Unreleased

v3.3.0

remove position_matrix https://github.com/tpapp/DynamicHMC.jl/pull/165, add utility functions for posterior matrices

v3.2.1

compat version bumps

v3.2.0

compat version bumps

v3.1.2

compat version bumps

v3.1.1

minor doc and export list fixes (follow-up to (#145))

v3.1.0

more robust U-turn checking (#145)

v3.0.0

get rid of local_optimization in warmup (#146)

v2.2.0

add a progress bar (#136)
compat bounds, minor changes

v2.1.4

compat bumps extension

v2.1.3

relax test bounds a bit (#116)

v2.1.2

Technical release (compat version bounds extended).

v2.1.1

re-enable support for Julia 1.0 (#107)
fix penalty sign in initial optimization (#97)
add example for skipping stepsize search (#104)

v2.1.0

add experimental “iterator” interface (#94)
use randexp for Metropolis acceptance draws
remove dependence on StatsFuns.jl

v2.0.2

Default keyword arguments for LogProgressReport.

v2.0.1

Don't print chain_id when it is nothing.

v2.0.0

Note: the interface was redesigned. You probably want to review the docs, especially the worked example.

API changes

major API change: entry point is now mcmc_with_warmup
refactor warmup code, add initial optimizer
use the LogDensityProblems v0.9.0 API
use Julia's Logging module for progress messages
diagnostics moved to DynamicHMC.Diagnostics
- report turning and divergence positions
- add leapfrog_trajectory for exploration

Implementation changes

factor out the tree traversal code
- abstract trajectory interface
- separate random and non-random parts
- stricter and more exact unit tests
refactor Hamiltonian code slightly
- caching is now in EvaluatedLogDensity
- functions renamed
misc
- remove dependency on DataStructures, Suppressor
- cosmetic changes to dual averaging code
- large test cleanup

v1.0.6

fix LogDensityProblems version bounds

v1.0.5

fix tuning with singular covariance matrices

v1.0.4

minor fixes in tests and coverage

v1.0.3 and prior

No CHANGELOG available.