SuanShu 4.0.0 is now released

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