Software Carpentry: University of Edinburgh

General Information

Together with theory and experimentation, computational modelling and simulation have become a “third pillar” of scientific enquiry. Students and researchers in the Scottish Graduate Programme in Economics (SGPE) who participate in this hands-on computational methods workshop will learn how to get more computationally intensive research done, in less time, and with less pain by learning basic techniques widely used in scientific computing.

Days 1 and 2 of the workshop will cover the basic concepts and tools, including program design, version control, data management and task automation necessary for generating high-quality, reproducible scientific research using computational methods. Days 3-5 will focus on exposing participants to the basic concepts and tools for doing computational research in economics using the QuantEcon lectures designed and written by Thomas J. Sargent and John Stachurski.

Throughout the workshop, participants will be encouraged to help one another and to apply what they have learned to their own research problems. The workshop requires no prior knowledge or experience with computing.

Who: This course is sponsored by the Scottish Graduate Programme in Economics (SGPE) and the Scottish Institute for Research in Economics (SIRE) and is primarily aimed at graduate students in economics.

Where: James Clerk Maxwell Building, room 1.1206C, King's Buildings, Edinburgh EH9 3JZ. Get directions with OpenStreetMap or Google Maps.

Requirements: Participants must bring a laptop with a few specific software packages installed (listed below). They are also required to abide by Software Carpentry's Code of Conduct.

Contact: Please mail david.pugh@maths.ox.ac.uk for more information. Participants interested in obtaining funding for travel and accommodation should mail sgpe@ed.ac.uk

Schedule

Wednesday, 10 June 2015

09:00	Automating tasks with the Unix shell
10:30	Coffee
12:00	Lunch break
13:00	Programming in Python
14:30	Coffee
17:00	Wrap-up

Thursday, 11 June 2015

09:00	Version control with Git
10:30	Coffee
12:00	Lunch break
13:00	More programming in Python
14:30	Coffee
17:00	Wrap-up

Friday, 12 June 2015

13:00	Economic applications
14:30	Coffee
17:00	Wrap-up

Monday, 15 June 2015

09:00	More economic applications
10:30	Coffee
12:00	Lunch break
13:00	Even more economic applications
14:30	Coffee
17:00	Wrap-up

Tuesday, 16 June 2015

09:00	Final economic applications
10:30	Coffee
12:00	Lunch break
13:00	Q/A session
14:30	Coffee
17:00	Wrap-up

Etherpad: https://etherpad.mozilla.org/2015-06-10-sgpe.
We will use this Etherpad for chatting, taking notes, and sharing URLs and bits of code.

Syllabus

The Unix Shell

Files and directories
History and tab completion
Pipes and redirection
Looping over files
Creating and running shell scripts
Finding things
Reference...

Version Control with Git

Creating a repository
Recording changes to files: add, commit, ...
Viewing changes: status, diff, ...
Ignoring files
Working on the web: clone, pull, push, ...
Resolving conflicts
Open licenses
Where to host work, and why
Reference...

Programming in Python

Using libraries
Working with arrays
Reading and plotting data
Creating and using functions
Loops and conditionals
Defensive programming
Using Python from the command line
Reference...

More Python

NumPy
SciPy
Matplotlib
Pandas
IPython shell and notebook
The need for speed
Reference...

Economic applications

Linear algebra
A lake model of employment and unemployment
On the job search
Search with offer distribution unknown
Reference...

More applications

Finite state Markov chains
Law of large numbers (LLN)
Central limit theorem (CLT)
Linear state space models
Reference...

Even more applications

Linear quadratic (LQ) dynamic programming
Robustness
Reference...

Final round of applications

Infinite horizon dynamic programming
Optimal taxation with state-contingent debt
Optimal taxation without state-contingent debt
Reference...

Setup

To participate in a Software Carpentry workshop, you will need access to the software described below. In addition, you will need an up-to-date web browser. Once you are done installing the software listed below, please go to this page, which has instructions on how to test that everything was installed correctly. We maintain a list of common issues that occur during installation as a reference for instructors that may be useful on the Configuration Problems and Solutions wiki page.

The Bash Shell

Bash is a commonly-used shell that gives you the power to do simple tasks more quickly.

Windows

Install Git for Windows by downloading and running the installer. This will provide you with both Git and Bash in the Git Bash program.

Mac OS X

The default shell in all versions of Mac OS X is bash, so no need to install anything. You access bash from the Terminal (found in /Applications/Utilities). You may want to keep Terminal in your dock for this workshop.

Linux

The default shell is usually Bash, but if your machine is set up differently you can run it by opening a terminal and typing bash. There is no need to install anything.

Git

Git is a version control system that lets you track who made changes to what when and has options for easily updating a shared or public version of your code on github.com. You will need a supported web browser (current versions of Chrome, Firefox or Safari, or Internet Explorer version 9 or above).

Windows

Git should be installed on your computer as part of your Bash install (described above).

Mac OS X

For OS X 10.8 and higher, install Git for Mac by downloading and running the installer. After installing Git, there will not be anything in your /Applications folder, as Git is a command line program. For older versions of OS X (10.5-10.7) use the most recent available installer for your OS available here. Use the Leopard installer for 10.5 and the Snow Leopard installer for 10.6-10.7.

Linux

If Git is not already available on your machine you can try to install it via your distro's package manager. For Debian/Ubuntu run sudo apt-get install git and for Fedora run sudo yum install git.

Text Editor

When you're writing code, it's nice to have a text editor that is optimized for writing code, with features like automatic color-coding of key words. The default text editor on Mac OS X and Linux is usually set to Vim, which is not famous for being intuitive. if you accidentally find yourself stuck in it, try typing the escape key, followed by :q! (colon, lower-case 'q', exclamation mark), then hitting Return to return to the shell.

Windows

nano is a basic editor and the default that instructors use in the workshop. To install it, download the Software Carpentry Windows installer and double click on the file to run it. This installer requires an active internet connection.

Others editors that you can use are Notepad++ or Sublime Text. Be aware that you must add its installation directory to your system path. Please ask your instructor to help you do this.

Mac OS X

nano is a basic editor and the default that instructors use in the workshop. It should be pre-installed.

Others editors that you can use are Text Wrangler or Sublime Text.

Linux

nano is a basic editor and the default that instructors use in the workshop. It should be pre-installed.

Others editors that you can use are Gedit, Kate or Sublime Text.

Python

Python is a popular language for scientific computing, and great for general-purpose programming as well. Installing all of its scientific packages individually can be a bit difficult, so we recommend an all-in-one installer.

Regardless of how you choose to install it, please make sure you install Python version 2.x and not version 3.x (e.g., 2.7 is fine but not 3.4). Python 3 introduced changes that will break some of the code we teach during the workshop.

We will teach Python using the IPython notebook, a programming environment that runs in a web browser. For this to work you will need a reasonably up-to-date browser. The current versions of the Chrome, Safari and Firefox browsers are all supported (some older browsers, including Internet Explorer version 9 and below, are not).

Windows

Download and install Anaconda.
Download the default Python 2 installer (do not follow the link to version 3). Use all of the defaults for installation except make sure to check Make Anaconda the default Python.

Mac OS X

Download and install Anaconda.
Download the default Python 2 installer (do not follow the link to version 3). Use all of the defaults for installation.

Linux

We recommend the all-in-one scientific Python installer Anaconda. (Installation requires using the shell and if you aren't comfortable doing the installation yourself just download the installer and we'll help you at the workshop.)

Download the installer that matches your operating system and save it in your home folder. Download the default Python 2 installer (do not follow the link to version 3).
Open a terminal window.
Type
```
bash Anaconda-
```
and then press tab. The name of the file you just downloaded should appear.
Press enter. You will follow the text-only prompts. When there is a colon at the bottom of the screen press the down arrow to move down through the text. Type yes and press enter to approve the license. Press enter to approve the default location for the files. Type yes and press enter to prepend Anaconda to your PATH (this makes the Anaconda distribution the default Python).