RegularizedCovarianceMatrices

Installation

using Pkg
Pkg.add("RegularizedCovarianceMatrices")

Citing

If you find RegularizedCovarianceMatrices useful in your work, we kindly request that you cite the following paper (preprint):

@article{sampaio2023regularization,
  title={Regularization and Global Optimization in Model-Based Clustering},
  author={Sampaio, Raphael Araujo and Garcia, Joaquim Dias and Poggi, Marcus and Vidal, Thibaut},
  journal={arXiv preprint arXiv:2302.02450},
  year={2023}
}