Closed emorice closed 2 years ago
Implemented as originally designed in fda1ad1, but I suspect it's not the correct way to do this and additional re-scaling of the empirical covariance is needed. So still in progress.
Additional rescaling introduced in b0cffce7482e816f24bfc569880288cdd1b218e2
Implemented as originally designed in fda1ad1, but I suspect it's not the correct way to do this and additional re-scaling of the empirical covariance is needed. So still in progress.