v5.23.0

DiffEqNoiseProcess v5.23.0

Diff since v5.22.0

Merged pull requests:

• remove Requires.jl (#205) (@ChrisRackauckas)

Closed issues:

• Extract covariance matrix from CorrelatedWienerprocess (#202)

v5.22.0

DiffEqNoiseProcess v5.22.0

Diff since v5.21.0

Merged pull requests:

• Bump julia-actions/setup-julia from 1 to 2 (#199) (@dependabot[bot])
• ci: standardise workflows using SciML's reusable workflows (#200) (@thazhemadam)
• CompatHelper: add new compat entry for ReverseDiff in [weakdeps] at version 1, (keep existing compat) (#201) (@github-actions[bot])
• add covariance field to NoiseProcess struct (#203) (@oameye)

v5.21.0

DiffEqNoiseProcess v5.21.0

Diff since v5.20.1

Merged pull requests:

• Bump codecov/codecov-action from 3 to 4 (#189) (@dependabot[bot])
• Run JuliaFormatter.format() (#193) (@LilithHafner)
• [skip ci] reapply formatting (#194) (@ArnoStrouwen)
• Fix NoiseFunction docs (#196) (@ChrisRackauckas)

Closed issues:

• Another (actionable) documentation issue (#195)

v5.20.1

DiffEqNoiseProcess v5.20.1

Diff since v5.20.0

Merged pull requests:

• Bump actions/checkout from 3 to 4 (#179) (@dependabot[bot])
• Bump crate-ci/typos from 1.16.23 to 1.16.25 (#180) (@dependabot[bot])
• [skip ci] dependabot ignore typos patches (#181) (@ArnoStrouwen)
• Bump crate-ci/typos from 1.16.25 to 1.17.0 (#185) (@dependabot[bot])
• Bump actions/cache from 3 to 4 (#187) (@dependabot[bot])
• Bump crate-ci/typos from 1.17.0 to 1.18.1 (#190) (@dependabot[bot])
• [skip ci] Update dependabot.yml (#191) (@ArnoStrouwen)
• Geometric brownian bridge fix (#192) (@frankschae)

v5.20.0

DiffEqNoiseProcess v5.20.0

Diff since v5.19.0

Merged pull requests:

• Docs1.0 (#169) (@ArnoStrouwen)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#171) (@github-actions[bot])
• chore: bump RecursiveArrayTools compat (#172) (@AayushSabharwal)
• Change typeof(x) <: y to x isa y (#173) (@pepijndevos)
• typos CI (#174) (@ArnoStrouwen)

v5.19.0

DiffEqNoiseProcess v5.19.0

Diff since v5.18.0

Merged pull requests:

• Ou bridge (#161) (@Jonas-a-Zimmermann)
• Bump actions/checkout from 3 to 4 (#164) (@dependabot[bot])
• Fix interface definition tutorial (#167) (@ChrisRackauckas)
• There is no NoiseProcessProblem, I think it should be NoiseProblem (#168) (@ajdunlap)

Closed issues:

• Ornstein-Uhlenback Bridge distribution (#2)
• Tutorial "Direct Simulation of the Noise Process]" is Broken (#165)

v5.18.0

DiffEqNoiseProcess v5.18.0

Diff since v5.17.2

Merged pull requests:

• replaced exp(x) - 1 by expm1 (#159) (@Jonas-a-Zimmermann)
• try no space (#160) (@ArnoStrouwen)
• Doc improv (#162) (@ArnoStrouwen)

v5.17.2

DiffEqNoiseProcess v5.17.2

Diff since v5.17.1

Closed issues:

• Remove wiener_randn handling (#6)
• Complex array-valued Wiener process only produces real noise (#101)
• wiener_randn! needs GPU-friendly fallback for complex AbstractArrays (#102)
• OrnsteinUhlbeck Noise is broken (#150)
• Throw an error if a one-dimensional noise process is used on a n-dimensional SDE (#155)
• wiener_rand! dispatches incorrectly (#156)

Merged pull requests:

• codecov ext (#143) (@ArnoStrouwen)
• fixed dispatch wiener_rand (#157) (@Jonas-a-Zimmermann)

v5.17.1

DiffEqNoiseProcess v5.17.1

Diff since v5.17.0

Closed issues:

• VirtualBrownianTree cannot be reversed because it has no save_everystep field (#152)

Merged pull requests:

• Ou patch (#151) (@Jonas-a-Zimmermann)
• Use integer division in split_VBT_seed (#154) (@glatteis)

v5.17.0

DiffEqNoiseProcess v5.17.0

Diff since v5.16.0

Merged pull requests:

• Excise staticarrays for staticarrayscore (#144) (@ChrisRackauckas)
• enable dependabot for GitHub actions (#145) (@ranocha)
• Bump actions/cache from 1 to 3 (#146) (@dependabot[bot])
• Bump codecov/codecov-action from 1 to 3 (#147) (@dependabot[bot])
• Bump codecov/codecov-action from 1 to 3 (#148) (@dependabot[bot])
• Bump actions/checkout from 1 to 3 (#149) (@dependabot[bot])
• Add reverse dispatch for VBT (#153) (@frankschae)