This page is for supplementary information relating to the implementation described in Section 2.1 of the Installer's Note. It may be augmented over the life-time of the product if further pertinent information becomes available.
This implementation has been tested with MATLAB version 9.1 (R2016b) and is considered suitable for use with that version.
Early releases of this Toolbox were not suitable for use with MATLAB version 9.2 (R2017a) or version 9.3 (R2017b), but these problems have been addressed with the re-issue released in January 2018, which has a new installation procedure. Note that the reference to nag.txt in the Installer's Note (in.html) should instead say nag.key.
The Portfolio Optimization demo (Optimization_demo) is not available with this re-issue.
The February 2018 re-issue of this implementation has been tested with MATLAB version 9.4 (R2018a), version 9.5 (R2018b), version 9.6 (R2019a), version 9.7 (R2019b), version 9.8 (R2020a) and version 9.9 (R2020b) and is considered suitable for use with those versions, with the exception of the following routines:
c06pp / nag_sum_fft_realherm_1d_multi_row c06pq / nag_sum_fft_realherm_1d_multi_col
In our tests, the c06pp and c06pq examples appeared to work on R2020a and R2020b.
Note that the reference to nag.txt in the Installer's Note (in.html) should instead say nag.key.
In R2019b and later, the example program g13ej_example.m fails due to changes in MATLAB. The underlying routine (g13ej / nag_tsa_kalman_unscented_state_revcom) works as expected once the example is fixed in R2019b and R2020a, but not at R2020b.
On some systems, the Travelling Salesman demo (travelling_salesman_demo) does not work.
The Portfolio Optimization demo (Optimization_demo) is not available with this re-issue.