cabal-version:      2.4
name:               covariance
version:            0.1.0.0
synopsis:
    Well-conditioned estimation of large-dimensional covariance matrices

-- A longer description of the package.
description:        Please see the README on GitHub at <https://github.com/dschrempf/covariance#readme>
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.LedoitWolf
      Statistics.Covariance.RaoBlackwellLedoitWolf
      Statistics.Covariance.OracleApproximatingShrinkage
      Statistics.Covariance.Internal.Tools
    ghc-options: -Wall -Wunused-packages
    build-depends:    base ^>=4.14.3.0
                    , hmatrix
                    , 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 ^>=4.14.3.0
                    , covariance
                    , hmatrix
                    , tasty
                    , tasty-hunit