[BUG]: estimator nomenclature typo (#10)

* fix: detoning typo * Update index.rst * fix: detoning
skfolio · Jan 17, 2024 · 60cd559 · 60cd559
1 parent 651a729
commit 60cd559
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Showing 8 changed files with 20 additions and 20 deletions.
diff --git a/README.rst b/README.rst
@@ -136,7 +136,7 @@ Available models
     * Empirical
     * Gerber
     * Denoising
-    * Denoting
+    * Detoning
     * Exponentially Weighted
     * Ledoit-Wolf
     * Oracle Approximating Shrinkage
@@ -241,7 +241,7 @@ Imports
     )
     from skfolio.moments import (
         DenoiseCovariance,
-        DenoteCovariance,
+        DetoneCovariance,
         EWMu,
         GerberCovariance,
         ShrunkMu,
@@ -460,7 +460,7 @@ Factor Model & Covariance Detoning
 
     model = MeanRisk(
         prior_estimator=FactorModel(
-            factor_prior_estimator=EmpiricalPrior(covariance_estimator=DenoteCovariance())
+            factor_prior_estimator=EmpiricalPrior(covariance_estimator=DetoneCovariance())
         )
     )
 

diff --git a/docs/api.rst b/docs/api.rst
@@ -358,7 +358,7 @@ Classes
     moments.EWCovariance
     moments.GerberCovariance
     moments.DenoiseCovariance
-    moments.DenoteCovariance
+    moments.DetoneCovariance
     moments.LedoitWolf
     moments.OAS
     moments.ShrunkCovariance

diff --git a/docs/index.rst b/docs/index.rst
@@ -90,7 +90,7 @@ Available models
     * Empirical
     * Gerber
     * Denoising
-    * Denoting
+    * Detoning
     * Exponentially Weighted
     * Ledoit-Wolf
     * Oracle Approximating Shrinkage
@@ -198,7 +198,7 @@ Imports
     )
     from skfolio.moments import (
         DenoiseCovariance,
-        DenoteCovariance,
+        DetoneCovariance,
         EWMu,
         GerberCovariance,
         ShrunkMu,
@@ -409,7 +409,7 @@ Factor Model & Covariance Detoning
 
     model = MeanRisk(
         prior_estimator=FactorModel(
-            factor_prior_estimator=EmpiricalPrior(covariance_estimator=DenoteCovariance())
+            factor_prior_estimator=EmpiricalPrior(covariance_estimator=DetoneCovariance())
         )
     )
 

diff --git a/docs/user_guide/covariance.rst b/docs/user_guide/covariance.rst
@@ -20,7 +20,7 @@ Available estimators are:
     * :class:`EWCovariance`
     * :class:`GerberCovariance`
     * :class:`DenoiseCovariance`
-    * :class:`DenoteCovariance`
+    * :class:`DetoneCovariance`
     * :class:`LedoitWolf`
     * :class:`OAS`
     * :class:`ShrunkCovariance`

diff --git a/src/skfolio/moments/__init__.py b/src/skfolio/moments/__init__.py
@@ -4,7 +4,7 @@
     OAS,
     BaseCovariance,
     DenoiseCovariance,
-    DenoteCovariance,
+    DetoneCovariance,
     EWCovariance,
     EmpiricalCovariance,
     GerberCovariance,
@@ -33,7 +33,7 @@
     "EWCovariance",
     "GerberCovariance",
     "DenoiseCovariance",
-    "DenoteCovariance",
+    "DetoneCovariance",
     "LedoitWolf",
     "OAS",
     "ShrunkCovariance",

diff --git a/src/skfolio/moments/covariance/__init__.py b/src/skfolio/moments/covariance/__init__.py
@@ -6,7 +6,7 @@
 from skfolio.moments.covariance._covariance import (
     OAS,
     DenoiseCovariance,
-    DenoteCovariance,
+    DetoneCovariance,
     EWCovariance,
     EmpiricalCovariance,
     GerberCovariance,
@@ -21,7 +21,7 @@
     "EWCovariance",
     "GerberCovariance",
     "DenoiseCovariance",
-    "DenoteCovariance",
+    "DetoneCovariance",
     "LedoitWolf",
     "OAS",
     "ShrunkCovariance",

diff --git a/src/skfolio/moments/covariance/_covariance.py b/src/skfolio/moments/covariance/_covariance.py
@@ -386,8 +386,8 @@ def _marchenko(x_var):
         return self
 
 
-class DenoteCovariance(BaseCovariance):
-    """Covariance Denoting estimator.
+class DetoneCovariance(BaseCovariance):
+    """Covariance Detoning estimator.
 
     Financial covariance matrices usually incorporate a market component corresponding
     to the first eigenvectors [1]_.
@@ -399,7 +399,7 @@ class DenoteCovariance(BaseCovariance):
     ----------
     covariance_estimator : BaseCovariance, optional
         :ref:`Covariance estimator <covariance_estimator>` to estimate the covariance
-        matrix prior denoting.
+        matrix prior detoning.
         The default (`None`) is to use :class:`~skfolio.moments.EmpiricalCovariance`.
 
     n_markets : int, default=1
@@ -466,8 +466,8 @@ def __init__(
         self.covariance_estimator = covariance_estimator
         self.n_markets = n_markets
 
-    def fit(self, X: npt.ArrayLike, y=None) -> "DenoteCovariance":
-        """Fit the Covariance Denoting estimator.
+    def fit(self, X: npt.ArrayLike, y=None) -> "DetoneCovariance":
+        """Fit the Covariance Detoning estimator.
 
         Parameters
         ----------
@@ -479,7 +479,7 @@ def fit(self, X: npt.ArrayLike, y=None) -> "DenoteCovariance":
 
         Returns
         -------
-        self : DenoteCovariance
+        self : DetoneCovariance
            Fitted estimator.
         """
         # fitting estimators

diff --git a/tests/test_moment/test_covariance.py b/tests/test_moment/test_covariance.py
@@ -6,7 +6,7 @@
 from skfolio.datasets import load_sp500_dataset
 from skfolio.moments import (
     DenoiseCovariance,
-    DenoteCovariance,
+    DetoneCovariance,
     EWCovariance,
     EmpiricalCovariance,
     GerberCovariance,
@@ -932,7 +932,7 @@ def test_denoise_covariance(X):
 
 
 def test_denoite_covariance(X):
-    model = DenoteCovariance(covariance_estimator=DenoiseCovariance())
+    model = DetoneCovariance(covariance_estimator=DenoiseCovariance())
     model.fit(X)
     assert model.covariance_.shape == (20, 20)
     np.testing.assert_almost_equal(