Enum Regularization 

pub enum Regularization {
    Empirical,
    ShrunkIdentity(Option<f64>),
    Diagonal,
}

Regularisation strategy for covariance estimation.

Variants

Empirical

Raw sample covariance, no regularisation.

ShrunkIdentity(Option<f64>)

Ledoit–Wolf shrinkage towards scaled identity.

If None, the optimal shrinkage coefficient is estimated automatically. Otherwise, the given alpha ∈ [0, 1] is used.

Diagonal

Keep only the diagonal (channel variances).

Trait Implementations

impl Clone for Regularization

fn clone(&self) -> Regularization

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Regularization

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for Regularization

fn eq(&self, other: &Regularization) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for Regularization

impl StructuralPartialEq for Regularization