@hackage / covariance

Well-conditioned estimation of large-dimensional covariance matrices

Latest0.2.0.1

About

Metadata

  • Last updated , by dschrempf
  • License GPL-3.0-or-later
  • Categories Mathematics
  • Maintained by: dominik.schrempf@gmail.com

  • Lottery factor: 0

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Installation

Readme

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