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- Replaced the external generalized-eigenvalue dependency with
internal symmetric-definite matrix-pair helpers based on a Cholesky
reduction.
- Removed an obsolete native generalized-eigenvalue wrapper.
- Corrected positive-definite hard-threshold selection and now verify
every returned covariance estimate against the documented eigenvalue
tolerance.
- Corrected Power-Euclidean distances and means for negative powers,
fixed Procrustes size-and-shape distances, and covered scalar and
one-slice inputs.
- Corrected bandwidth selection and matrix construction in the
Banerjee, An, and Lee banded precision estimators.
- Corrected graphical-lasso BIC scoring and return the sparse
positive-definite ADMM estimate.
- Centered covariance diagonality tests, restored the documented Cai
test result field, and added minimum-sample and degenerate-data
checks.
- Sequential cross-validation and BIC selection no longer create
socket workers; parallel paths now clean up workers without changing the
caller’s global foreach backend.
- Fix an error in
CovEst.2010OAS.
- Function list is moved to README file.
- Following functions are added -
CovEst.2003LW,
CovEst.2010OAS, CovEst.2010RBLW.
- Functions for hypothesis tests are separated for clarity.
- Initialize the following documentation:
NEWS for keeping record of updates.README to briefly introduce the method.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.