Computation times

00:08.702 total execution time for auto_examples_covariance files:

Robust vs Empirical covariance estimate (plot_robust_vs_empirical_covariance.py)

00:03.703

0.0 MB

Ledoit-Wolf vs OAS estimation (plot_lw_vs_oas.py)

00:03.328

0.0 MB

Sparse inverse covariance estimation (plot_sparse_cov.py)

00:00.939

0.0 MB

Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood (plot_covariance_estimation.py)

00:00.494

0.0 MB

Robust covariance estimation and Mahalanobis distances relevance (plot_mahalanobis_distances.py)

00:00.238

0.0 MB