v5.26.0

DiffEqNoiseProcess v5.26.0

Diff since v5.25.0

Merged pull requests:

• Add JET.jl tests for type stability analysis (#240) (@ChrisRackauckas-Claude)

v5.25.0

DiffEqNoiseProcess v5.25.0

Diff since v5.24.1

Merged pull requests:

• Update NoiseProcess function definitions in docstring (#216) (@ChrisRackauckas)
• Restructure and improve DiffEqNoiseProcess.jl documentation (#218) (@ChrisRackauckas)
• Remove Julia v1.9 get_extension compatibility code (#219) (@ChrisRackauckas)
• Remove outdated Julia v1.6 version check (#220) (@ChrisRackauckas)
• Add spell checking configuration (#221) (@ChrisRackauckas)
• Add downgrade CI workflow (#222) (@ChrisRackauckas)
• Finish RandomNumbers.jl removal: Replace Xorshifts RNG with Random.default_rng() (#224) (@ChrisRackauckas)
• Apply JuliaFormatter to fix code formatting (#225) (@ChrisRackauckas)
• Bump actions/checkout from 4 to 6 (#227) (@dependabot[bot])
• Add Julia ecosystem to Dependabot configuration (#228) (@ChrisRackauckas-Claude)
• Bump the all-julia-packages group across 1 directory with 2 updates (#229) (@dependabot[bot])
• Fix missing dW argument in SimpleNoiseProcess dist/bridge calls (#230) (@ChrisRackauckas-Claude)
• Add regression test for SimpleNoiseProcess BigFloat support (#232) (@ChrisRackauckas-Claude)
• Fix minimum version bound for DiffEqBase (6.11 → 6.61) (#233) (@ChrisRackauckas-Claude)
• Improve explicit imports hygiene (#234) (@ChrisRackauckas-Claude)
• Switch from JuliaFormatter to Runic.jl for code formatting (#236) (@ChrisRackauckas-Claude)
• Bump actions/checkout from 4 to 6 (#237) (@dependabot[bot])
• Documentation improvements: clarity and consistency (#239) (@ChrisRackauckas-Claude)
• Add support for Optim@2 (#242) (@devmotion)
• Make Optim an extension package (#244) (@ChrisRackauckas-Claude)
• Fix documentation examples for custom noise types (#247) (@ChrisRackauckas-Claude)

Closed issues:

• SRIW1 fails with a NoiseProcess (#213)
• Incorrect signatures of functions in NoiseProcess documentation (#215)
• No new test was added with #230 (#231)
• Documentation build has pre-existing failures (#246)

v5.24.1

DiffEqNoiseProcess v5.24.1

Diff since v5.24.0

Merged pull requests:

• Fix typo in tests (#212) (@ChrisRackauckas)

v5.24.0

DiffEqNoiseProcess v5.24.0

Diff since v5.23.0

Merged pull requests:

• ci: test with 1, lts and pre versions of julia (#207) (@thazhemadam)
• CompatHelper: bump compat for GPUArraysCore to 0.2, (keep existing compat) (#208) (@github-actions[bot])
• Bump codecov/codecov-action from 4 to 5 (#210) (@dependabot[bot])

v5.23.0

DiffEqNoiseProcess v5.23.0

Diff since v5.22.0

Merged pull requests:

• remove Requires.jl (#205) (@ChrisRackauckas)

Closed issues:

• Extract covariance matrix from CorrelatedWienerprocess (#202)

v5.22.0

DiffEqNoiseProcess v5.22.0

Diff since v5.21.0

Merged pull requests:

• Bump julia-actions/setup-julia from 1 to 2 (#199) (@dependabot[bot])
• ci: standardise workflows using SciML's reusable workflows (#200) (@thazhemadam)
• CompatHelper: add new compat entry for ReverseDiff in [weakdeps] at version 1, (keep existing compat) (#201) (@github-actions[bot])
• add covariance field to NoiseProcess struct (#203) (@oameye)

v5.21.0

DiffEqNoiseProcess v5.21.0

Diff since v5.20.1

Merged pull requests:

• Bump codecov/codecov-action from 3 to 4 (#189) (@dependabot[bot])
• Run JuliaFormatter.format() (#193) (@LilithHafner)
• [skip ci] reapply formatting (#194) (@ArnoStrouwen)
• Fix NoiseFunction docs (#196) (@ChrisRackauckas)

Closed issues:

• Another (actionable) documentation issue (#195)

v5.20.1

DiffEqNoiseProcess v5.20.1

Diff since v5.20.0

Merged pull requests:

• Bump actions/checkout from 3 to 4 (#179) (@dependabot[bot])
• Bump crate-ci/typos from 1.16.23 to 1.16.25 (#180) (@dependabot[bot])
• [skip ci] dependabot ignore typos patches (#181) (@ArnoStrouwen)
• Bump crate-ci/typos from 1.16.25 to 1.17.0 (#185) (@dependabot[bot])
• Bump actions/cache from 3 to 4 (#187) (@dependabot[bot])
• Bump crate-ci/typos from 1.17.0 to 1.18.1 (#190) (@dependabot[bot])
• [skip ci] Update dependabot.yml (#191) (@ArnoStrouwen)
• Geometric brownian bridge fix (#192) (@frankschae)

v5.20.0

DiffEqNoiseProcess v5.20.0

Diff since v5.19.0

Merged pull requests:

• Docs1.0 (#169) (@ArnoStrouwen)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#171) (@github-actions[bot])
• chore: bump RecursiveArrayTools compat (#172) (@AayushSabharwal)
• Change typeof(x) <: y to x isa y (#173) (@pepijndevos)
• typos CI (#174) (@ArnoStrouwen)

v5.19.0

DiffEqNoiseProcess v5.19.0

Diff since v5.18.0

Merged pull requests:

• Ou bridge (#161) (@Jonas-a-Zimmermann)
• Bump actions/checkout from 3 to 4 (#164) (@dependabot[bot])
• Fix interface definition tutorial (#167) (@ChrisRackauckas)
• There is no NoiseProcessProblem, I think it should be NoiseProblem (#168) (@ajdunlap)

Closed issues:

• Ornstein-Uhlenback Bridge distribution (#2)
• Tutorial "Direct Simulation of the Noise Process]" is Broken (#165)