Computation times

00:04.729 total execution time for auto_examples_covariance files:

Ledoit-Wolf vs OAS estimation (plot_lw_vs_oas.py)	00:01.884	0.0 MB
Robust vs Empirical covariance estimate (plot_robust_vs_empirical_covariance.py)	00:01.786	0.0 MB
Sparse inverse covariance estimation (plot_sparse_cov.py)	00:00.486	0.0 MB
Shrinkage covariance estimation: LedoitWolf vs OAS and max-likelihood (plot_covariance_estimation.py)	00:00.327	0.0 MB
Robust covariance estimation and Mahalanobis distances relevance (plot_mahalanobis_distances.py)	00:00.246	0.0 MB