News

Version 0.1.2

• Add official logo
• Change the way the true covariance is constructed for Monte Carlo

Version 0.1.1

• Extended documentation and public C API.

Version 0.1.0

• First functional version of the package with efficient C implementations of LW Linear, LW Analytical, OAS and DEAL shrinkage methods. Exposed via the CovarianceEstimator and LinearDiscriminantAnalysis classes.