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

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

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  • Statistics
    • Statistics.Covariance


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Dependencies base (>= && <4.15), hmatrix, vector [details]
License GPL-3.0-or-later
Author Dominik Schrempf
Category Math , Statistics
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Uploaded by dschrempf at 2021-09-14T11:56:30Z
Distributions LTSHaskell:, NixOS:, Stackage:
Reverse Dependencies 1 direct, 0 indirect [details]
Downloads 1006 total (24 in the last 30 days)
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Status Docs not available [build log]
All reported builds failed as of 2021-09-14 [all 2 reports]