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

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

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Dependencies base (>=4 && <5), 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 2022-02-22T15:04:53Z
Distributions LTSHaskell:, NixOS:, Stackage:
Reverse Dependencies 1 direct, 0 indirect [details]
Downloads 909 total (43 in the last 30 days)
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Status Docs available [build log]
Last success reported on 2022-02-22 [all 1 reports]