covariance-0.2.0.0: covariance.cabal
cabal-version: 3.0
name: covariance
version: 0.2.0.0
synopsis:
Well-conditioned estimation of large-dimensional covariance matrices
-- A longer description of the package.
description: Please see the README on GitHub at <https://github.com/dschrempf/covariance#readme>
homepage: https://github.com/dschrempf/covariance
-- A URL where users can report bugs.
-- bug-reports:
license: GPL-3.0-or-later
license-file: LICENSE
author: Dominik Schrempf
maintainer: dominik.schrempf@gmail.com
-- A copyright notice.
-- copyright:
category:
Math
, Statistics
extra-source-files: CHANGELOG.md
library
exposed-modules:
Statistics.Covariance
other-modules:
Statistics.Covariance.GraphicalLasso
Statistics.Covariance.Internal.Tools
Statistics.Covariance.LedoitWolf
Statistics.Covariance.OracleApproximatingShrinkage
Statistics.Covariance.RaoBlackwellLedoitWolf
Statistics.Covariance.Types
ghc-options: -Wall -Wunused-packages
build-depends: base == 4.*
, glasso
, hmatrix
, statistics
, vector
hs-source-dirs: src
default-language: Haskell2010
test-suite covariance-test
default-language: Haskell2010
type: exitcode-stdio-1.0
hs-source-dirs: test
main-is: Test.hs
ghc-options: -Wall -Wunused-packages
build-depends: base == 4.*
, covariance
, hmatrix
, tasty
, tasty-hunit