New version: CovarianceEstimation v0.2.13 #120383
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Nov 29, 2024
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- Registering package: CovarianceEstimation
- Repository: https://github.com/mateuszbaran/CovarianceEstimation.jl
- Created by: @mateuszbaran
- Version: v0.2.13
- Commit: 3bcab66550354b56189f453fb1d1207060ccea31
- Reviewed by: @mateuszbaran
- Reference: mateuszbaran/CovarianceEstimation.jl@3bcab66#commitcomment-149740976
- Description: Lightweight robust covariance estimation in Julia
UUID: 587fd27a-f159-11e8-2dae-1979310e6154 Repo: https://github.com/mateuszbaran/CovarianceEstimation.jl.git Tree: 834e99e29fe618f9076bf0867a068508fbc0b1f8 Registrator tree SHA: 17aec322677d9b81cdd6b9b9236b09a3f1374c6a
* Extend nonlinear shrinkage with lower bound on eigenvalue * add published version
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