### Install RegularizedCovarianceMatrices.jl Source: https://github.com/raphasampaio/regularizedcovariancematrices.jl/blob/main/README.md Installs the RegularizedCovarianceMatrices package using the Julia package manager. ```julia julia> ] add RegularizedCovarianceMatrices ``` -------------------------------- ### Install RegularizedCovarianceMatrices.jl Source: https://github.com/raphasampaio/regularizedcovariancematrices.jl/blob/main/docs/src/index.md Instructions to add the RegularizedCovarianceMatrices package to your Julia environment using the Pkg manager. ```julia using Pkg Pkg.add("RegularizedCovarianceMatrices") ``` -------------------------------- ### Citation for Regularization and Optimization in Model-Based Clustering Source: https://github.com/raphasampaio/regularizedcovariancematrices.jl/blob/main/README.md Provides the BibTeX entry for the paper 'Regularization and optimization in model-based clustering' by Sampaio et al., relevant for citing the package's underlying research. ```bibtex @article{sampaio2024regularization, title={Regularization and optimization in model-based clustering}, author={Sampaio, Raphael Araujo and Garcia, Joaquim Dias and Poggi, Marcus and Vidal, Thibaut}, journal={Pattern Recognition}, pages={110310}, year={2024}, publisher={Elsevier} } ``` -------------------------------- ### Estimate Covariance Matrix with ShrunkCovarianceMatrix Source: https://github.com/raphasampaio/regularizedcovariancematrices.jl/blob/main/README.md Demonstrates how to use the ShrunkCovarianceMatrix estimator to compute a regularized covariance matrix from sample data. It requires the `RegularizedCovarianceMatrices` package and sample data. ```julia using RegularizedCovarianceMatrices n = 100 d = 2 data = rand(n, d) estimator = ShrunkCovarianceMatrix(n, d, 0.1) covariance_matrix = RegularizedCovarianceMatrices.fit(estimator, data) ``` -------------------------------- ### Citation for RegularizedCovarianceMatrices.jl Source: https://github.com/raphasampaio/regularizedcovariancematrices.jl/blob/main/docs/src/index.md BibTeX entry for citing the RegularizedCovarianceMatrices.jl package in academic publications. The associated paper focuses on regularization and global optimization in model-based clustering. ```bibtex @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} } ``` === COMPLETE CONTENT === This response contains all available snippets from this library. No additional content exists. Do not make further requests.