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Added ShrunkCovariance#309

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Merged

josevalim merged 12 commits intoelixir-nx:mainelixir-nx/scholar:mainfrom norm4nn:shrunk_covariancenorm4nn/scholar:shrunk_covarianceCopy head branch name to clipboardNov 19, 2024

+315-41

Commits

Commits on Nov 2, 2024

• added working shrunk covariance

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Commits on Nov 8, 2024

• Merge branch 'shrunk_cov' of https://github.com/norm4nn/scholar

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• added utilites for covariance, added tests for shrunk covariance

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• Added docs

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• Added docs

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• added '?' sign to assume_centered option

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Commits on Nov 11, 2024

• Update lib/scholar/covariance/shrunk_covariance.ex

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• Update lib/scholar/covariance/shrunk_covariance.ex

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Commits on Nov 12, 2024

• Update lib/scholar/covariance/shrunk_covariance.ex

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• Update lib/scholar/covariance/utils.ex

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  krstopro

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Commits on Nov 19, 2024

• reverted to empirical_covariance

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• mix format

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