Recommender Systems (RS) provide a relevant tool to mitigate the information overload problem. A large number of researchers have published hundreds of papers to improve different RS features. It is advisable to use RS frameworks that simplify RS researchers: a) to design and implement recommendations methods and, b) to speed up the execution time of the experiments. In this paper, we present CF4J, a Java library designed to carry out Collaborative Filtering based RS research experiments. CF4J has been designed from researchers to researchers. It allows: a) RS datasets reading, b) full and easy access to data and intermediate or final results, c) to extend their main functionalities, d) to concurrently execute the implemented methods, and e) to provide a thorough evaluation for the implementations by quality measures. In summary, CF4J serves as a library specifically designed for the research trial and error process.