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CHANGELOG.md

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Changelog for StateSpaceSets.jl is kept w.r.t. version 1.3

2.3

  • set_distance now also allows any arbitrary function f. This simplifies the docstring of setsofsets_distances as well.
  • SSSet is now an exported alias to StateSpaceSet.

2.2

  • Allow construction of StateSpaceSets from existing StateSpaceSets (this just calls hcat under the hood).

2.1

It is allowed to make StateSpaceSet with points of arbitrary eltype now. Please don't use Complex numbers as the eltype!

2.0

  • StateSpaceSet now subtypes AbstractVector, in particular StateSpaceSet{V<:AbstractVector} <: AbstractVector{V}. This leads to the breaking change that size(ssset) = (length(ssset), ) while before size was (length(ssset), dimension(ssset)). Now you have to use dimension(ssset) exclusively to get the "number of columns" in the state space set.
  • StateSpaceSet now supports arbitrary inner vectors as state space points. The keyword container can be given to all functions that make state space sets and sets the type of the container of the inner vectors. This is the abstract type and is typically SVector or Vector.
  • All deprecations of v1 have been removed. Primarily this includes the Dataset name and an old version of statespace_sampler.

1.5

  • cov and cor functions for computing the covariance/correlation matrix between columns of a StateSpaceSet.

1.4

statespace_sampler has been overhauled for major benefits:

  • signature is now statespace_sampler(r::Region, seed::Int). This clarifies by type what kind of regions may be sampled and allows straightforward future extensions.
  • performance has been increased by eliminating all allocations
  • sampling is now thread-safe
  • Due to thread-safety, Xoshiro is used as the RNG. Seeds (integers) may be provided, but not rng objects themselves.
  • old call signature with keywords is deprecated
  • "multgauss" sampling is removed. It was poorly documented and as such we do not know if its implementation was even correct.