@hackage covariance0.2.0.1

Well-conditioned estimation of large-dimensional covariance matrices

Categories
- Mathematics
License
GPL-3.0-or-later
Maintainer
dominik.schrempf@gmail.com
Links
- Homepage
- Documentation
- No source repository
- Changelog
Versions
- 0.2.0.1 Sun, 10 Jul 2022
- 0.2.0.0 Tue, 22 Mar 2022
- 0.1.0.6 Tue, 22 Feb 2022
- 0.1.0.5 Thu, 16 Sep 2021
- 0.1.0.4 Wed, 15 Sep 2021
- 0.1.0.3 Wed, 15 Sep 2021

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

Installation
In your cabal file:
Dependencies (5)
- base >=4 && <5
- vector
- glasso
- hmatrix
- statistics
Dependents (1)
@hackage/mcmc