covariance: Well-conditioned estimation of large-dimensional covariance matrices

[ gpl, library, math, statistics ] [ Propose Tags ]

Please see the README on GitHub at

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Dependencies base (==4.*), glasso, hmatrix, statistics, vector [details]
License GPL-3.0-or-later
Author Dominik Schrempf
Category Math , Statistics
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Uploaded by dschrempf at 2021-09-16T19:07:19Z
Distributions NixOS:, Stackage:
Downloads 219 total (10 in the last 30 days)
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Status Hackage Matrix CI
Docs available [build log]
Last success reported on 2021-09-16 [all 1 reports]


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