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Covariance regularization#321

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alexkjames merged 13 commits intoDevelopmentLinkedEarth/Pyleoclim_util:Developmentfrom covariance_regularizationLinkedEarth/Pyleoclim_util:covariance_regularizationCopy head branch name to clipboardFeb 11, 2023

+153-23

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Commits on Feb 7, 2023

• implemented Rao-Blackwellized Ledoit-Wolf estimator for SSA

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Commits on Feb 8, 2023

• bug fix and CI

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• updated CI test

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• Update test_core_Series.py

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• Update environment.yml

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• relaxing covar version number

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Commits on Feb 9, 2023

• add cython to setup.py

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• add cov_shrink_rblw to correlation utils

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• remove covar from ssa and use correlation utils instead

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• remove covar and cython from setup.py

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• remove covar from environment.yml

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Commits on Feb 10, 2023

• add robert mcgibbon to contributors

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Commits on Feb 11, 2023

• cov_shrink_rblw docstring update

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