regit-covariance

v1.0.0crates.io· Rust

Covariance matrix denoising for financial risk validation. Marchenko-Pastur filtering, Ledoit-Wolf shrinkage, detoning. Pure math, no I/O.

The verdict

Maintained. Niche but maintained, actively maintained.

Live from the crates.io registry · derived rules, not AI

How it scores

MaintenanceHealthy

PopularityNiche

SecurityClean

LicensePermissive

DepsZero deps

Maintenance

Last published this month.

Popularity

4 downloads / week

Security

No known advisories for this version (OSV).

License

Apache-2.0

Dependencies

No runtime dependencies

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