Release Release v2.2.0 · zhouyan/vSMC

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

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.

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.