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().
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 usecor2cov()
on the estimate output bycvCovEst()
.