Fix matrix coersion - Githubissues

PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions

https://philboileau.github.io/cvCovEst/

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Fix matrix coersion #19

Closed PhilBoileau closed 4 years ago

PhilBoileau commented 4 years ago

In this (poorly named) PR:

Removing coop::covar due to strange parallelization issue on Linux machines. Hopefully we can use it again one day.
Prevent users from including a lone estimator as input to cvCovEst if the estimator in questions doesn't have any hyperparameters. While we appreciate you wanting to use our method, it isn't necessary.
Coerce sparse, true covariance matrices to regular matrix objects if and when input to cvCovEst.

PhilBoileau commented 4 years ago

@nhejazi: Just wanted to tag you in this so that you know that there's no need for you to remove coop::covar from the estimators and tests. Hopefully you haven't already begun or completed this task.

nhejazi commented 4 years ago

Thanks for taking care of this @PhilBoileau. I'm going to merge this in the interest of getting back to running simulations.