Mateusz Baran

`SizedArray` would be fine if you accessed the `data` field, for example `0.5 in x.data` instead of `0.5 in x`. I don't really know any other types that would work...

TODO once SSubArray is removed

That looks possible, and I think it should return `HybridArray`. I will try to add it.

When all dynamically sized axes are set to a fixed size (by indexing using `SOneTo` or some `SizedVector` like `SUnitRange`), then views should return `SizedArray`, otherwise a `HybridArray` will be...

Good point, I'm just not sure how to do it right. `LoopVectorization.jl` has quite a bit of related functionality that can use static dimensions of arrays so just multiplying wrapped...

Sure, I'm definitely open to doing some changes. Currently I don't have enough time to work on new features myself but I can do review and maintenance. > * Would...

OK, cool. Returning both is also fine.

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...

Thanks! I can look at your code and give some tips.

Thanks but where did you commit it?