LibBi

LibBi 1.2.0 released, new stochastic volatility example

posted by 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:

Changes:

Performance:

Fixes: