Fix COBRA expression type check and alpha docs#387
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katehoffshutta merged 5 commits intoJun 12, 2026
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The previous nnls/nnlasso implementation regressed diag(d) on X, which solves a different problem than MLE. Using n*(G^T Q)^2 as the target makes nnls/nnlasso proper non-negativity-constrained versions of the MLE estimator (ensuring a PSD psi). Also simplify MLE to its closed form.
Removed redundant comment about nnls/nnlasso formulation.
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Ola @katehoffshutta , would you mind merging this into devel please? Thanks |
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Summary
Validation