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NEWS.md

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SMC.jl 0.1.15 Release Notes

New Features:

  • Option to use different likelihood functions with tempered updates
  • Option to make near zero diagonals for proposal densities exactly zero to avoid errors

Bug Fixes:

  • Make tempered updates ignore particles with -Inf log-likelihoods
  • Ensure setting tempered_update_prior_weight = 1 still works

SMC.jl 0.1.14 Release Notes

Miscellaneous:

  • Implement add_parameters_to_cloud to help construct a bridge distribution for a new model by using an estimation of a previous model, which uses only a subset of the new model's parameters (under some mild assumptions).
  • Resolved logpost and logprior confusion in the source code

SMC.jl 0.1.13 Release Notes

Miscelleanous:

  • Moved get_fixed_para_inds and get_free_para_inds to ModelConstructors.jl
  • Update syntax for HDF5 deprecations

SMC.jl 0.1.12 Release Notes

New Features:

  • Better print statements during estimation
  • Parallel multinomial sampling

Bug Fixes:

  • Estimation of regime switching parameters works correctly

SMC.jl 0.1.11 Release Notes

New Features:

  • Estimate regime switching parameters

SMC.jl 0.1.10 Release Notes

New Features:

  • Bug fixes from last release (save rejoined cloud ater rejoining)"

SMC.jl 0.1.9 Release Notes

New Features:

  • New functionality to split and join (after splitting) Clouds (allows users to split a large Cloud into smaller Clouds under the Github size limit, to be rejoined by user).

SMC.jl 0.1.8 Release Notes

New Features:

  • Bug fixes and cleanup:

SMC.jl 0.1.7 Release Notes

New Features:

  • Permit bridging between clouds with differing numbers of particles

Bug fixes and cleanup:

  • Catching domain errors

SMC.jl 0.1.6 Release Notes

Bug fixes and cleanup:

  • Due to erroneous tagging situation, domain error catching included in this tag.

SMC.jl 0.1.5 Release Notes

Bug fixes and cleanup; most notably, catching domain errors in mutation.

SMC.jl 0.1.4 Release Notes

Bug fixes and cleanup, including:

  • Turn off precompilation (causes issues on some heterogeneous clusters)
  • Fix capitalization bug on Mac and Windows
  • Fully unit-tested.

SMC.jl 0.1.3 Release Notes

Bug fixes and cleanup

SMC.jl 0.1.2 Release Notes

Bug fixes and cleanup

SMC.jl 0.1.1 Release Notes

Bug fixes and cleanup