Feauture request - Tcorex covariance matrix

[andrewczgithub]

Hi All!

love the libray so far.

I was wondering if I could request a feature request of adding the calculation of the covariance matrix by this method below.

https://github.com/hrayrhar/T-CorEx

It does seem difficult in its current format and this api is so much easier to use.

Kind regards, Andrew

[clonker]

Hi Andrew,

currently our focus is elsewhere as this package is still in its early stages. You are more than welcome to contribute it yourself, otherwise it is probably going to take some time until this method is included. We appreciate the positive feedback!

Best, Moritz.

[clonker]

Closing due to inactivity, feel free to reopen otherwise