SuanShu 4.1.0 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 * performance improvements * more methods for assigning ranks to ties in Rank (average, first, last, random, max, min)

optimization * allow retrieving the root from PortfolioRiskExactSigma * allow SQP to take in a user-defined gradient function

stats * added NonlinearShrinkageEstimator and LedoitWolf2016 for computing non-linear shrunk covariance

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-4.1.0.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