scikit-learn/scikit-learn — pull request #396 by VirgileFritsch (2011-10-17 14:14:28+00:00)
Title: Refactor MCD robust covariance estimator: it is easier to regularize.

I need to reuse my MInimum Covariance Determinant code outside from sklearn. I propose a change in the code structure so that it will be easier to me to base my new code on the existing one.
What I want to do is to be able to plug any covariance estimator within the MCD computation. that's why I introduced a method `nonrobust_covariance` which only aims at computing a non-robust covariance in a consistent way accross the MCD computation. Just by changing what is inside this method, one can do what I want to do.