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Relation with CovarianceMatrices.jl

Open tlienart opened this issue 7 years ago • 1 comments

As discussed on Slack it would be nice to also consider CovarianceMatrices.jl and see whether we try to

  • merge what we can here with the argument that the API may be simpler and more general
  • have the two stand independently but then clarify in respective readme what the goal of each package is?

@mateuszbaran @gragusa

tlienart avatar Nov 28 '18 01:11 tlienart

I think these two packages have somewhat different goals. First of all, I would like to keep CovarianceEstimation.jl with few dependencies. Some parts of CovarianceMatrices.jl could likely be moved here but we should make CovarianceEstimation.jl more mature first.

mateuszbaran avatar Nov 28 '18 10:11 mateuszbaran