Benchmark gallery ================= The benchmark gallery is the main benchmark entry point. It is designed for readers who want to understand the evidence quickly: each card links to a focused benchmark page with plots, tables, commands, and interpretation. The gallery answers four practical questions: * Which estimator works best for small-sample heavy-tailed covariance? * How much faster is ``robustcov`` than common sklearn robust-covariance baselines? * Does optional OpenMP parallelism help at larger scale? * Where do robust covariance methods work well, and where do they fail? Gallery cards ------------- .. raw:: html
Regularized Cauchy, Student-t scatter, Tyler variants, MCD, Ledoit-Wolf, OAS, and empirical covariance compared across n, p, and tail weight.
FastMCD and Tyler-family timing against sklearn covariance baselines in a representative contamination setting.
Thread scaling for the C++ kernels used by FastMCD and RegularizedTyler.
Robust distance detectors compared with IsolationForest, LOF, OneClassSVM, and EllipticEnvelope.
Mean shift, clustered contamination, variance contamination, leverage points, and heavy-tail inliers.