cabal-version: 3.0 name: covariance version: 0.2.0.1 synopsis: Well-conditioned estimation of large-dimensional covariance matrices -- A longer description of the package. description: Please see the README on GitHub at homepage: https://github.com/dschrempf/covariance -- A URL where users can report bugs. -- bug-reports: license: GPL-3.0-or-later license-file: LICENSE author: Dominik Schrempf maintainer: dominik.schrempf@gmail.com -- A copyright notice. -- copyright: category: Math , Statistics extra-source-files: CHANGELOG.md library exposed-modules: Statistics.Covariance other-modules: Statistics.Covariance.GraphicalLasso Statistics.Covariance.Internal.Tools Statistics.Covariance.LedoitWolf Statistics.Covariance.OracleApproximatingShrinkage Statistics.Covariance.RaoBlackwellLedoitWolf Statistics.Covariance.Types ghc-options: -Wall -Wunused-packages build-depends: base == 4.* , glasso , hmatrix , statistics , vector hs-source-dirs: src default-language: Haskell2010 test-suite covariance-test default-language: Haskell2010 type: exitcode-stdio-1.0 hs-source-dirs: test main-is: Test.hs ghc-options: -Wall -Wunused-packages build-depends: base == 4.* , covariance , hmatrix , tasty , tasty-hunit