Mateusz Baran

Merging `Simple` and `Corrected` into one estimator is a good idea. I'm even thinking now that we could extend it with weights and mean and use `cov` from StatsBase.jl. The...

Actually, DiffEq uses a ton of empty structs: https://github.com/JuliaDiffEq/OrdinaryDiffEq.jl/blob/master/src/algorithms.jl . It's primarily for polymorphic dispatch. In my proposal you can easily add a new target/shrinkage estimation method by adding a...

Great! Apart from #18 I'm going to work on nonlinear Ledoit-Wolf estimator soon so we'll see how this API works in practice. You are right, this is a minor performance...

Thank you for a very detailed explanation! I will look into removing those uses of `@pure`.

I will try to go slowly with removal of `@pure`. I've removed the first batch in #1253 . I don't know `@isdefined` well enough to know if the change proposed...

I keep forgetting how to trigger the case where `@isdefined` is needed but Julia itself uses the same pattern in a few places, for example here: https://github.com/JuliaLang/julia/blob/25c8128d079a48d2e964d47dd9d5e39a7d3641d6/base/refpointer.jl#L95

As far as I can tell indices used in broadcasting over a `FieldVector` are not constant-propagated to `setfield!` somehow. We can fix that by passing the index in type of...

> @mateuszbaran thanks for investigating. Did you have a more minimal piece of code you were looking at in coming to the conclusion about `setfield!`? I've inspected the code generated...

Hi! Thanks for the code :+1: . I'll try to find some time this weekend to integrate it with the rest of the library.

I've started updating your code to our style. How do you interpret these mean distances expressed in dB? Is there a threshold for considering these values "good enough"?