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View Full Version : JMSL and IMSL C# 5.0.1



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08-19-2008, 02:41 PM
We have recently announced a point release for the Java and .NET IMSL Libraries. There's quite a bit here, so it might even be classified as a "5.1" release, but we wanted everyone with 5.0 to get these updates without the hassle of updating license keys.

Here are excerpts from the ReadMe files that summarize changes for this update:

JMSL
Classes and Methods New to the JMSL Numerical Library Version 5.0.1
com.imsl.stat
RegressorsForGLM Generates regressors for a general linear model.
KolmogorovOneSample Performs a Kolmogorov-Smirnov goodness-of-fit test in one sample.
KolmogorovTwoSample Performs a Kolmogorov-Smirnov two-sample test.
Cdf.complementaryChi Provide higher accuracy in the right tail of the Chi-squared distribution.
Cdf.complementaryF Provide higher accuracy in the right tail of the F distribution.
Cdf.complementaryStudentsT Provide higher accuracy in the right tail of the Student's t distribution.

Changes in JMSL Numerical Library Version 5.0.1
com.imsl.math
Bessel.J Corrected Bessel.J return values as x → 0 and xnu → 0. The xnu argument for the Bessel.J method is now properly accounted for.
com.imsl.stat
LinearRegression.CaseStatistics Changed default value of Effects to the number of independent variables (x.length) and deprecated setEffects.
InverseCDF Missing resource exception thrown when a NoBound exception occurred in InverseCDF resolved. InverseCDF.NoBound exception converted to a warning.
CategoricalGenLinModel System.IndexOutOfRangeException resolved. Corrected UpperBound default value.
com.imsl.finance
Bond.yield Performance significantly improved.
Bond.mduration and Bond.duration Changed the way the number of days between the settlement date and the next coupon date was computed.

IMSL C#
Classes and Methods New to the IMSL C# Numerical Library Version 5.0.1
RegressorsForGLM Generates regressors for a general linear model.
KolmogorovOneSample Performs a Kolmogorov-Smirnov goodness-of-fit test in one sample.
KolmogorovTwoSample Performs a Kolmogorov-Smirnov two-sample test.
Cdf.ComplementaryChi Provide higher accuracy in the right tail of the Chi-squared distribution.
Cdf.ComplementaryF Provide higher accuracy in the right tail of the F distribution.
Cdf.ComplementaryStudentsT Provide higher accuracy in the right tail of the Student's t distribution.

Changes in IMSL C# Numerical Library Version 5.0.1
License Manager - FlexLM Queue now prompts the user with a dialog to confirm queuing is desired.
Imsl.Math
BsInterpolate Modified to improve performance for large problem sizes.
Spline and Spline2D Implement serialization.
QuadraticProgramming Modified to improve performance for large problem sizes.
Bessel.J Corrected Bessel.J return values as x → 0 and xnu → 0. The xnu argument for the Bessel.J method is now properly accounted for.
Imsl.Stat
LinearRegression.CaseStatistics Changed default value of Effects to the number of independent variables (x.Length) and deprecated the Effects property.
Imsl.Finance
Bond.Yield Performance significantly improved.
Bond.Mduration and Bond.Duration Changed the way the number of days between the settlement date and the next coupon date was computed.
Imsl.Chart2D
AbstractChartNode Added option for anti-aliasing to charts through SmoothingMode property.
PanelChart Flicker associated with PanelChart resolved.