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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 448 | Statistics | feature | have not tried | 2012-02-10 11:51 | 2018-01-02 17:22 |
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| Reporter: | SergeyB | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | normal | OS Version: | |||
| Status: | assigned | Product Version: | |||
| Product Build: | Resolution: | open | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | |||
| Programming language: | Unspecified | ||||
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| Summary: | 0000448: Sample covariation improvements | ||||
| Description: |
1. N and N-1 forms of the finite sample covariation (correlation is not needed). We can add one more parameter with default value (to have backward compatibility). 2. POSSIBLE: shrinkage estimation, see http://en.wikipedia.org/wiki/Estimation_of_covariance_matrices#Shrinkage_estimation and http://cran.r-project.org/web/packages/corpcor/index.html |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2012-02-10 11:51 | SergeyB | New Issue | |||
| 2012-02-10 11:51 | SergeyB | Programming language | => Unspecified | ||
| 2012-02-10 11:53 | SergeyB | Description Updated | |||
| 2012-02-15 10:22 | SergeyB | Target Version | 3.6.0 => Near future | ||
| 2018-01-02 17:18 | SergeyB | Target Version | Near future => Next 'Data mining' release | ||
| 2018-01-02 17:22 | SergeyB | Status | new => assigned | ||
| 2018-01-02 17:22 | SergeyB | Assigned To | => SergeyB | ||
| There are no notes attached to this issue. |