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NEWS
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==========================================================================
What is new in version SSJ-2.5
--------------------------------
- package randvar
* New classes: ExponentialInverseFromDensityGen, NormalInverseFromDensityGen,
FNoncentralGen, HypoExponentialGen, StudentNoncentralGen,
ConstantGen
- package hups
* New class: RandomStart
* HaltonSequence: new methods: addFaureLemieuxPermutations, setStart
* RadicalInverse: new methods: radicalInverseInteger, radicalInverseLong,
getFaureLemieuxPermutation
- package charts
* New classes: PPPlot, QQPlot
* New constructors in classes YListChart and YListSeriesCollection
- package probdist
* New classes: HypoExponentialDist, HypoExponentialDistQuick,
ConstantIntDist, ConstantDist
* Class KolmogorovSmirnovDistQuick: better approximations for cdf, barF
- package stat
* New class: TallyHistogram
- package util
* New class: Systeme
* New package: util.io
* DMatrix: new methods exp for matrix exponential
* Num: new methods sumKahan, erfcInv.
- package gof
* GofStat: new methods: chi2(OutcomeCategoriesChi2, int[]),
andersonDarling(double[]), kolmogorovSmirnov(double[]),
==========================================================================
What is new in version SSJ-2.4
--------------------------------
- package probdist
* New class: BernoulliDist
* NegativeBinomialDist: new methods getMLE1, getInstanceFromMLE1.
* TriangularDist: new methods getMLE, getInstanceFromMLE.
* GammaDist: more precise inverseF for small u.
- package randvar
* The class Pearson5Gen has been renamed InverseGammaGen.
* New class: BernoulliGen
- package rng
* MT19937: correction in the initialization.
- package util
* Misc: new method evalPoly.
* RootFinder: new method bisection.
==========================================================================
What is new in version SSJ-2.3
--------------------------------
- package probdist
* TruncatedDist: bug corrections.
* BetaSymmetricalDist: more precise barF in the tail.
* New classes: StudentDist, StudentDistQuick, InverseGammaDist.
The old class StudentDist has been renamed StudentDistQuick, and
a new StudentDist has been added.
* The class Pearson5Dist has been renamed InverseGammaDist.
* KolmogorovSmirnovDistQuick: better versions of cdf and barF.
- package randvar
* New classes InverseGammaGen
- package util
* Num: news methods lnBeta, expBesselK1, erfInv.
==========================================================================
What is new in version SSJ-2.2
--------------------------------
- new package functionfit
* Provides basic tools for curve fitting, polynomial interpolation,
least square fit and spline interpolation.
- package probdist
* New classes InverseDistFromDensity, GumbelDist, FrechetDist.
* KolmogorovSmirnovDistQuick: more precise versions of cdf and barF.
* CauchyDist: more precise versions of cdf and barF in the tails.
* StudentDist: more precise versions of cdf and barF in the tails.
- package randvar
* New classes InverseFromDensityGen, GumbelGen, FrechetGen.
- package randvarmulti
* New class IIDMultivariateGen.tex
- package gof
* New class KernelDensity.
- package hups
* SobolSequence: new constructor reading its parameters from a file.
* PointSet: new methods formatPoints, formatPointsBase.
- package functions
* MathFunctionUtil: new methods gaussLobatto.
- package util
* Corrections in BatchSort
* Num: new methods gcd.
* PrintfFormat: new method formatBase.
==========================================================================
What is new in version SSJ-2.1.3
--------------------------------
The HTML doc was incomplete for some class methods in SSJ-2.1.2 due to
the automatic Latex to HTML translator eating some of the text.
==========================================================================
What is new in version SSJ-2.1.2
--------------------------------
- package util
* New interfaces MultiDimComparable, MultiDimSort
* New classes SplitSort, OneDimSort, BatchSort, MultiDimComparator
DoubleArrayComparator.
* New methods in class Num: harmonic, harmonic2, bernoulliPoly.
- package simevents
* Events can now be scheduled with different priorities in the event lists.
- package hups
* New class EmptyRandomization
* Removed subdirectory dataF2w and all its parameters files. The files have
been removed also from the ssj.jar archive. (See class F2wStructure).
The files are now stored at address
http://www.iro.umontreal.ca/~simardr/ssj-1/dataF2w/.
- package stochprocess
* New class OrnsteinUhlenbeckProcess. The old class by the same name
has been renamed OrnsteinUhlenbeckProcessEuler.
* New class CIRProcess. The old class by the same name has been renamed
CIRProcessEuler.
- package probdist
* ChiSquareDist: corrections in the far tails of methods cdf and barF.
==========================================================================
What is new in version SSJ-2.1.1
--------------------------------
- package charts
* New constructors in each *Chart classes and in the related *SeriesCollection
classes, that take an additionnal argument (int numPoints).
- package gof
* Bug correction in GofStat.chi2(IntArrayList data, ....)
The number of categories was not always returned correctly in m[0].
- package probdistmulti
* Bug correction in NegativeMultinomialDist.getMaximumLikelihoodEstimate:
sometimes did not converge to the right values.
- package util
* New class DMatrix
==========================================================================
What is new in version SSJ-2.1
--------------------------------
- new package charts
* Allows the creation of charts and graphics, either on screen or in
Latex format.
- new package stochprocess
* Provides classes to define stochastic processes and to simulate their
sample paths.
- package rng
* Correction of the setSeed and setPackageSeed methods in LFSR113 and
LFSR258, which did not accept all valid seeds.
* RandomPermutation: added methods to shuffle parts of arrays.
- package probdist
* New classes AndersonDarlingDist, AndersonDarlingDistQuick,
CramerVonMisesDist, KolmogorovSmirnovPlusDist, KolmogorovSmirnovDist,
KolmogorovSmirnovDistQuick, WatsonGDist, WatsonUDist,
NormalInverseGaussianDist, RayleighDist, PowerDist, NakagamiDist,
FoldedNormalDist, HalfNormalDist.
* New classes ExponentialDistFromMean, GammaDistFromMoments,
LognormalDistFromMoments, ChiSquareNoncentralDist.
* Bug correction in HypergeometricDist. Combinations sometimes
overflowed for large values of parameters.
* Bug correction in BinomialDist: overflow for some large n and small p.
* BetaDist: computation of mean and variance for arbitrary [a, b].
* InverseGaussianDist: new method inverseF
- package randvar
* Added constructors, in each class, that do not need a distribution as
argument but take instead the parameters determining the distribution.
* New classes ChiSquareNoncentralGen, ChiSquareNoncentralGamGen,
ChiSquareNoncentralPoisGen, JohnsonSBGen, JohnsonSUGen,
InverseGaussianGen, InverseGaussianMSHGen, NormalInverseGaussianGen,
NormalInverseGaussianIGGen, RayleighGen, PowerGen, NakagamiGen,
FoldedNormalGen, HalfNormalGen.
- package randvarmulti
* Removed class RandomMultiVariateGen: it has been replaced by
RandomMultivariateGen.
* Deprecated class MultiNormalGen: it has been replaced by
MultinormalCholeskyGen, which has been thinned.
* New class MultinormalGen, mother of all Multinormal*Gen.
* New class MultinormalPCAGen.
- package hups
* New classes LMScrambleShift, RandomShift, SMScrambleShift,
PointSetRandomization.
* PointSet: new methods getStream, setStream.
- package gof
* In class GofFormat, new methods drawDensity, drawCdf.
* In class FBar, improved methods to compute the complementary distributions.
* In class FDist, improved methods to compute the distribution functions.
- package util
* Num: new methods (complementary) error functions erf, erfc. Ratio of
2 gamma functions gammaRatioHalf.
==========================================================================
What is new in version SSJ-2.0
--------------------------------
SSJ-2.0 works ONLY WITH JDK-1.5 (and later versions of Java), and will not work
with JDK-1.4 or earlier versions of Java.
- new package functions
* Used to create function objects and to pass an arbitrary function of one
variable as argument to another function.
- package util
* New classes ClassFinder, Introspection, TimeUnit, NameConflictException,
TransformingList, SystemTimeChrono, ThreadCPUTimeChrono, AbstractChrono,
GlobalCPUTimeChrono, MultivariateFunction, RatioFunction.
* Removed class MathFunction; it is replaced by the new package functions.
* New methods in JDBCManager, TextDataReader.
- package rng
* New interface CloneableRandomStream. All RNG's are now cloneable.
* All RNG's are now serializable.
* New class RandomPermutation.
* New class MRG32k3aL. Same generator as MRG32k3a;
implementation with type long.
* Bug correction in initialization of F2NL607.
- package stat
* New class ObservationListener.
* new package stat.list
Provides support for lists of statistical probes.
* Tally: new methods confidenceIntervalVarianceChi2, formatCIVarianceChi2.
* TallyStore: the method getArray has been renamed getDoubleArrayList. The
new method getArray returns a double[].
* TallyStore: new method quickSort.
- package simevents
* It is now possible to carry many simulations simultaneously with simulator
objects and the new Simulator class.
* New classes ListWithStat, ContinuousState, Simulator.
- package simprocs
* New classes ProcessSimulator, SSJInterpretationOracle, DSOLProcessSimulator,
ThreadProcessSimulator
- package gof
* New method GofStat.chi2Equal.
- package probdist
* Bug corrections and improvements in some *Dist.getMaximumLikelihoodEstimate
* Improvements of some distributions far in the tails.
* Added getParams and toString methods in all probability classes.
* All methods getMaximumLikelihoodEstimate have been renamed getMLE.
The old methods are still there but deprecated.
- package randvar
* The generator NegativeBinomialGen now takes a real as its parameter n.
The old NegativeBinomialGen with integer n has been renamed as the new
class PascalGen.
- package randvarmulti
* Class MultiNormalGen has been renamed MultinormalCholeskyGen.
* Class RandomMultiVariateGen has been renamed RandomMultivariateGen.
==========================================================================
Update to JDK-1.5 for future versions of SSJ
==========================================================================
What is new in version SSJ-1.2
--------------------------------
- new package probdistmulti
For multivariate probability distributions.
- new package randvarmulti
For multivariate non-uniform random number generators.
- package probdist
* Removed the two-dimensionnal distributions BiNormalDist, BiNormalGenzDist,
ContinuousDistribution2Dim, BiNormalDonnellyDist, BivariateTDist and
moved them to package probdistmulti. The BivariateTDist distribution has
been renamed BiStudentDist.
* New methods getMean, getVariance and getStandardDeviation to get the mean,
the variance and the standard deviation for probability distributions.
* New methods getMaximumLikelihoodEstimate and getInstanceFromMLE that imple-
ment the maximum likelihood estimator for most probability distributions.
* New probability distributions: UniformIntDist, FatigueLifeDist, PascalDist,
FisherFDist, HyperbolicSecantDist, InverseGaussianDist, LoglogisticDist,
Pearson5Dist, Pearson6Dist.
* The distribution NegativeBinomialDist now takes a double instead of an int
as its first parameter; the distribution with an integer as first
parameter is now called PascalDist (it is the former NegativeBinomialDist).
* New methods in DistributionFactory.
- package randvar
* New non-uniform random number generators: UniformIntGen, FatigueLifeGen,
FisherFGen, HyperbolicSecantGen, InverseGaussianGen, LoglogisticGen,
Pearson5Gen, Pearson6Gen.
* New class RandomVariateGenWithCache: caches random values for more
efficiency when using common random numbers.
* The generator NegativeBinomialConvolutionGen has been renamed
PascalConvolutionGen.
- package rng
* New classes RandomStreamWithCache, which caches random values for more
efficiency, and TruncatedRandomStream, which generates uniform random
numbers in a subinterval of [0, 1].
- package util
* New classes TextDataReader (reads data from text files), JDBCManager (
interface for accessing a database), MathFunction (to pass an arbitrary
function as argument to another) and Misc (miscellaneous functions).
* New RootFinder class to solve one-dimensional non-linear equations.
* New methods Num.digamma, Num.trigamma, Num.tetragamma: the logarithmic
derivatives of the Gamma function. Added Num.evalChebyStar for the
evaluation of shifted Chebychev polynomials.
* New methods PrintfFormat.formatWithError to print real intervals.
==========================================================================
What is new in version SSJ-1.1.9
- package util
Added Num.log1p(x) for better accuracy of log(1 + x) at small x.
- package randvar
Added the classes BetaSymmetricalPolarGen and BetaSymmetricalBestGen
that generate symmetrical Beta variates.
- package rng
Provided a faster method to jump the the next substreams in all the WELL*
generators and in the F2NL607 generator.
- package probdist
* Replaced all functions Math.log(1+x) by Num.log1p(x) for better accuracy.
* Corrected LogarithmicDist:
the probabilities were not always computed correctly.
* Corrected a bug in BinomialDist:
the method inverseF(u) had a bug for n = 1.
* Added the bivariate normal distribution:
classes BiNormalDist, BiNormalDonnellyDist and BiNormalGenzDist
* Added the bivariate t distribution:
class BivariateTDist.
* Added the Brent-Dekker method to compute the inverse distribution function
for an arbitrary continuous probability function.
- package hups
* Changed the constructors in class NiedXingSequenceBase2. The old 3
arguments constructor has been eliminated and the 4 arguments constructor
of the previous version has become the 3 arguments constructor
of the new version. This gives the correct generating matrices for the
Niederreiter-Xing sequence; the old 3 arguments constructor used
the transposed generating matrices.
* Correction in NiedXingSequenceBase2 and in NiedSequenceBase2 and in
DigitalNetBase2FromFile: did not work correctly for number of bits = w < 31.
==========================================================================
What is new in version SSJ-1.1.8
--------------------------------
- package rng
LFSR113, LFSR258:
programmed a faster method nextInt
- package gof
FBar, FDist:
added a better approximation for the Anderson-Darling distribution.
- package probdist
BetaSymmetricalDist:
added a much faster inverse distribution for parameter alpha > 1.
BetaDist:
corrected a bug that gave the wrong values for the CDF for some
range of parameters.
BinomialDist, PoissonDist,
ExponentialDist, JohnsonSUDist, ParetoDist, WeibullDist:
added a better approximation in the tails of the distributions.
GammaDist: added a better approximation for large alpha.
Corrected a bug in DiscreteDistribution: the inverseF function was
not correct for cdf(x) > 0.5.
Made a correction in EmpiricalDist: the barF function.
- package randvar
BetaStratifiedRejectionGen object always returned 0.
Bug correction
GammaRejectionLoglogisticGen object went into infinite loop.
Bug correction
- package util
class ChronoSingleThread has been added.