Releases: gragusa/CovarianceMatrices.jl
Releases · gragusa/CovarianceMatrices.jl
v0.5.0
v0.4.0
v0.3.1
v0.3.0
v0.2.2
v0.2.1: Merge pull request #13 from gragusa/improv
News:
- Add Optimal Bandwidth following Newey and West (1994)
- New API which allows using different automatic bandwidth strategies (Andrews and NeweyWest)
- Improve test coverage
- Better documentation of features