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PillarOne.RiskAnalytics 0.4.1

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Windows Installer

For Windows (100 MB)

Expandable jar file

For All platforms (100 MB)

PillarOne.RiskAnalytics
Bug fix release

Release Notes

Tested with Java 1.5
State Final release
License GPL

As this is a bug fix release. Since v0.4 introduced a number of new, powerful features we recommend to read the full release announcement of the version 0.4

Change log

  • A complete listing of changes and fixes can be found at Fixed issues
  • Currently known bugs which will be fixed in v0.4.2 are
    • its not yet possible to use multiple correlation
      Work around if you use structurally one one model (i.e. only t-copulas): Use a single correlation structure with a block matrix in which each block represents the separate correlation structure you need. This is a bit more cumbersome to manage (larger matrices), but equivalent.
    • The distribution modifications like censoring and truncation have a bug
      No work around. We'll work hard to get it fixed in v0.4.2.
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