Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[Unreleased]

[0.3.1]

Fixed

• Fixed numerical precision issues in covariance derating.

[0.3.0]

Changed

• Moved robust module into stats.

Added

• Multiple TestStatistics and RVTestStatistic

• Covariance derating now works with known 0 off-diagonal blocks.

[0.2.1]

Fixed

• Cee and Cee2

[0.2.0]

Added

• Distributions used for robust test statistics.

[0.1.0]

Added

• Covariance derating for unknown correlations.