Merge pull request #14 from mschauer/partial2

Refactor and smoothing diffusions
mschauer · Dec 2, 2017 · c27f375 · c27f375
2 parents c71eab8 + a36e3f0
commit c27f375
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diff --git a/REQUIRE b/REQUIRE
@@ -1,5 +1,5 @@
 julia 0.6
 Polynomials
 Distributions 0.11.1
-StaticArrays 0.6.1
+StaticArrays 0.6.3
 Compat 0.28.0
diff --git a/docs/src/library.md b/docs/src/library.md
@@ -6,6 +6,7 @@
 ContinuousTimeProcess{T}
 SamplePath{T}
 valtype
+Bridge.outertype
 ```
 
 ## Ordinary differential equations and quadrature
@@ -16,6 +17,7 @@ solve!
 Bridge.R3
 Bridge.BS3
 LeftRule
+Bridge.fundamental_matrix
 ```
 
 
@@ -29,6 +31,7 @@ Pages = ["/wiener.jl"]
 ## Stochastic differential equations
 
 ```@docs
+Bridge.a
 sample
 sample!
 quvar
@@ -52,7 +55,8 @@ GammaProcess
 GammaBridge
 Bridge.ExpCounting
 Bridge.CompoundPoisson
-Bridge.nu 
+Bridge.nu
+Bridge.uniform_thinning!
 ```
 
 ## Miscellaneous
@@ -66,6 +70,12 @@ Bridge.outer
 CSpline
 Bridge.integrate 
 Bridge.logpdfnormal
+Bridge.runmean
+Bridge.PSD
+Bridge.Gaussian
+Bridge.refine
+Bridge.quaternion
+Bridge._viridis
 ```
 
 ## Online statistics
@@ -83,13 +93,17 @@ mcstart
 mcnext
 mcband
 mcbandmean
+Bridge.mcstats
+Bridge.mcmarginalstats
 ```
 
 ## Linear Processes
 
 ```@docs
 LinPro
 Bridge.Ptilde
+Bridge.LinearNoiseAppr
+Bridge.LinearAppr
 ```
 
 
@@ -99,12 +113,15 @@ Bridge.Ptilde
 GuidedProp
 Bridge.GuidedBridge
 BridgePre
+BridgeProp
 Bridge.Mdb
 bridge
 bridge!
 Bridge.Vs
+Bridge.gpV!
 Bridge.r
 Bridge.gpHinv!
+Bridge.gpupdate
 ```
 
 ## Unsorted
@@ -119,4 +136,8 @@ Bridge.tofs
 Bridge.dotVs
 Bridge.SDESolver
 Bridge.Increments
-```
+Bridge.sizedtype
+```
+
+
+
diff --git a/docs/src/manual.md b/docs/src/manual.md
@@ -87,7 +87,7 @@ end
 ## Tutorials and Notebooks
 
 A detailed tutorial script:
-[./example/tutorial.jl](https://www.github.com/mschauer/Bridge.jl/example/tutorial.jl)
+[./example/tutorial.jl](https://www.github.com/mschauer/Bridge.jl/blob/master/example/tutorial.jl)
 
 A nice notebook detailing the generation of the logo using ordinary and stochastic differential equations (and, in fact, *diffusion bridges* (sic) to create a seamless loop):
 [./example/Bridge+Logo.ipynb](https://github.com/mschauer/Bridge.jl/blob/master/example/Bridge%2BLogo.ipynb)