What's new for the IMSL .NET Numerical Library 6.5.2

New features and capabilities in the IMSL .NET Numerical Library 6.5.2 Include:

Updated supported environments

What's new for the IMSL .NET Numerical Library 6.5

New features and capabilities in the IMSL .NET Numerical Library 6.5 Include:

Performance and productivity enhancements for Microsoft development environments

Solutions to generalized Feynman-Kac PDE and Black-Scholes problems

Auto_ARIMA

Survival Analysis functions

Many other new functions, including:

  • Na├»ve Bayes classification algorithm
  • Random Copula methods and distributions
  • Two new linear least-squares optimization classes
  • Kochanek-Bartels Cubic Splines
  • Logistic and Pareto CDFs and PDFs
  • Several non-central CDF and PDF distributions
  • Treemap chart type

Enhancements to many existing algorithms, including:

  • Improved algorithm for finding zeros of a function
  • Faster normal random number generation
  • Additional 2D tensor-product spline algorithm
  • Additional ODE algorithm for stiff initial-value problems

New treemap chart type