SuanShu vesion 1.3.1 has been released.

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    We have released an update of SuanShu, the Java numerical and statistical library.

    This release has many changes and bug fixes. The highlights are as the following.

      • cointegration using Johansen’s method


      • hidden Markov model (Rabiner)


      • Kalman filter


      • multivariate Gaussian and multinomial random vector generation


      • added heteroskedasticity tests: Glejser, Harvey-Godfrey


      • ARIMAX model


      • major refactoring in the linear algebra package


      • support parallel computation


    • numerous other new features, bug fixes and changes

    This version is not backward compatible with all previous releases.

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