Release 0.5.0 [WIP]

[janosg]

Release 0.5.0 will bring several breaking changes and deprecations. On a high level, the major changes are:

• Implement EP-02: Static typing
• Implement EP-03: Alignment with SciPy
• Rename the package from estimagic to optimagic (while keeping the estimagic
  namespace for the estimation capabilities).

This branch will stay open until all changes are implemented. The actual changes are implemented as PRs on this branch. In the end we will merge this PR without squashing commits.

We roughly have the following things to do:

Renaming

• Rename and restructure the package
• Rename and restructure the documentation
• Add infrastructure to release under two names

Alignment

• Align the argument names of minimize and maximize with scipy
• Introduce aliases
• Rename algo-options

Typing

• Implement new objective function interface
• Implement new bounds interface
• Implement new constraints interface
• Implement new internal algorithm interface
• Implement unfiltered algorithm selection and make issue for filtered algorithm selection (postponed because not a breaking change)
• Implement new algo-options interfaces (postponed because not a breaking change)
• Implement new interface for custom derivatives
• Implement jax autodiff (postponed because not a breaking change)
• Implement new logging
• Implement new scaling interface
• Implement new multistart interface
• Improve numerical differentiation
• Replace other option dictionaries by option objects
• Implement new benchmarking interface and architecture (postponed; there will be deprecations coming but this is not a widely used feature)
• Make adjustments for estimation functions

Documentation

• Write a completely new docstring for minimize and maximize (I deleted the old one instead of making mini updates all the time)
• Go over all code snippets and notebooks in the documentation and make sure they use recommended interfaces

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Codecov Report

Attention: Patch coverage is 94.32990% with 11 lines in your changes missing coverage. Please review.

Project coverage is 92.51%. Comparing base (ef92f4f) to head (43f8488).
Report is 18 commits behind head on main.

Files	Patch %	Lines
src/estimagic/estimate_ml.py	89.06%	7 Missing ⚠️
src/estimagic/__init__.py	96.22%	2 Missing ⚠️
src/estimagic/estimate_msm.py	97.61%	1 Missing ⚠️
src/estimagic/examples/logit.py	92.30%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #501      +/-   ##
==========================================
- Coverage   93.08%   92.51%   -0.57%     
==========================================
  Files         195      109      -86     
  Lines       14718    11778    -2940     
==========================================
- Hits        13700    10897    -2803     
+ Misses       1018      881     -137     

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[hmgaudecker]

Wow.