LibBi

LibBi 1.1.0 Released

posted by Lawrence Murray on 19 May 2014

LibBi version 1.1.0 is now available. Major new features include syntax for referencing subranges of vectors and matrices in model files, and the addition of the bridge particle filter described in this new paper:

Del Moral, P. & Murray, L. M. Sequential Monte Carlo with Highly Informative Observations, 2014.

Changes

New features:

• Added bridge particle filter.
• Added built-in variables t_now, t_last_input and t_next_obs.
• Added transpose and cholesky actions.
• Added log argument to pdf action.
• Added matrix-matrix multiply.
• Added range syntax, e.g. x[0:4].
• Added checks for *.sh, data/*.nc and oct/*.m files to libbi package --validate checks.

Changes:

• Removed ill-defined uninformative action.
• Action syntax made stricter: an action that returns a scalar cannot be applied to a vector on the left.

Performance:

• Minor performance improvements in GPU random number generation and resampling.
• Minor I/O performance improvements.

Fixes:

• Restored NetCDF 4.1 support.
• Fixed initialisation of parameters from init file when --with-transform-initial-to-param used.
• Fixed C_ and U2_ variables in Kalman filter output files.
• Fixed reporting of log-likelihood in PMCMC output when particle filter degenerates.
• Fixed build error when model name does not begin with an uppercase letter.
• Fixed runtime error when empty --output-file given.
• Fixed race condition in locking the build directory under some circumstances.
• Fixed unnecessary recompiles triggered by new hash implementation in newer versions of Perl.