- The DTD support for XML charting is now located at http://www.roguewave.com/products/jmsl/chart.dtd.
- Some JMSL classes require user defined methods. It is the responsibility of the user to assure that these methods do not return NaN, infinity or negative infinity values.
- The QuickStart Guide is no longer offered.
- Use of JMSL requires a Java development environment, such as Oracle's JDK 7.0.
- Class
`SparseLP`

can accept inputs in Compressed Sparse Column (CSC), or Harwell-Boeing format. See Users' Guide for the Harwell-Boeing Sparse Matrix Collection. - Variable length argument lists (varargs) do not display correctly in the documentation. A note has been added where this occurs and the issue will be corrected in the future.
- In addition to the jar file,
`jmsl.jar`

, users have the option of using jar files containing subsets of the entire product. The jar file,`jmslnumerics.jar`

, does not contain any references to javax.swing or JMSL charting classes. The jar file,`jmslchart.jar`

, contains the JMSL charting classes. It does not contain any of the numeric classes. - For Windows-based systems, the user
may experience different results between OpenGL and Direct 3D
(D3D) when printing JMSL 3D graphs. These differences may be
related to differences in video hardware and drivers, as well as
versioning issues of OpenGL and D3D. The user should experiment
with each method to determine the optimal method for printing 3D
graphs. The default is to use OpenGL. To use D3D set the Java
system property
`j3d.rend`

to`d3d`

. This can be done on the command line using the option`-Dj3d.rend=d3d`

. The current serialization support is appropriate for short term storage or RMI between applications running the same version of JMSL.*Serialization of JMSL classes will not be compatible with future JMSL releases.*

`com.imsl.datamining` |
|||

Predictive Models | |||

`GradientBoosting` |
Performs stochastic gradient boosting for classification or regression problems. |

`General` |
|||

New information in Chapter 1: Introduction on Compressed Sparse Column (CSC) Format. | |||

`com.imsl.math` |
|||

Optimization | |||

`SparseLP` |
Solves a sparse linear programming problem. | ||

`com.imsl.stat` |
|||

Basic Statistics | |||

`Sort.ascending(int[][] ia, int nKeys)` |
Sorts a matrix into ascending order by the first `nKeys` . |
||

`Sort.ascending(int[][] ia, int nKeys, int[] iperm)` |
Sorts a matrix into ascending order according to the first `nKeys` keys and returns the permutation vector. |
||

`Sort.ascending(int[][] ia, int[] indkeys, int[] iperm)` |
Sorts a matrix into ascending order by specified keys and returns the permutation vector. |

`General` |
|||

Made various grammatical and typographical corrections to the documentation. | |||

`com.imsl.math` |
|||

Special Functions | |||

`Bessel.J(double x, int n)` |
Resolved discrepant signs in the answer. | ||

`Bessel.J(double xnu, double x, int n)` |
Updated input checks to be consistent with the documentation. | ||

`com.imsl.io` |
|||

Input/Output | |||

`MPSReader.getLowerRange` |
Corrected bug in reading the RANGES section in an MPS file. | ||

`com.imsl.datamining` |
|||

Datamining | |||

`Apriori` |
Corrected confidence value calculations. | ||

`Apriori` |
Improved memory handling for large candidate itemsets. | ||

`Itemsets.getItemsetsMatrix` |
The format of the returned matrix has been reformatted to conserve memory. | ||

`PredictiveModel` |
`PredictiveModel.VariableType.IGNORE` is now
handled correctly. |
||

`com.imsl.datamining.decisionTree` |
|||

Decision Tree | |||

`CHAID` |
`PredictiveModel.VariableType.IGNORE` is now
handled correctly. |

`com.imsl.math` |
|||

Optimization | |||

`MinUnconMultiVar.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`MinUnconMultiVar.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`NonlinLeastSquares.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`NonlinLeastSquares.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`MinConGenLin.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`MinConGenLin.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`BoundedLeastSquares.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`BoundedLeastSquares.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`MinConNLP.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`MinConNLP.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`MinConNLP.getOptimalValue` |
Returns the optimal value of the objective function. | ||

`QuadraticProgramming.getOptimalValue` |
Returns the optimal value of the objective function. | ||

`com.imsl.stat` |
|||

Basic Statistics | |||

`Summary.getNumberOfObservations` |
Returns the number of non-missing observations. | ||

`Summary.numberOfObservations` |
Returns the number of non-missing observations in the given data set. | ||

Time Series and Forecasting | |||

`AutoCorrelation.getNumberOfThreads` |
Returns the number of `Thread` s used for parallel
processing. |
||

`AutoCorrelation.setNumberOfThreads` |
Sets the number of `Thread` s to be used for
parallel processing. |
||

`HoltWintersExponentialSmoothing` |
Implements Holt-Winters triple exponential smoothing for a univariate time series. | ||

`TimeSeries` |
Describes data as a time series. | ||

`TimeSeriesOperations` |
Provides methods to perform operations on TimeSeries objects. | ||

`VectorAutoregression` |
Provides methods for vector autoregression (VAR). | ||

Multivariate Analysis | |||

`ClusterKNN` |
Performs a k-Nearest Neighbor classification. | ||

Probability Distribution Functions and Inverses | |||

`Cdf.complementaryNoncentralF` |
Evaluates the complementary noncentral F cumulative
distribution function. |
||

`com.imsl.stat.distributions` |
|||

Probability Distributions and Parameter Estimation | |||

`ProbabilityDistribution` |
Abstract class for univariate probability distributions | ||

`PDFGradientInterface` |
Interface for a ProbabilityDistribution which provides a pdf gradient | ||

`PDFHessianInterface` |
Interface for a ProbabilityDistribution which provides a pdf hessian | ||

`MaximumLikelihoodEstimation` |
Computes maximum likelihood estimates for univariate probability distributions. | ||

`BetaPD` |
The beta probability distribution | ||

`GammaPD` |
The gamma probability distribution | ||

`NormalPD` |
The normal or Gaussian probability distribution | ||

`com.imsl.finance` |
|||

Finance | |||

`DayCountBasis.setEOM` |
Specifies whether to use the End-Of-Month rule. | ||

`Bond.price` |
Evaluates the price of an odd first period (long and short) coupon bond, given its yield. | ||

`Bond.price` |
Evaluates the price of an odd last period (long and short) coupon bond, given its yield. | ||

`Bond.yield` |
Evaluates the yield of a security with an odd first (long and short) coupon period that pays periodic interest, given its price. | ||

`Bond.yield` |
Evaluates the yield of a security with an odd last (long and short) coupon period that pays periodic interest, given its price. | ||

`com.imsl.datamining` |
|||

Datamining | |||

`Apriori` |
Implements the Apriori algorithm. | ||

`Itemsets` |
Describes the sets of items discovered by the Apriori algorithm. | ||

`AssociationRule` |
Describes the association rules generated by the Apriori algorithm. | ||

Kohonen Self Organizing Map | |||

`KohonenSOM` |
Describes a Kohonen map. | ||

`KohonenSOMTrainer` |
Abstract class for training a Kohonen network | ||

Predictive Models | |||

`PredictiveModel` |
Abstract class for predictive models | ||

`BootstrapAggregation` |
Performs bootstrap aggregation for predictive models. | ||

`CrossValidation` |
Performs cross validation for predictive models. | ||

`com.imsl.datamining.decisionTree` |
|||

Decision Tree | |||

Decision Tree Chapter Introduction | Details decision tree analysis. | ||

`ALACART` |
Implements the ALACART method for generating a decision tree. | ||

`C45` |
Implements the C45 method for generating a decision tree. | ||

`CHAID` |
Implements the CHAID method for generating a decision tree. | ||

`QUEST` |
Implements the QUEST method for generating a decision tree. | ||

`DecisionTree` |
Abstract class for generating decision trees | ||

`DecisionTreeInfoGain` |
Extends DecisionTree for methods which use an information gain criteria. | ||

`Tree` |
The decision tree structure | ||

`TreeNode` |
A DecisionTree node which may be used as a child node of Tree |

`General` |
|||

Made various grammatical and typographical corrections to the documentation. | |||

The product is no longer license-managed for users who have purchased the product. | |||

`com.imsl.math` |
|||

Linear Systems | |||

`ComplexMatrix` |
Added new exception handling for parallel processing. | ||

`Matrix` |
Added new exception handling for parallel processing. | ||

`SuperLU` |
Resolved missing warning message in message resource file. | ||

Eigensystem Analysis | |||

`SymEigen` |
Adjustments were made to the calculation of the scaling factor. | ||

`SymEigen` |
Corrected eigenvalue and eigenvector calculation. | ||

Optimization | |||

`MinUnconMultiVar` |
Class has been parallelized. | ||

`NonlinLeastSquares` |
Class has been parallelized. | ||

`NonlinLeastSquares` |
Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop. | ||

`MinConGenLin` |
Class has been parallelized. | ||

`MinConNLP` |
Class has been parallelized. | ||

`BoundedLeastSquares` |
Class has been parallelized. | ||

`BoundedLeastSquares` |
Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop. | ||

`BoundedLeastSquares.getJacobian` |
Now returns the Jacobian whether specified by the user or not. | ||

Special Functions | |||

`Sfun.logGammaCorrection` |
Deprecated. | ||

`com.imsl.finance` |
|||

`Bond.price` |
Updated the price calculation when the number of coupons n=1. | ||

`Bond.yield` |
Improved the zero root finder in the yield calculation. | ||

`Bond.yield` |
Relaxed the lower bound of 0 from the yield calculation. | ||

`com.imsl.stat` |
|||

Basic Statistics | |||

`Summary.maximum` |
Corrected bug which causes incorrect values to be returned when input has NaNs. | ||

`Summary.minimum` |
Corrected bug which causes incorrect values to be returned when input has NaNs. | ||

`NormOneSample.setConfidenceMean` |
Updated the documentation. | ||

`NormTwoSample` |
Updated the documentation. | ||

`NormTwoSample` |
Enhanced the treatment of missing values. | ||

`NormTwoSample` |
Corrected bug which causes incorrect values to be returned when update methods are used. | ||

`NormTwoSample.getTTestDF` |
Corrected bug which calculates the degrees of freedom incorrectly when a sample has only one observation. | ||

`Covariances` |
Corrected bug producing incorrect results for constant variables. | ||

`Sort` |
Updated the documentation. | ||

`TableMultiWay` |
Updated the documentation. | ||

`TableMultiWay` |
Corrected bug in applying user defined frequencies in unbalanced tables. | ||

Regression | |||

`NonlinearRegression` |
Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop. | ||

Nonparametric Statistics | |||

`WilcoxonRankSum` |
Enhanced the treatment of missing values. | ||

`WilcoxonRankSum` |
Added the exact p-values calculation. | ||

`WilcoxonRankSum` |
Modified the use of a correction term so that negative p-values do not occur. | ||

`WilcoxonRankSum` |
Switched to using tabulated p-values for small sample sizes to avoid a state where an access violation could occur. | ||

Time Series and Forecasting | |||

`AutoCorrelation` |
Class has been parallelized. | ||

`ARAutoUnivariate` |
Improved memory usage. | ||

`ARMA` |
Corrected under allocation of space for unconstrained nonlinear least squares solver. | ||

`ARMA` |
Added check to confirm the number of parameters is less than or equal to the number of squared residuals for the unconstrained nonlinear least squares | ||

`ARMA` |
|||

`GARCH.getAR` |
Deprecated. | ||

`GARCH.getMA` |
Deprecated. | ||

`GARCH.getGARCH` |
Returns the estimated values of the GARCH coefficients. | ||

`GARCH.getARCH` |
Returns the estimated values of the ARCH coefficients. | ||

`GARCH.getX` |
Updated the documentation. | ||

`LackOfFit` |
Corrected bug in calculating p-value. | ||

`com.imsl.io` |
|||

Input/Output | |||

`AbstractFlatFile` |
Created empty methods to implement new interface methods in
`ResultSet` for JDK 1.6 and 1.7. |
||

`FlatFile` |
Created empty methods to implement new interface methods in
`ResultSet` for JDK 1.6 and 1.7. |