jpsamaroo / daggertimedag.jl

Integration between Dagger and TimeDag

DaggerTimeDag

Integration between Dagger.jl and TimeDag.jl

Usage

DaggerTimeDag works similarly to TimeDag; you construct a TimeDag.Node as usual, pick time_start and time_end, and call DaggerTimeDag.evaluate(node, time_start, time_end). Unlike TimeDag.evaluate, DaggerTimeDag.evaluate returns a Dagger.EagerThunk, so fetch needs to be called on the result to fetch the results.

Here is an example of basic usage, copied from the TimeDag README:

using DaggerTimeDag, TimeDag, Dates

x = rand(pulse(Hour(2)))
y = rand(pulse(Hour(3)))
z = cov(x, lag(y, 2))

time_start = now()
time_end = now() + Hour(24)

e1 = evaluate(z, time_start, time_end)
e2 = fetch(DaggerTimeDag.evaluate(z, time_start, time_end))
@assert e1 == e2