GSOC 2017 - Week 1 of GSoC 17

This blog is dedicated to the first week of Google Summer of Code (i.e June 1 - June 7). The target of the first week according to my timeline was to get conversant with the code structure and implement the derivative using statsmodels and partly by numdifftools.

• Status of Week 1 :

  I tried to stick to the plan. I have concentrated only on finite differences, complex methods are for latter part of the project. I have implemented the following :

  • Derivatives using statsmodels:

    I have implemented a vectorized code for derivatives using statsmodels along with docstrings and tests. It is present in scipy.diff.statsmodels._derivative.Derivaitve.

  • Gradient using statsdmodels:

    I have implemented a vectorized code for gradients using statsmodels along with docstrings and tests. It is present in scipy.diff.statsmodels._derivative.Gradient.

  • Jacobian using statsmodels:

    I have implemented a vectorized code for jacobians using statsmodels along with docstrings and tests. It is present in scipy.diff.statsmodels._derivative.Jacobian.

  • Derivatives using numdifftools:

    I was understanding the numdifftools and side by side trying to implement it. I have successfully implemented the code for derivatives, however, the code is not clean and needs modularization and refactoring. I will be doing this work in the second week.

• Updates:

  Link to the implemented code : here

• Next Target:

  Next week is dedicated to computation of derivatives, gradients and jacobian using finite differences from numdifftools.