Ecosyste.ms: Issues

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GitHub / mateuszbaran/CovarianceEstimation.jl issues and pull requests

#95 - Update docs

Pull Request - State: closed - Opened by mateuszbaran 9 months ago
Labels: docs

#94 - Add `WoodburyEstimator` for high dimensionality

Pull Request - State: open - Opened by timholy 10 months ago - 3 comments

#93 - Guard against coordinates with no variance

Pull Request - State: closed - Opened by timholy 10 months ago - 2 comments

#92 - Update link for Schäfer & Strimmer

Pull Request - State: closed - Opened by timholy 10 months ago - 1 comment

#91 - Add support for weights

Pull Request - State: closed - Opened by timholy 10 months ago - 2 comments

#90 - Possible changes and extensions

Issue - State: open - Opened by timholy 11 months ago - 3 comments
Labels: enhancement

#88 - Bump actions/checkout from 3 to 4

Pull Request - State: closed - Opened by dependabot[bot] about 1 year ago
Labels: dependencies

#87 - Bump actions/checkout from 2 to 3

Pull Request - State: closed - Opened by dependabot[bot] over 1 year ago
Labels: dependencies

#86 - Bump codecov/codecov-action from 1 to 3

Pull Request - State: closed - Opened by dependabot[bot] over 1 year ago
Labels: dependencies

#85 - StatsBase 0.34 compat

Pull Request - State: closed - Opened by mateuszbaran over 1 year ago

#84 - AbstractFloat support

Pull Request - State: closed - Opened by biona001 about 2 years ago - 10 comments

#83 - [draft] start of fix for #82

Pull Request - State: closed - Opened by tlienart about 2 years ago - 1 comment

#82 - Single precision support?

Issue - State: closed - Opened by biona001 about 2 years ago - 2 comments

#81 - Add biweight midcovariance

Pull Request - State: closed - Opened by tpgillam almost 3 years ago - 8 comments

#80 - Biweight midcovariance as a CovarianceEstimator

Issue - State: closed - Opened by tpgillam almost 3 years ago - 3 comments

#79 - TagBot trigger issue

Issue - State: closed - Opened by JuliaTagBot over 3 years ago - 7 comments

#78 - Add back epanechnikov_HT2

Pull Request - State: closed - Opened by SebRollen over 3 years ago - 2 comments

#77 - UndefVarError: epanechnikov_HT2 not defined

Issue - State: closed - Opened by SebRollen over 3 years ago - 1 comment

#76 - CompatHelper key

Pull Request - State: closed - Opened by mateuszbaran about 4 years ago

#75 - change CompatHelper key

Pull Request - State: closed - Opened by mateuszbaran about 4 years ago

#74 - Release 0.2.5

Pull Request - State: closed - Opened by oxinabox about 4 years ago - 1 comment

#73 - Minor performance improvements

Pull Request - State: closed - Opened by mzgubic about 4 years ago - 1 comment

#72 - CI updates

Pull Request - State: closed - Opened by mateuszbaran about 4 years ago

#71 - Reduce allocations in analytical_nonlinear_shrinkage

Pull Request - State: closed - Opened by oxinabox about 4 years ago - 1 comment

#70 - use fused broadcasting in core linshrink operation

Pull Request - State: closed - Opened by oxinabox about 4 years ago

#69 - Eliminate some allocations via replacing [:] with the nonallocating vec

Pull Request - State: closed - Opened by oxinabox about 4 years ago - 3 comments

#68 - Uploaded mEstimators.jl

Pull Request - State: open - Opened by Marco-Congedo over 4 years ago - 20 comments

#67 - M-estimators

Issue - State: open - Opened by Marco-Congedo over 4 years ago - 11 comments

#66 - Install TagBot as a GitHub Action

Pull Request - State: closed - Opened by JuliaTagBot over 4 years ago - 1 comment

#65 - Trouble in getting covariance matrices for complex data

Issue - State: closed - Opened by Marco-Congedo over 4 years ago - 2 comments

#64 - fix for #63

Pull Request - State: closed - Opened by tlienart about 5 years ago - 3 comments

#63 - Should we return `Symmetric` matrices?

Issue - State: closed - Opened by nickrobinson251 about 5 years ago - 4 comments
Labels: enhancement

#62 - Use `Base.abs2` instead of defining `square`

Pull Request - State: closed - Opened by nickrobinson251 over 5 years ago - 1 comment

#61 - Improve error messages

Pull Request - State: closed - Opened by nickrobinson251 over 5 years ago - 4 comments

#60 - Package registration

Issue - State: closed - Opened by mateuszbaran over 5 years ago - 7 comments

#59 - updated testing on Julia 1.1 and version number

Pull Request - State: closed - Opened by mateuszbaran over 5 years ago - 1 comment

#58 - fixed linearshinkage with dims=2 and vector mean

Pull Request - State: closed - Opened by mateuszbaran over 5 years ago - 1 comment

#57 - Compatibility with abstract covariance estimation from StatsBase.jl

Pull Request - State: closed - Opened by mateuszbaran over 5 years ago - 2 comments

#56 - Making covariance estimators the first argument of cov.

Pull Request - State: closed - Opened by mateuszbaran over 5 years ago

#55 - closes #53

Pull Request - State: closed - Opened by tlienart over 5 years ago

#54 - removing spurious Estimator + name fixing in matlab ref files

Pull Request - State: closed - Opened by tlienart over 5 years ago

#53 - Use `copy` also for transpose(X)

Issue - State: closed - Opened by tlienart over 5 years ago

#52 - Dealing with missing values

Issue - State: open - Opened by tlienart over 5 years ago - 4 comments
Labels: enhancement

#51 - [Linshrink] check correctness (more matlab files)

Issue - State: open - Opened by tlienart over 5 years ago

#50 - Add list of references in docs

Issue - State: open - Opened by tlienart over 5 years ago
Labels: docs

#49 - Simple -> SimpleEstimator

Issue - State: closed - Opened by tlienart over 5 years ago - 3 comments
Labels: api

#48 - Adding capacity for `center`

Pull Request - State: closed - Opened by tlienart over 5 years ago - 2 comments

#47 - is StatsBase necessary?

Issue - State: closed - Opened by tlienart over 5 years ago - 3 comments

#46 - fixing nonlinear shrinkage + docs and benchmark results

Pull Request - State: closed - Opened by tlienart over 5 years ago - 2 comments

#45 - unrolling sums and removing allocations, closes #40

Pull Request - State: closed - Opened by tlienart over 5 years ago - 1 comment

#44 - Preparations for deployment of docs

Pull Request - State: closed - Opened by mateuszbaran almost 6 years ago - 1 comment

#43 - Docs update

Pull Request - State: closed - Opened by tlienart almost 6 years ago

#42 - [API] placement of `corrected` keyword

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#41 - MSE benchmark of estimators

Issue - State: closed - Opened by tlienart almost 6 years ago - 4 comments
Labels: experiments

#40 - [linear shrinkage] simplify sumij2(S̄ - F̄) for target A, B, C

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment
Labels: enhancement, can close

#39 - Adding `ss` capacity + tests (and adding external benchmarks)

Pull Request - State: closed - Opened by tlienart almost 6 years ago

#38 - Numerical issues with NLshrink

Issue - State: closed - Opened by tlienart almost 6 years ago - 5 comments
Labels: bug, can close

#37 - [nonlinear shrinkage] add corrected keyword

Issue - State: closed - Opened by tlienart almost 6 years ago - 2 comments
Labels: enhancement, can close

#36 - Support for weights from StatsBase.jl in simple estimators (see #10 f…

Pull Request - State: closed - Opened by mateuszbaran almost 6 years ago - 2 comments

#35 - [LinearShrinkage - docs] add time space complexity to docstrings

Issue - State: open - Opened by tlienart almost 6 years ago
Labels: docs

#34 - performance improvements for linearshrinkage

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 4 comments

#33 - [API] add iscentered keyword in cov

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment
Labels: api

#32 - Allow kwargs in LinearShrinkageEstimator

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 2 comments

#31 - Variance shrinkage

Issue - State: open - Opened by tlienart almost 6 years ago - 3 comments
Labels: api

#30 - LinearShrinkage improvements

Issue - State: closed - Opened by tlienart almost 6 years ago - 3 comments
Labels: can close

#29 - Complex conjugate

Issue - State: open - Opened by tlienart almost 6 years ago - 1 comment
Labels: api

#28 - Docs

Issue - State: closed - Opened by tlienart almost 6 years ago - 3 comments
Labels: docs

#27 - matching reference implementation of corpcor

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 4 comments

#26 - linshrinkage cleanup / improvements

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#25 - suggestions of modifications for nonlinear shrinkage

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 4 comments

#24 - bug fix for #23

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 2 comments

#23 - [bug] centercols! fails if given Ints

Issue - State: closed - Opened by tlienart almost 6 years ago

#22 - [tests] error thrown if dimensions don't match

Issue - State: closed - Opened by tlienart almost 6 years ago - 2 comments
Labels: tests

#21 - Update repo description

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#20 - Fix readme given API changes

Issue - State: closed - Opened by tlienart almost 6 years ago

#19 - [linshrinkage] Test target D vs R package corpcov

Issue - State: closed - Opened by tlienart almost 6 years ago - 5 comments
Labels: can close

#18 - Implementation of methods with API modifications

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 6 comments

#17 - API discussion

Issue - State: open - Opened by tlienart almost 6 years ago - 8 comments
Labels: api

#16 - improving the readme a bit

Pull Request - State: closed - Opened by tlienart almost 6 years ago

#15 - Fixes for LedoitWolf with reference implementation

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 11 comments

#14 - Numerical test for LedoitWolf

Issue - State: closed - Opened by tlienart almost 6 years ago - 5 comments
Labels: can close

#13 - fixes for chen/ledoitwolf

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 4 comments

#12 - Issue in LW optimal shrinkage

Issue - State: closed - Opened by tlienart almost 6 years ago - 6 comments
Labels: can close

#11 - LedoitWolfCovariance

Issue - State: closed - Opened by rofinn almost 6 years ago

#10 - Supporting passing in weights

Issue - State: open - Opened by rofinn almost 6 years ago - 9 comments
Labels: enhancement, api

#9 - API doubling

Issue - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#8 - Other covariance estimators

Issue - State: open - Opened by tlienart almost 6 years ago - 2 comments
Labels: enhancement

#7 - Naming of estimators

Issue - State: closed - Opened by tlienart almost 6 years ago - 6 comments

#6 - Relation with CovarianceMatrices.jl

Issue - State: open - Opened by tlienart almost 6 years ago - 1 comment

#5 - adding codecoverage

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 2 comments

#4 - minor changes

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#3 - Minor changes

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 1 comment

#2 - Speedup by storing the computation of the square root of C[i,i]/C[j,j]

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 3 comments

#1 - adding random seed

Pull Request - State: closed - Opened by tlienart almost 6 years ago - 1 comment