=== Library ===
==== Enhancements ====
New classes:
* SensitivityAnalysis : using R sensitivity package for Sobol indices computation. Might strongly evolve soon
* SklarCopula : allows one to extract the copula of any multidimensional distribution
* StandardSpaceSimulation
* StandardSpaceImportanceSampling
* ClaytonCopulaFactory
* FrankCopulaFactory
* GumbelCopulaFactory
* RosenblattEvaluation
* InverseRosenblattTransformation
* XMLToolbox
Enhancement of existing classes:
* IndependentCopula
* QuadraticNumericalMathEvaluationImplementation
* StandardSpaceControlledImportanceSampling
* TruncatedNormal
* Classes related to matrices for constness consistency
* ContinuousDistribution
* Interval: added basic arithmetic and set union.
Dependencies:
* Removed dependency to rotRPackage for the Kolmogorov() method of the FittingTest class. It greatly improves both the performance and the generality of this method.
* Removed BOOST dependency.
* Removed Xerces-C XML dependency.
* Added libxml2 dependency.
Wrappers:
* Wrapper load time and NumericalMathFunction creation are now separated. A NumericalMathFunction can be created from a WrapperFile object.
* Add customize script to help writing new wrappers.
* Simplified wrapper writing through the usage of macros.
* Renewed wrapper templates.
* Multithreaded wrappers. The number of CPUs is computed at startup.
Methods:
* Add method adapter to NumericalMathFunction : one can use any object's method as a execute part of a NumericalMathFunction.
* Started to implement complementary CDF for all the distributions. It will allow one to greatly improve the accuracy of the isoprobabilistic transformations.
* Added tail CDF computation for most of the distributions (ongoing work).
* Added Debye function to SpecFunc class.
* Added a method to solve linear systems with several right-hand sides to all the matrices classes.
* Added a simplified interface to build scalar functions in NumericalMathFunction class.
* Added methods related to the archimedean generator to the ClaytonCopula class.
* Enhanced LambertW evaluation in SpecFunc class.
* Added constructor based on Distribution and Interval to the TruncatedDistribution class.
* Enhanced DrawQQplot and DrawHenryLine methods in VisualTest class.
* Added methods for the computation of conditional pdf, conditional cdf and conditional quantile to the following classes:
* ClaytonCopula
* ComposedCopula
* ComposedDistribution
* FrankCopula
* GumbelCopula
* IndependentCopula
* NormalCopula
* Normal
* ArchimedeanCopula
* ContinuousDistribution
* Distribution
* DistributionImplementation
* Added verbosity control to the classes AbdoRackwitz, BoundConstrainedAlgorithm, BoundConstrainedAlgorithmImplementation, Cobyla, NearestPointAlgorithm, NearestPointAlgorithmImplementation, SQP, TNC.
* Added constructor based on String to the Description class.
* Added range computation and more consistent quantile coputation to the classes Beta, ComposedDistribution, Epanechnikov, Exponential, Gamma, Geometric, Gumbel, Histogram, KernelMixture, Logistic, LogNormal, Mixture, Normal, RandomMixture, Triangular, TruncatedDistribution, TruncatedNormal, Uniform, Weibull, CopulaImplementation, Distribution, DistributionImplementation, EllipticalDistribution.
* Enhanced quantile computation for the classes NormalCopula, Student, FrankCopula, ComposedDistribution, Gumbel, ComposedCopula, GumbelCopula, Normal, IndependentCopula and EllipticalDistribution.
==== Miscellaneous ====
Better logging facility.
Various improvements:
* Improved recompilation process.
* Improved the const correctness of many classes.
* Improved performance of LinearNumericalMathEvaluationImplementation, QuandraticNumericalMathEvaluationImplementation, SymmetricMatrix, StorageManager, XMLStorageManager, WrapperData and some utility classes
Build process:
* General cleaning in Uncertainty/Distribution (ongoing work).
* Removed useless files.
* Allow final user to compile the installed tests in a private directory.
* Reorganized the MetaModel directory: Taylor approximations and LeastSquares approximation have a separate folder.
* Renamed XXXFunction classes into XXXEvaluation classes in IsoProbabilisticTransformation hierarchy.
* Modified WrapperCommon class to suppress compiler warnings.
* Minor enhancement of WrapperObject class to suppress compiler warnings.
Wrappers:
* Add trace to optional functions in wrapper.
* Add <subst> tag to XML description files.
Other:
* Removed Kronecker product implementation as it is never used and should have been implemented another way.
* Removed the use of OT::DefaultName as an explicit default value for the name of all classes in Base and a significant part of Uncertainty. Ongoing work.
* Minor enhancement of DistFunc class.
* Reduced dependence to dcdflib library.
* Replaced Analytical::Result, FORM::Result and SORM::Result classes by AnalyticalResult, FORMResult and SORMResult classes.
==== Bug fixes ====
Fixes:
* Fixed a minor bug in KernelMixture class.
* Fixed a minor bug in Contour class.
* Fixed a minor bug in Mixture class.
* Fixed a bug in SQP class. This fix ticket 146, see trac for details.
* Fixed a bug in QuadraticLeastSquares class.
* Fixed a bug in LinearLeastSquares class.
* Fixed bugs in computeConditionalQuantile() and computeCinditionalCDF() methods of ComposedCopula class.
* Fixed a minor bug in the computeProbability() method of the ComposedCopula and the ComposedDistribution classes.
* Fixed a typo in the ComposedDistribution class.
* Fixed a bug in StandardSpaceImportanceSampling class.
* Fixed a bug in the LambertW method of SpecFunc class.
* Fixed bugs in solveLinearSystemRect() method of MatrixImplementation class.
* Applied patch from support-0.12 to fix ticket 132 and 133.
* Fixed bug in Path class.
* Added a missing method into the IndependentCopula class. This closes the ticket 149.
* Improved PythonNumericalMathFunctionImplementation class. Now supports sequence objects as input. NumericalSample.ImportFromCSVFile now warns when file is missing. Closes 144.
* Promoted some NumericalPoint into NumericalPointWithDescription that were missed during the separation between NumericalPoint and Description into the getParameters() method of several distributions. This solves tickets 155.
* Changed the return type of the getImportanceFactors() method of the QuadraticCumul class. This solves ticket 156.
* Added a simplified constructor from a String to the class Description. It closes ticket 108.
* Fixed a bug in the calling sequence of LAPACK into MatrixImplementation class.
* Changed utils/Makefile.am in order to have rotRPackage_1.4.3.tar.gz in distribution. Closes 143.
* Fix bug in WrapperObjet.cxx.
* Fix typo in wrapper.c examples.
* Fix memory leak in WrapperCommon library.
* Fix minor bug in WrapperTemplates.
* Better cache behavior in ComputedNumericalMathEvaluationImplementation: avoid useless computations. Closes 137.
* Fixed a typo in the description of AbdoRackwitzSpecificParameter class in the User Manual. This closes ticket 110.
* Fix lintian warning.
=== Python module ===
==== Enhancements ====
Added the FrankCopulaFactory class to the TUI.
NumericalPoint can now be created from sequence objects (list, tuple) in Python.
==== Bug fixes ====
Solve some obscure and annoying Python bug concerning dynamic library loading.
=== Documentation ===
==== Enhancements ====
New guides:
* Added a new guide that provides full-length studies, the Examples guide.
Enhancements of existing guides:
* Updated the ReferenceGuide figures.
* Added the description of the computeProbability() method into the User Manual and the Use Cases guide.
* Added the description of the Interval class to the User Manual.
* Added a new documentation: the Example guide, which presents full length studies examples.
* Updated the Use Cases guide with the description of the new wrapper loading mechanism, the better Python integration, the ability to define a NumericalMathFunction based on a Python function, a new use-case showing how to compute moments from a sample of the output variable.
==== Miscellaneous ====
Updated the User Manual:
* Enhanced description of the Distribution class.
* Enhanced description of the Copula class.
* Enhanced description of the NumericalSample class.
* Enhanced description of the Graph class.
* Enhanced description of the Simulation algorithm classes.
* Enhanced description of the KernelSmmothing class.
* Enhanced description of the Experiment classes.
Updated the Use Case Guide:
* Reworked the use-cases of the experiments planes.
* Created a use-case on copula modelling.
* Created a use-case on distribution manipulation.
* Modified the use-cases related to the usual distributions.
* Modified the use-cases related to the NumericalSample.
* Modified the use-cases related to the KernelSmoothing.
* Modified the use-cases related to the Simulation algorithm classes.
* Added illustrations for each use-cases.
* Completely reworked the index.
* Changed the description of the SpecificParameter class usage in the UseCase guide.
Build process:
* Moved ExampleGuide to ExamplesGuide.
* Moved ExampleGuide.tex to ExamplesGuide.tex.
* Added automatic inclusion of the Python script and its result into the Examples Guide.
Wrapper Design Guide:
* Adapt wrapper examples to Wrapper design guide text (ongoing work).
* Minor changes to match wrapper's guide text.
==== Bug fixes ====
Fixes:
* Fixed minor bugs in doc build process.
* Fixed a typo in the User Manual. It closed ticket 151.
* Changed the description of the NonCentralStudent distribution in the UseCases guide and the UserManual. This fixed the ticket 152.
* Fixed a typo in the UseCases guide and the UserManual concerning the static methods of the NormalCopula class. This fix ticket 145.
* Fixed a bug in the Makefile.am that prevented the UseCaseGuide from being compiled.
* Fixed typo in UseCaseGuide and UserManual. Closes 145.
* Enhanced the documentation (Reference guide and UseCase guide). This closes ticket 147.