PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions
https://philboileau.github.io/cvCovEst/
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Update centering API #70

Closed PhilBoileau closed 1 year ago

PhilBoileau commented 1 year ago

Addressing #69. Users can now reliably estimate covariance matrices using the standalone covariance matrix estimator functions. Also, users can no longer specify whether to center or scale the data in cvCovEst(); this is now done automatically to avoid unexpected results. Users wishing to produce correlation matrix estimates must instead use cor2cov() on the estimate output by cvCovEst().