# LibBi

## LibBi 1.2.0 released, new stochastic volatility example

posted by Lawrence Murray on 25 Aug 2014

LibBi version 1.2.0 is now available: easier to install, Windows compatible for the first time, and with AVX support for faster performance on recent CPUs.

A new package demonstrating a simple stochastic volatility model is also available.

## Changes

New features:

• Streamlined installation instructions: Perl module dependencies are now installed automatically, make test checks for these dependencies, and MAGMA is optional.
• CPU builds now work on Windows under Cygwin.
• CUDA builds now work on Mac OS X.
• AVX support added (use --enable-avx).
• SMC$^2$ now works with a Kalman filter over the state, not just a particle filter, and has been renamed marginal SIR to reflect this.
• Output at observation times can now be disabled (use --without-output-at-obs).
• Non-const scalar expressions are now allowed as indexes on the left side of actions.

Changes:

• Distribution now contains a compiled version of the manual.
• Major refactoring of methods code to reduce replication.

Performance:

• Improved performance under --enable-sse.

Fixes:

• Fixed the first observation in a time series being zero when --start-time did not match the earliest time in --obs-file.
• Fixed CUDA kernel execution configurations for large numbers of variables.
• Fixed matrix range being ignored on the right side of actions.