mschauer

import Base.Random.rand
immutable RandIntGen2{T<:Integer, U<:Unsigned}
    a::T   # first element of the range
    k::U   # range length
    u::U   # maximum multiple of k within the domain of U

    RandIntGen2(a::T, k::U) = new(a, k, div(typemax(U),k)*k)
    RandIntGen2(a::Uint64, k::Uint64) = new(a, k, div(( k >> 32 != 0)*0xFFFFFFFF00000000 + 0x00000000FFFFFFFF ,k)*k )
    RandIntGen2(a::Int64, k::Int64) = new(a, k, div(( k >> 32 != 0)*0xFFFFFFFF00000000 + 0x00000000FFFFFFFF ,k)*k )

mschauer

abstract FingerTree{T}

immutable Node23{T}
    child::NTuple{Any, T}
end
Node23{T}(a::T...) = Node23{T}(a)

immutable DeepFT{T} <: FingerTree{T}
    left::NTuple{Any, T}
    succ::Union(FingerTree{Node23{T}},(),Node23{T})

mschauer

using Base.LinAlg.LAPACK
import Base.LinAlg: BlasFloat, BlasChar, BlasInt, LAPACK.liblapack, LAPACK.@assertargsok, LAPACK.chkstride1

for (fn, elty) in ((:dtrsyl_, :Float64),
                   (:strsyl_, :Float32),
                   (:ztrsyl_, :Complex128),
                   (:ctrsyl_, :Complex64))
    @eval begin
        function trsyl!(transa::BlasChar, transb::BlasChar, A::StridedMatrix{$elty}, B::StridedMatrix{$elty}, C::StridedMatrix{$elty}, isgn::BlasInt=1)

mschauer

module Kalman
using Distributions
export LinearDS, generate, kalmanfilter, kalmanfilter!, kalmanrts, kalmanrts!, kalmanEM, randmvn


""" 
Sampling singular semidefinite multivariate normal distributions

x = randmvn(S)

mschauer

import Base: ctranspose, *, -, *, \, zero, showlimited, print, show, writemime, showcompact, showcompact_lim, inv, one
import Base.display
import Base.LinAlg.chol!
import Base.LinAlg.chol


const Dadd = Dict(
      ('L','L') => 'L', 
      ('U','U') => 'U',
      ('L','U') => 'A',

mschauer

Locate the section for your github remote in the .git/config file. It looks like this:

[remote "origin"]
	fetch = +refs/heads/*:refs/remotes/origin/*
	url = [email protected]:joyent/node.git

Now add the line fetch = +refs/pull/*/head:refs/remotes/origin/pr/* to this section. Obviously, change the github url to match your project's URL. It ends up looking like this:

mschauer

int expm3(double t, double *a, double *aa, double X[3], double dis)
/*
	computes exp(t a)

	input
	t	double
	a 	3x3 double matrix
	aa	a*a	

mschauer

Bracket calculus

This formalizes a bit an indexing calculus with brackets which incorporates array construction, array comprehension, slicing and mapping of arrays. Note: ... is the splatting operator and … is etcetera.

Guiding principles

1.[…] or T[…] is a shape preserving array construction operator (T a type)

2.f[…] respective A[…] is a map or array indexing operator (A an array, f a function)

mschauer

Iterator traits

In julia version 0.5 there are some changes how iterators are used in julia. The julia iteration protocol based on the methods start, size, next was already used in an intermediate step in the process of translating the general for syntax

    for elem in iter
        # do something
    end

mschauer

abstract type LevyProcess{T} <: ContinuousTimeProcess{T} end


"""
    GammaProcess

A *GammaProcess* with jump rate `γ` and inverse jump size `λ` has increments `Gamma(t*γ, 1/λ)` and Levy measure

```math
ν(x)=γ x^{-1}\\exp(-λ x),