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We have released an update of SuanShu, the Java math library. http://numericalmethod.com/up/suanshu/
This release has new features and some bug fixes. The highlights are as the following.
basic
* improved performance of optimizers
* added floating license support, sharing licenses among users
* bugfixes
stats
* added LedoitWolf2016, a non-linear shrinkage estimation of covariance matrix
trading
* added MVOptimizerShrankMean
More information can be found in the javadoc: http://www.numericalmethod.com/javadoc/suanshu/
This version is not backward compatible with the previous release.
suanshu-4.0.0.zip can be downloaded from: http://numericalmethod.com/suanshu/
Note: If you have trouble downloading the file, e.g., download interrupted, try to temporarily disable your anti-virus software
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