First release of the repository containing data and code relative to the manuscipt "A finite sample estimator for large covariance matrices" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).
First release of the repository containing data and code relative to the manuscipt "A finite sample estimator for large covariance matrices" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).