Release 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/
http://zhouyan.github.io/vSMCDoc/v2.2.0/user_guide.pdf

Release 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/

Release 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/

Release v1.0.0

This is based on the version of the library as published in Journal of Statistical Software.

Documentation

http://zhouyan.github.io/vSMCDoc/v1.0.0/