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function W!(y, t)
    n = length(y)
    dt = t/n
    y[1] .= 0.0
    for i in 2:n-1
        y[i] .= y[i-1] + sqrt(dt)*randn!(y[i])
    end
    y
end

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julia> U, D, V = svd([0.359981 0.154162 0.169217; 0.154162 0.462971 0.159141; 0.169217 0.159141 0.492675])
([-0.49062 -1.23189e-5 0.871374; -0.58683 -0.739224 -0.330421; -0.644144 0.673459 -0.362671], [0.766542, 0.31799, 0.231094], [-0.49062 -1.23189e-5 0.871374; -0.58683 -0.739224 -0.330421; -0.644144 0.673459 -0.362671])

julia> det(U)
-0.9999999999999994

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Releases

Release v0.6.0

This release contains a much improved implementation of guided proposals, which adopt a new interface. The corresponding improvements for partial guided bridges are postponed for the next release, so they still use the old interface.

• New scripts hypo.jl and elliptic.jl in the example directory to verify the correctness of the implementation.
• Fix: The llikelihood function is missing a factor -1/2 from the former likeliXcirc in SDE.jl, discovered by the method.
• Add a README.md file describing the examples
• Better test coverage

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using VoronoiDelaunay
using StaticArrays
using Makie, GeometryTypes, GLVisualize#, GLWindow
srand(10)
const Point = SArray{Tuple{2},Float64,1,2}       # point in 2

q0 = rand(Point, 20)
qT = q0 + 0.2 .*rand(Point, 20)

module IdPoints

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#Q: How do you write a (large) matrix to a file like it prints in the REPL, but without the `...`? 
#A: @pfitzseb
x = rand(100,100)
open(expanduser("~/test"), "w") do io
    ctx = IOContext(io, :size => (100000,100000))
    show(ctx, "text/plain", x)
end

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struct MyType
    x
end

Base.broadcastable(x::MyType) = x

Broadcast.BroadcastStyle(::Type{<:MyType}) = Broadcast.Style{MyType}()
x = rand(5)

Base.size(x::MyType) = size(x.x)

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using Makie
t = 0:0.1:2pi+0.1
function band_connect(n)
    ns = 1:n-1
    ns2 = n+1:2n-1
    [ns ns .+ 1 ns2; 
    ns .+ 1 ns2 .+ 1 ns2 ]
end

mesh([sin.(t); sin.(t)], [0.5 .- cos.(-0.5*t .+ pi)*0.5; 0.5 .+ cos.(0.5*t .+ pi)*0.5],