors, along with Mattias Villani's steady-state prior, and allows for
- estimation of BVARs with time-varying parameters.
+ General Equilibrium (DSGE) models in the R statistical environment. Features
+ .
+ For BVARs, BMR supports:
+ * normal-inverse-Wishart prior,
+ * Minnesota prior, and
+ * Mattias Villani's steady-state prior.
+ The BMR package can also estimate BVARs with time-varying parameters, as well
+ as classical (non-Bayesian) VARs.
+ .
+ For DSGE models, the package can:
+ * solve models using either Harald Uhlig's method of undetermined coefficients
+   or Chris Sims' canonical decomposition;
+ * estimate models using MCMC by means of a Kalman filter or the Chandrasekhar
+   recursions;
+ * and estimate a hybrid DSGE-VAR model.
 
 Depends: minsky
-Homepage: http://sourceforge.net/p/minsky/wiki/Home/
+Homepage: http://sourceforge.net/p/minsky/
 License: GPL-3
 Pkg-Description: system dynamics program with additional features for economics
  Minsky is one of a family of ``system dynamics'' computer programs. These
@@ -220,7 +169,7 @@ Depends: r-cran-vars
 Homepage: http://cran.r-project.org/web/packages/vars/index.html
 License: GPL-2+
 Pkg-Description: VAR, SVAR and SVEC Models in R
- This packages implementats vector autoregressive-, structural vector
+ This packages implements vector autoregressive-, structural vector
  autoregressive- and structural vector error correction models in R. In
  addition to the three cornerstone functions VAR(), SVAR() and SVEC() for
  estimating such models, functions for diagnostic testing, estimation of a
@@ -239,16 +188,48 @@ Pkg-Description: solver for large scale dynamic general equilibrium models
  matrices automatically. Numerical solvers can be then employed to determine
  the steady state and approximate equilibrium laws of motion around it.
 
+Depends: netlogo
+Homepage: http://ccl.northwestern.edu/netlogo/
+License: GPL-2+
+Pkg-Description: multi-agent programmable modeling environment
+ NetLogo is a programmable modeling environment for simulating natural and
+ social phenomena. It was authored by Uri Wilensky in 1999 and has been in
+ continuous development ever since at the Center for Connected Learning and
+ Computer-Based Modeling.
+ .
+ NetLogo is particularly well suited for modeling complex systems developing
+ over time. Modelers can give instructions to hundreds or thousands of "agents"
+ all operating independently. This makes it possible to explore the connection
+ between the micro-level behavior of individuals and the macro-level patterns
+ that emerge from their interaction.
+
+Depends: r-cran-pdfetch
+Homepage: https://cran.r-project.org/web/packages/pdfetch/index.html
+License: GPL-2+
+Pkg-Description: Fetch Economic and Financial Time Series Data from Public Sources
+ Download economic and financial time series from public sources, including the
+ St Louis Fed's FRED system, Yahoo Finance, the US Bureau of Labor Statistics,
+ the US Energy Information Administration, the World Bank, Eurostat, the
+ European Central Bank, the Bank of England, the UK's Office of National
+ Statistics, Deutsche Bundesbank, and INSEE.
+
+Depends: pksfc
+Homepage: https://github.com/S120/PKSFC
+License: Expat
+Pkg-Description: R package to simulate Post-Keynesian Stock-Flow Consistent Models
+ This package allows to simulate Post-Keynesian Stock-Flow Consistent Models,
+ following the approach of Godley, W. and M. Lavoie, 2007: Monetary Economics
+ An Integrated Approach to Credit, Money, Income, Production and Wealth.
+ .
+ The package uses the Gauss-Seidel algorithm to
+ solve linear systems of equations, following the approach found in Kinsella,
+ Stephen and O’Shea, Terence, Solution and Simulation of Large Stock Flow
+ Consistent Monetary Production Models Via the Gauss Seidel Algorithm.
+
 Suggests: ess
 
 Suggests: dynare-matlab
 
-Suggests: matlab-support
-
-Suggests: science-typesetting
-
-Suggests: science-viewing
-
 Suggests: science-mathematics
 
 Suggests: science-numericalcomputation
@@ -256,3 +237,5 @@ Suggests: science-numericalcomputation
 Suggests: science-statistics
 
 Suggests: science-social
+
+Suggests: science-financial

-- 
Debian Science Blend

