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

This is a package candidate release! Here you can preview how this package release will appear once published to the main package index (which can be accomplished via the 'maintain' link below). Please note that once a package has been published to the main package index it cannot be undone! Please consult the package uploading documentation for more information.

[maintain] [Publish]

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

Properties

Versions 0.1.0.0, 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, 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 2021-09-14T11:55:55Z

Modules

Downloads

Maintainer's Corner

For package maintainers and hackage trustees