covariance 0.1.0.2 → 0.1.0.3

raw patch · 4 files changed

+11/−2 lines, 4 files

Files

CHANGELOG.md +5/−0
covariance.cabal +1/−1
src/Statistics/Covariance.hs +4/−0
test/Test.hs +1/−1

CHANGELOG.md view

@@ -5,6 +5,11 @@ ## Unreleased changes  +## 0.1.0.3++-   Fix tests and docs.++ ## 0.1.0.2  -   `scale`, `rescaleWith` functions.

covariance.cabal view

@@ -1,6 +1,6 @@ cabal-version:      2.4 name:               covariance-version:            0.1.0.2+version:            0.1.0.3 synopsis:     Well-conditioned estimation of large-dimensional covariance matrices

src/Statistics/Covariance.hs view

@@ -21,6 +21,9 @@     module Statistics.Covariance.RaoBlackwellLedoitWolf,     module Statistics.Covariance.OracleApproximatingShrinkage, +    -- * Misc+    DoCenter (..),+     -- * Helper functions     scale,     rescaleWith,@@ -33,6 +36,7 @@ import Statistics.Covariance.LedoitWolf import Statistics.Covariance.OracleApproximatingShrinkage import Statistics.Covariance.RaoBlackwellLedoitWolf+import Statistics.Covariance.Types import qualified Statistics.Sample as S  -- | Empirical or sample covariance.

test/Test.hs view

@@ -44,7 +44,7 @@  estimators :: [Estimator] estimators =-  [ (ledoitWolf, "ledoitWolf"),+  [ (ledoitWolf DoCenter, "ledoitWolf"),     (raoBlackwellLedoitWolf, "raoBlackwellLedoitWolf"),     (oracleApproximatingShrinkage, "oracleApproximatingShrinkage")   ]