covariance: Well-conditioned estimation of large-dimensional covariance matrices
Please see the README on GitHub at https://github.com/dschrempf/covariance#readme
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- covariance-0.1.0.4.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)
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For package maintainers and hackage trustees
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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 (>=4.14.3.0 && <4.15), 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 2021-09-15T07:59:29Z |
| Distributions | LTSHaskell:0.2.0.1, NixOS:0.2.0.1, Stackage:0.2.0.1 |
| Reverse Dependencies | 1 direct, 0 indirect [details] |
| Downloads | 911 total (35 in the last 30 days) |
| Rating | (no votes yet) [estimated by Bayesian average] |
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| Status | Docs not available [build log] All reported builds failed as of 2021-09-15 [all 2 reports] |