Computation times

00:04.670 total execution time for auto_examples_covariance files:

Robust vs Empirical covariance estimate (plot_robust_vs_empirical_covariance.py)

00:01.894

0.0 MB

Ledoit-Wolf vs OAS estimation (plot_lw_vs_oas.py)

00:01.740

0.0 MB

Sparse inverse covariance estimation (plot_sparse_cov.py)

00:00.509

0.0 MB

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

00:00.342

0.0 MB

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

00:00.185

0.0 MB