Changes in v2.2.0

New features

• SingleParticle now as iterator-like behaviors.
• Particle now has a new sp member that return SingleParticle objects.
• NormalMVDistribution and related functions for generating multivariate Normal distribution random variate.
• New module "Random Walk" that implements generic random walk MCMC kernels and Normal distribution based proposals. Both scalar and multivariate cases are supported.
• Covariance is a new class that can compute the covariance matrix from (weighted) samples, and output the matrix in variance formats.
• cov_chol transform a covariance matrix, stored in various formats, into the lower triangular part of its Cholesky decomposition, stored as a packed row major matrix

Changed behaviors

• AlignedAllocator template parameter Memory now requires its member functions to be static and the class stateless. Unless you write your allocator using this template, there is no need to change client code.
• MatrixOrder is now an alias to MatrixLayout.
• CBLAS and LAPACK are now required dependency.

Removed features

• U01LRDistribution is removed, while U01CCDistribution etc., remain.
• UniformRealLRDistribution and UniformRealCCDistribution etc., are removed.
• Path sampling support is removed. It can be easily done through the more general Monitor. See the GMM example.

Documentation

http://zhouyan.github.io/vSMCDoc/v2.2.0/

Changes in v2.1.0

Important changes

The mutation (MCMC) steps are now performed after the resampling of initialization step.

Removed features

• OpenCL and MPI modules are removed for now. It is planned that they will be added back in future with a new interface.

Documentation

http://zhouyan.github.io/vSMCDoc/v2.1.0/

Changes in v2.0.0

The version 2.0.0 is a major restructuring of the library since the initial release. Its documentation is still been updated. For the time being, one can keep using the old JSS release or the reference manual below.

The most important change is that C++11, both language and libraries are now required.

Documentation

http://zhouyan.github.io/vSMCDoc/v2.0.0/