Extend CovarianceEstimation.cov

[glennmoy]

Closes #120

[oxinabox]

This should be done via REQUIRES.jl, same as we do Tracker.

[codecov]

Codecov Report

Merging #122 into master will decrease coverage by 5.33%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #122      +/-   ##
==========================================
- Coverage   88.88%   83.55%   -5.34%     
==========================================
  Files           9        9              
  Lines         315      298      -17     
==========================================
- Hits          280      249      -31     
- Misses         35       49      +14     

Impacted Files	Coverage Δ
src/NamedDims.jl	100.00% <ø> (ø)
src/functions_math.jl	95.34% <100.00%> (ø)
src/broadcasting.jl	35.48% <0.00%> (-22.10%)	⬇️
src/functions.jl	88.88% <0.00%> (-9.39%)	⬇️
src/name_operations.jl	86.66% <0.00%> (-6.67%)	⬇️
src/wrapper_array.jl	86.84% <0.00%> (-6.19%)	⬇️
src/name_core.jl	90.81% <0.00%> (-0.45%)	⬇️
src/functions_dims.jl	100.00% <0.00%> (ø)

---

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[glennmoy]

This should be done via REQUIRES.jl, same as we do Tracker.

ah, interesting - thanks!

[glennmoy]

I've been getting the following warning but can't seem to figure out why. I'm using CovarianceEstimation the same as Tracker, which doesn't throw a warning.

┌ Warning: Package NamedDims does not have CovarianceEstimation in its dependencies:
│ - If you have NamedDims checked out for development and have
│   added CovarianceEstimation as a dependency but haven't updated your primary
│   environment's manifest file, try `Pkg.resolve()`.
│ - Otherwise you may need to report an issue with NamedDims
└ Loading CovarianceEstimation into NamedDims from project dependency, future warnings for NamedDims are suppressed.
Test Summary: | Pass  Broken  Total
NamedDims.jl  |  896       3    899
    Testing NamedDims tests passed 

[mzgubic]

I found this:
JuliaPackaging/Requires.jl#52

So you can either add a . to using CovarianceEstimation to make it using .CovarianceEstimation

or delete the line and do

for E in (:(CovarianceEstimation.LinearShrinkage),
          :(CovarianceEstimation.SimpleCovariance),
          :(CovarianceEstimation.AnalyticalNonlinearShrinkage))

[rofinn]

FWIW, I'm not sure I like using Requires.jl for this. If the cov api changes at any point then we can't handle that disconnect. That seems particularly likely given that the package is only on 0.2.5.

[oxinabox]

OK, I am sold, lets extend it directly for now

[rofinn]

I'd be willing to take the minor performance hit if Requires.jl#83 was addressed.

[oxinabox]

For now let's just add a direct dependency, and change it later.
This is blocking us getting performance enhancements of more recent CovarianceEstimstion releases

[mzgubic]

rebased in #174