dysii is a C++ library for parallel filtering and machine learning within dynamic systems. It provides methods such as the Kalman, unscented Kalman, and particle filters and smoothers, as well as useful classes such as common probability distributions and stochastic processes. License: BSD License (revised) Changes: This version adds a stochastic Runge-Kutta method for stochastic differential equations, as well as density and kernel density (KD) trees for representing probability densities.

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