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It would be good to specify in the code the type of covariance estimator used by the Normality class.
Further in the future it would be good to add the capability to switch types of covariance estimator to the Normality reconciliator with a covariance_type input.
The text was updated successfully, but these errors were encountered:
This could be a worthwile addition, also for MinT-shrink, where we could have users choose the shrunk covariance estimator, e.g. based on Sklearn's covariance estimators.
It would be good to specify in the code the type of covariance estimator used by the
Normality
class.Further in the future it would be good to add the capability to switch types of covariance estimator to the
Normality
reconciliator with acovariance_type
input.The text was updated successfully, but these errors were encountered: