v0.2.12

CovarianceEstimation v0.2.12

Diff since v0.2.11

Merged pull requests:

• Add WoodburyEstimator for high dimensionality (#94) (@timholy)
• Update docs (#95) (@mateuszbaran)

v0.2.11

CovarianceEstimation v0.2.11

Diff since v0.2.10

Merged pull requests:

• Guard against coordinates with no variance (#93) (@timholy)

v0.2.10

CovarianceEstimation v0.2.10

Diff since v0.2.9

Merged pull requests:

• Bump actions/checkout from 3 to 4 (#88) (@dependabot[bot])
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#89) (@github-actions[bot])
• Add support for weights (#91) (@timholy)
• Update link for Schäfer & Strimmer (#92) (@timholy)

v0.2.9

CovarianceEstimation v0.2.9

Diff since v0.2.8

Closed issues:

• Single precision support? (#82)

Merged pull requests:

• StatsBase 0.34 compat (#85) (@mateuszbaran)

v0.2.8

CovarianceEstimation v0.2.8

Diff since v0.2.7

Merged pull requests:

• AbstractFloat support (#84) (@biona001)

v0.2.7

CovarianceEstimation v0.2.7

Diff since v0.2.6

Closed issues:

• Biweight midcovariance as a CovarianceEstimator (#80)

Merged pull requests:

• Add biweight midcovariance (#81) (@tpgillam)

v0.2.6

CovarianceEstimation v0.2.6

Diff since v0.2.5

Closed issues:

• UndefVarError: epanechnikov_HT2 not defined (#77)

Merged pull requests:

• change CompatHelper key (#75) (@mateuszbaran)
• CompatHelper key (#76) (@mateuszbaran)
• Add back epanechnikov_HT2 (#78) (@SebRollen)

v0.2.5

CovarianceEstimation v0.2.5

Diff since v0.2.4

Merged pull requests:

• Minor performance improvements (#73) (@mzgubic)
• Release 0.2.5 (#74) (@oxinabox)

v0.2.4

CovarianceEstimation v0.2.4

Diff since v0.2.3

Closed issues:

• Should we return Symmetric matrices? (#63)
• Trouble in getting covariance matrices for complex data (#65)

Merged pull requests:

• fix for #63 (#64) (@tlienart)
• Install TagBot as a GitHub Action (#66) (@JuliaTagBot)
• Eliminate some allocations via replacing [:] with the nonallocating vec (#69) (@oxinabox)
• use fused broadcasting in core linshrink operation (#70) (@oxinabox)
• Reduce allocations in analytical_nonlinear_shrinkage (#71) (@oxinabox)
• CI updates (#72) (@mateuszbaran)

v0.2.3

v0.2.3 (2019-07-10)

Diff since v0.2.2