covariance 0.1.0.0 → 0.1.0.1

raw patch · 4 files changed

+8/−6 lines, 4 files

Files

• CHANGELOG.md +5/−0
• covariance.cabal +1/−1
• src/Statistics/Covariance/OracleApproximatingShrinkage.hs +1/−2
• test/Test.hs +1/−3

@@ -5,6 +5,11 @@ ## Unreleased changes  +## 0.1.0.1++-   Fix tests, remove debug output.++ ## 0.1.0.0  -   Shrinkage based estimators.

@@ -1,6 +1,6 @@ cabal-version:      2.4 name:               covariance-version:            0.1.0.0+version:            0.1.0.1 synopsis:     Well-conditioned estimation of large-dimensional covariance matrices 

@@ -14,7 +14,6 @@   ) where -import Debug.Trace hiding (trace) import qualified Numeric.LinearAlgebra as L import Statistics.Covariance.Internal.Tools @@ -57,7 +56,7 @@     p' = fromIntegral p     rhoNominator = tr2S - recip p' * trS2     rhoDenominator = (n' - 1 / p') * ( trS2 - recip p' * tr2S)-    rho' = traceShowId $ rhoNominator / rhoDenominator+    rho' = rhoNominator / rhoDenominator     rho = min rho' 1.0     -- Scaling factor of the identity matrix (Equation 3).     mu = trS / p'

@@ -16,9 +16,7 @@  import Data.Either import qualified Numeric.LinearAlgebra as L-import Statistics.Covariance.LedoitWolf-import Statistics.Covariance.OracleApproximatingShrinkage-import Statistics.Covariance.RaoBlackwellLedoitWolf+import Statistics.Covariance import Test.Tasty import Test.Tasty.HUnit