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

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

Please see the README on GitHub at https://github.com/dschrempf/covariance#readme

Versions [RSS] [faq] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.0.4, 0.1.0.5
Change log CHANGELOG.md
Dependencies base (>=4.14.3.0 && <4.15), hmatrix, statistics, vector [details]
License GPL-3.0-or-later
Author Dominik Schrempf
Maintainer dominik.schrempf@gmail.com
Category Math , Statistics
Home page https://github.com/dschrempf/covariance
Uploaded by dschrempf at 2021-09-15T07:14:40Z
Distributions Stackage:0.1.0.5
Downloads 206 total (206 in the last 30 days)
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Status Hackage Matrix CI
Docs not available [build log]
All reported builds failed as of 2021-09-15 [all 2 reports]

Modules

  • Statistics
    • Statistics.Covariance

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