covstream 0.1.3

Lean-backed fixed-dimension streaming covariance and Ledoit-Wolf shrinkage
Documentation
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import Lake
open Lake DSL

package covstream where

require mathlib from git
  "https://github.com/leanprover-community/mathlib4.git" @ "v4.29.0"

@[default_target]
lean_lib Covstream where

lean_exe covstream where
  root := `Main