Download

You can download all the versions from this page.

ChangeLog

Version
Date
Description
Link
1.2.1
2016-09-28
Modify unit test scripts in “unit_test” folder according to the internal matlab unit testing framework and change the scripts so as not to save the profile output files to reduce space required for package
Add the detailed explanation in the ReadMe file to run the scripts in “samples” folder

Source codes:
Download
Reference manual:
Download

1.2.0
2016-03-29
Add a sample folder "sample2015"
Allow to select a spline function instead of "spapi" for 1-dimensional state sequences
Allow to use multiple observation sequences for a known state sequence
Constrain particles within the grid range for the particle filter algorithm
Allow to update the observation function for each dimension at each iteration
Implement MH with Gibbs sampling algorithm

Source codes:
Download
Reference manual:
Download
1.1.9 2015-12-22 Fix LogMvnPdf.m
Fix scripts for plotting in  ''sample'' folder
Add sample scripts: sample_for_Kitagawa.m, sample_for_Lorenz.m, and sample_for_Motion.m
Source codes:
Download
Reference manual:
Download
1.1.9- 2015-12-12 Delete unnecessary white spaces
Fix the log file format
Modify Graphs.m
Translate Japanese comments in the source code into English
Update copyright (2014 -> 2014-2015).
Fix sample scripts for random number generation: add "rng('default')" to reproduce the same results
Add sample scripts for plotting
Add unit test scripts
Source codes:
Download
1.1.8 2014-12-22 Bug fixes in Graphs.m in the case that either the dimension of state or observation variable is equal to one Source codes:
Download
1.1.7 2014-12-14 Change the notations of "PMMH" and "PMMH2" into "PMCMC" and "PMCMC2", respectively, in all codes Source codes:
Download
1.1.6 2014-12-08 Change the notation of "GPPF" into "PSMC" in all codes Source codes:
Download
1.1.5 2014-11-25 Add the license information (GPL v2) in all codes. Source codes:
Download
1.1.4 2014-11-10 Bug fix for one-dimensional state variable Source codes:
Download
1.1.3 2014-06-30 Initial release Source codes:
Download
Reference manual:
Download