Covstream - library publish version 0.1.3

· Users Rust Lang · April 13, 2026, 1:21 a.m.
Summary
Covstream is a newly released Rust library (version 0.1.3) for fixed-dimension streaming covariance calculations and Ledoit-Wolf shrinkage, designed to support high-performance statistical analysis and numerical tasks. It is built with a formal specification backed by Lean, focusing on providing memory safety and correctness. The library is useful for online covariance estimation and research pipelines. The author invites feedback on the API and documentation.
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