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Feature: Score for change in the mean and/or covariance matrix #16

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merged 39 commits into from
Oct 3, 2024

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Tveten
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@Tveten Tveten commented Oct 2, 2024

API change:

  • Unify naming of scores and costs. Always underscores between separate words. For example: "mean_var" rather than "meanvar", "mean_cov" rather than "meancov" etc.

Features:

  • Add score for a change in the mean and/or covariance matrix of multivariate data. Based on the likelihood ratio test.

Documentation:

  • Improve documentation of score arguments across the library.

johannvk and others added 28 commits July 2, 2024 16:24
…and 'split' for mean-score and 'meanvar'score.
…t on 'isinstance(int)' and reshaped numpy arrays to 2D.
To correspond to Github user name
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codecov bot commented Oct 2, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 96.50%. Comparing base (80314e8) to head (36c51cb).
Report is 40 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main      #16      +/-   ##
==========================================
+ Coverage   96.30%   96.50%   +0.20%     
==========================================
  Files          34       35       +1     
  Lines        1462     1546      +84     
==========================================
+ Hits         1408     1492      +84     
  Misses         54       54              

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Should be handled elsewhere.
@Tveten Tveten merged commit 82b55e2 into main Oct 3, 2024
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@Tveten Tveten deleted the task/cov-matrix-cpd branch October 3, 2024 15:56
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2 participants