NEWS

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CovTools 0.5.7 (2026-07-29)

• Replaced the external generalized-eigenvalue dependency with internal symmetric-definite matrix-pair helpers based on a Cholesky reduction.
• Removed an obsolete native generalized-eigenvalue wrapper.
• Corrected positive-definite hard-threshold selection and now verify every returned covariance estimate against the documented eigenvalue tolerance.
• Corrected Power-Euclidean distances and means for negative powers, fixed Procrustes size-and-shape distances, and covered scalar and one-slice inputs.
• Corrected bandwidth selection and matrix construction in the Banerjee, An, and Lee banded precision estimators.
• Corrected graphical-lasso BIC scoring and return the sparse positive-definite ADMM estimate.
• Centered covariance diagonality tests, restored the documented Cai test result field, and added minimum-sample and degenerate-data checks.
• Sequential cross-validation and BIC selection no longer create socket workers; parallel paths now clean up workers without changing the caller's global foreach backend.

CovTools 0.5.4 (2021-08-13)

• Corrected CRAN errors.

CovTools 0.5.3 (2019-11-26)

• Fix an error in CovEst.2010OAS.

CovTools 0.5.2 (2019-08-29)

• Function list is moved to README file.
• Following functions are added - CovEst.2003LW, CovEst.2010OAS, CovEst.2010RBLW.

CovTools 0.5.1 (2019-01-29)

• Functions for hypothesis tests are separated for clarity.
• Initialize the following documentation:
  • NEWS for keeping record of updates.
  • README to briefly introduce the method.