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

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Versions [RSS] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.0.4, 0.1.0.5, 0.1.0.6, 0.2.0.0, 0.2.0.1
Change log CHANGELOG.md
Dependencies base (>=4 && <5), glasso, 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 2022-07-10T08:36:13Z
Distributions LTSHaskell:0.2.0.1, NixOS:0.2.0.1, Stackage:0.2.0.1
Reverse Dependencies 1 direct, 0 indirect [details]
Downloads 890 total (30 in the last 30 days)
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Status Docs available [build log]
Last success reported on 2022-07-10 [all 1 reports]