Download

dysii is available for download via SourceForge.

Version 1.3.0 of the dysii Dynamic Systems Library is now available. The new release adds a stochastic Runge-Kutta method for stochastic differential systems, and preliminary density and kernel density (KD) tree implementations.
See the updated documentation and VERSION.txt file in the new distribution for more information.
Both a detailed tutorial and installation guide are on the way […]

Version 1.2.0 of the dysii Dynamic Systems Library is now available. The new release adds the Auxiliary Particle Filter, a generalised framework for particle filter resampling strategies, and makes a number of optimisations and bug fixes.
Specific changes include:

Added auxiliary particle filter.
Added generalised resampling strategy framework.
Fixed diagonal covariance detection for optimised Gaussian density calculations.
Fixed several serialization […]

I’ve added a draft version of the paper Continuous Time Particle Filtering for fMRI to the research page, to be presented as a poster at NIPS 2007. Note that this version of the paper is not available in the conference pre-proceedings. The work makes use of both the dysii Dynamic Systems Library for distributed/parallel particle […]