Revision history for covariance

Unreleased changes

0.2.0.1

• Compilation and tooling with GHC 9.2.3.

0.2.0.0

• Rename rescaleWith to rescaleSWith to indicate the rescaling of covariance matrices.
• Add rescalePWith to rescale precision matrices.

0.1.0.5

• Tooling updates.

0.1.0.4

• Graphical lasso (for now only re-export from glasso library).

0.1.0.3

• Fix tests and docs.

0.1.0.2

• scale, rescaleWith functions.
• Avoid duplicate centering.

0.1.0.1

• Fix tests, remove debug output.

0.1.0.0

• Shrinkage based estimators.