covariance 0.1.0.5 → 0.1.0.6

raw patch · 6 files changed

+14/−9 lines, 6 filesPVP ok

version bump matches the API change (PVP)

API changes (from Hackage documentation)

Files

CHANGELOG.md +5/−0
LICENSE +1/−1
covariance.cabal +2/−2
src/Statistics/Covariance/GraphicalLasso.hs +2/−2
src/Statistics/Covariance/Internal/Tools.hs +3/−3
src/Statistics/Covariance/OracleApproximatingShrinkage.hs +1/−1

CHANGELOG.md view

@@ -5,6 +5,11 @@ ## Unreleased changes  +## 0.1.0.5++-   Tooling updates.++ ## 0.1.0.4  -   Graphical lasso (for now only re-export from `glasso` library).

LICENSE view

@@ -652,7 +652,7 @@   If the program does terminal interaction, make it output a short notice like this when it starts in an interactive mode: -    <program>  Copyright (C) <year>  <name of author>+    <program>  Copyright (C) 2021  Dominik Schrempf     This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.     This is free software, and you are welcome to redistribute it     under certain conditions; type `show c' for details.

covariance.cabal view

@@ -1,6 +1,6 @@-cabal-version:      2.4+cabal-version:      3.0 name:               covariance-version:            0.1.0.5+version:            0.1.0.6 synopsis:     Well-conditioned estimation of large-dimensional covariance matrices

src/Statistics/Covariance/GraphicalLasso.hs view

@@ -53,8 +53,8 @@   | n < 2 = Left "graphicalLasso: Need more than one sample."   | p < 1 = Left "graphicalLasso: Need at least one parameter."   | otherwise =-    Right $-      bimap convert convert $ glasso p (L.flatten $ L.unSym sigma) l+      Right $+        bimap convert convert $ glasso p (L.flatten $ L.unSym sigma) l   where     n = L.rows xs     p = L.cols xs

src/Statistics/Covariance/Internal/Tools.hs view

@@ -47,9 +47,9 @@   | mu < 0.0 = error "shrinkWith: Bug! Scaling factor of identity matrix is negative."   | rho == 1.0 = L.trustSym $ L.scale mu (L.unSym im)   | otherwise =-    L.trustSym $-      L.scale (1.0 - rho) (L.unSym sigma)-        + L.scale (rho * mu) (L.unSym im)+      L.trustSym $+        L.scale (1.0 - rho) (L.unSym sigma)+          + L.scale (rho * mu) (L.unSym im)  -- Trace of a matrix. trace :: L.Matrix Double -> Double

src/Statistics/Covariance/OracleApproximatingShrinkage.hs view

@@ -55,7 +55,7 @@     n' = fromIntegral n     p' = fromIntegral p     rhoNominator = tr2S - recip p' * trS2-    rhoDenominator = (n' - 1 / p') * ( trS2 - recip p' * tr2S)+    rhoDenominator = (n' - 1 / p') * (trS2 - recip p' * tr2S)     rho' = rhoNominator / rhoDenominator     rho = min rho' 1.0     -- Scaling factor of the identity matrix (Equation 3).