v0.3.0

MarkovKernels v0.3.0

Diff since v0.2.1

Features

• Support for scalars as input/output of affine maps
• Support for Univariate Dirac/Normal distributions
• Costum types can now opt into being a valid representation of a PSD matrix by implementing psdcheck(::MyType) = IsPSD() and the accompanying interface
• Support for Ǹumber``` and ÙniformScaling```as PSD parametrizations.
• New type for representing Categorical distributions
• New type for representing Stochastic matrices
• New type for representing likelihood functions over categories
• New type for canonical parametrization of log-quadratic likelihood functions
• New function htransform for implementing backward likelihood recursions

Breaking

• sample_type instead of typeof_sample
• sample_eltype instead of eltype_sample

docs

• Updated to showcase both forward and backward recursions for posterior inference.

Testing

• Now testing against current Julia release
• Aqua tests
• JET tests

Merged pull requests:

• Package extension for RecursiveArrayTools (#94) (@nathanaelbosch)
• Add Aqua.jl and JET.jl to the testing (#95) (@nathanaelbosch)
• Update CI.yml to test the current Julia release (#96) (@nathanaelbosch)
• fixes failign tests for complex normal distributions (#98) (@filtron)
• fix ambiguites and unbounded args (#100) (@filtron)
• Univariate Normals (#103) (@filtron)
• tidier cov parameters (#105) (@filtron)
• scalar2scalar, vector2scalar (#109) (@filtron)
• remove vecofvec diracs, add univariate dirac, tests... (#110) (@filtron)
• PSDTrait (#112) (@filtron)
• Categorical (#113) (@filtron)
• stochastic matrix and tests (#114) (@filtron)
• diagonal (#115) (@filtron)
• sample type as typeparam in AbstractDistribution (#116) (@filtron)
• logquadratic, uniformscaling, htransform for gaussmarkov (#118) (@filtron)
• Update docs (#119) (@filtron)
• remove outdated tutorial (#120) (@filtron)
• htransform cleanup (#121) (@filtron)
• version bump (#122) (@filtron)

Closed issues:

• condition vs making MarkovKernels callable (#79)
• Fix ambiguities, unbounded arguments, and piracies raised by Aqua.jl (#99)
• How to use PSDMatrices.PSDMatrix as a covariance parameter (#101)
• Scalar-valued MarkovKernels.Normal (#102)
• univariate Diracs (#104)
• Should AffineNormalKernel be its own type rather than a type parameter restriction? (#106)
• implement vector to scalar and scalar to scalar affine maps (#107)
• Allow more fine-grained control over choice of algorithms for stein and schur_reduce (#108)

v0.2.1

MarkovKernels v0.2.1

Diff since v0.2.0

Merged pull requests:

• flat subtypes abstract (#91) (@filtron)

v0.2.0

MarkovKernels v0.2.0

Diff since v0.1.2

Merged pull requests:

• Update LICENSE (#78) (@filtron)
• FlatLikelihood (#81) (@filtron)
• copy and similar (#82) (@filtron)
• typeofsample and eltypesample (#84) (@filtron)
• breakage (#85) (@filtron)
• Identitykernel (#86) (@filtron)
• branch on version for Herm fix (#87) (@filtron)
• SymOrHerm in tests (#88) (@filtron)
• version bump + Plots removed from tests, arcane crashes. Fix later. (#90) (@filtron)

Closed issues:

• Flat likelihoods (#80)
• sample_type etc (#83)

v0.1.2

MarkovKernels v0.1.2

Diff since v0.1.1

Merged pull requests:

• Update to ArrayInterface v7 (#68) (@ChrisRackauckas)
• algebra + tests (#69) (@filtron)
• view to getindex in schur_reduce (#70) (@filtron)
• Compose to circ (#71) (@filtron)
• docs for algebra / circ (#72) (@filtron)
• does this work? (#73) (@filtron)
• bump (#74) (@filtron)

v0.1.1

MarkovKernels v0.1.1

Diff since v0.1.0

Closed issues:

• register (#40)
• Demo not working. (#57)

Merged pull requests:

• typos in README (#42) (@storopoli)
• fix plots + remove docs for non-existing functions (#43) (@filtron)
• remove support for uniformscaling (#44) (@filtron)
• removing support for mixed type covarianceparmater operations + tests (#45) (@filtron)
• remove undefined exorts + improved docstr (#46) (@filtron)
• no magic number types, input type matches output type (#47) (@filtron)
• CompatHelper: add new compat entry for ArrayInterfaceCore at version 0.1, (keep existing compat) (#48) (@github-actions[bot])
• remove unused test code (#49) (@filtron)
• fix isequals + reorg (#50) (@filtron)
• adjoints rather than copies (#51) (@filtron)
• views instead of getindex (#52) (@filtron)
• diracs over trajectories (#53) (@filtron)
• no-dead-constructors (#54) (@filtron)
• simplified marginalise (#55) (@filtron)
• volatility demo (#56) (@filtron)
• file for bootrstrap smoother (#58) (@filtron)
• USEng (#59) (@filtron)
• Likelihood (#60) (@filtron)
• did what branch says (#61) (@filtron)
• Loglikes->Likelihoods (#62) (@filtron)
• typo (#63) (@filtron)
• fix lsqrt (#64) (@filtron)
• more-readable-var (#65) (@filtron)
• logdet called on real of diag rather than vice versa (#66) (@filtron)
• @JuliaRegistrator register (#67) (@filtron)

v0.1.0

MarkovKernels v0.1.0

Merged pull requests:

• CI and cleanup (#1) (@nathanaelbosch)
• Add JuliaFormatter.jl (#2) (@nathanaelbosch)
• Add badges for the documentation (#3) (@nathanaelbosch)
• Format the docs/make.jl (#4) (@nathanaelbosch)
• Fix docs by removing Manifest.toml and adjusting CI.yml (#5) (@nathanaelbosch)
• CompatHelper: add new compat entry for RecipesBase at version 1, (keep existing compat) (#6) (@github-actions[bot])
• Fix plotting in the docs (#7) (@nathanaelbosch)
• less repeatin g code for logpdf / entropy / kldivergence (#8) (@filtron)
• dirac on its own (#9) (@filtron)
• Untangle dirackernels (#10) (@filtron)
• clean up matrix utilites + some more tests (#11) (@filtron)
• remove ConditionalMean (#12) (@filtron)
• isotropic normals are a thing, todo: add tests (#13) (@filtron)
• alias AffineNormalKernel defined (#14) (@filtron)
• simplified stein implementation + reasonable enforcement of cov symmetry (#15) (@filtron)
• fleshed out likelihoods + tests (#16) (@filtron)
• Fix cov (#17) (@filtron)
• Cholesky2 (#19) (@filtron)
• separate AffineMap into LinearMap/AffineMap/AffineCorrector + tests (#20) (@filtron)
• NormalKernel constructor fixed, enforce same eltype in AffineNormalKe… (#21) (@filtron)
• Normal dirac conversion (#22) (@filtron)
• Dirac kernel revamp (#23) (@filtron)
• normal_plotting test + Project.toml for test environment (#24) (@filtron)
• compose done (#25) (@filtron)
• Likelihod revamp (#26) (@filtron)
• Make sym explicit (#28) (@filtron)
• test rand + ErrorException for normal_plotting (#29) (@filtron)
• mostly file reorg (#30) (@filtron)
• add demo implementations of sampling/kf/ks (#31) (@filtron)
• pretty printing (#32) (@filtron)
• docs (#33) (@filtron)
• fix affine constructors + docs (#34) (@filtron)
• dirac doesnt need no cov (#35) (@filtron)
• no sampling (#36) (@filtron)
• remove nout, add test for * (#37) (@filtron)