diff --git a/docs/Manifest.toml b/docs/Manifest.toml
index eb54b0b35..647ea24ad 100644
--- a/docs/Manifest.toml
+++ b/docs/Manifest.toml
@@ -6,10 +6,10 @@ uuid = "a4c015fc-c6ff-483c-b24f-f7ea428134e9"
 version = "0.0.1"
 
 [[AbstractFFTs]]
-deps = ["LinearAlgebra"]
-git-tree-sha1 = "485ee0867925449198280d4af84bdb46a2a404d0"
+deps = ["ChainRulesCore", "LinearAlgebra"]
+git-tree-sha1 = "6f1d9bc1c08f9f4a8fa92e3ea3cb50153a1b40d4"
 uuid = "621f4979-c628-5d54-868e-fcf4e3e8185c"
-version = "1.0.1"
+version = "1.1.0"
 
 [[ArgTools]]
 uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
@@ -22,15 +22,21 @@ uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
 [[ChainRulesCore]]
 deps = ["Compat", "LinearAlgebra", "SparseArrays"]
-git-tree-sha1 = "f53ca8d41e4753c41cdafa6ec5f7ce914b34be54"
+git-tree-sha1 = "926870acb6cbcf029396f2f2de030282b6bc1941"
 uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
-version = "0.10.13"
+version = "1.11.4"
+
+[[ChangesOfVariables]]
+deps = ["ChainRulesCore", "LinearAlgebra", "Test"]
+git-tree-sha1 = "bf98fa45a0a4cee295de98d4c1462be26345b9a1"
+uuid = "9e997f8a-9a97-42d5-a9f1-ce6bfc15e2c0"
+version = "0.1.2"
 
 [[Compat]]
 deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
-git-tree-sha1 = "344f143fa0ec67e47917848795ab19c6a455f32c"
+git-tree-sha1 = "44c37b4636bc54afac5c574d2d02b625349d6582"
 uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
-version = "3.32.0"
+version = "3.41.0"
 
 [[CompilerSupportLibraries_jll]]
 deps = ["Artifacts", "Libdl"]
@@ -41,16 +47,22 @@ git-tree-sha1 = "455419f7e328a1a2493cabc6428d79e951349769"
 uuid = "a33af91c-f02d-484b-be07-31d278c5ca2b"
 version = "0.1.1"
 
+[[CovarianceEstimation]]
+deps = ["LinearAlgebra", "Statistics", "StatsBase"]
+git-tree-sha1 = "a3e070133acab996660d31dcf479ea42849e368f"
+uuid = "587fd27a-f159-11e8-2dae-1979310e6154"
+version = "0.2.7"
+
 [[DataAPI]]
-git-tree-sha1 = "ee400abb2298bd13bfc3df1c412ed228061a2385"
+git-tree-sha1 = "cc70b17275652eb47bc9e5f81635981f13cea5c8"
 uuid = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a"
-version = "1.7.0"
+version = "1.9.0"
 
 [[DataStructures]]
 deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
-git-tree-sha1 = "4437b64df1e0adccc3e5d1adbc3ac741095e4677"
+git-tree-sha1 = "3daef5523dd2e769dad2365274f760ff5f282c7d"
 uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-version = "0.18.9"
+version = "0.18.11"
 
 [[Dates]]
 deps = ["Printf"]
@@ -61,10 +73,10 @@ deps = ["Mmap"]
 uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
 
 [[Distances]]
-deps = ["LinearAlgebra", "Statistics", "StatsAPI"]
-git-tree-sha1 = "abe4ad222b26af3337262b8afb28fab8d215e9f8"
+deps = ["LinearAlgebra", "SparseArrays", "Statistics", "StatsAPI"]
+git-tree-sha1 = "3258d0659f812acde79e8a74b11f17ac06d0ca04"
 uuid = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7"
-version = "0.10.3"
+version = "0.10.7"
 
 [[Distributed]]
 deps = ["Random", "Serialization", "Sockets"]
@@ -72,15 +84,15 @@ uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 
 [[DocStringExtensions]]
 deps = ["LibGit2"]
-git-tree-sha1 = "a32185f5428d3986f47c2ab78b1f216d5e6cc96f"
+git-tree-sha1 = "b19534d1895d702889b219c382a6e18010797f0b"
 uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
-version = "0.8.5"
+version = "0.8.6"
 
 [[Documenter]]
 deps = ["ANSIColoredPrinters", "Base64", "Dates", "DocStringExtensions", "IOCapture", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
-git-tree-sha1 = "350dced36c11f794c6c4da5dc6493ec894e50c16"
+git-tree-sha1 = "f425293f7e0acaf9144de6d731772de156676233"
 uuid = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
-version = "0.27.5"
+version = "0.27.10"
 
 [[Downloads]]
 deps = ["ArgTools", "LibCURL", "NetworkOptions"]
@@ -88,15 +100,14 @@ uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 
 [[FillArrays]]
 deps = ["LinearAlgebra", "Random", "SparseArrays", "Statistics"]
-git-tree-sha1 = "8c8eac2af06ce35973c3eadb4ab3243076a408e7"
+git-tree-sha1 = "8756f9935b7ccc9064c6eef0bff0ad643df733a3"
 uuid = "1a297f60-69ca-5386-bcde-b61e274b549b"
-version = "0.12.1"
+version = "0.12.7"
 
 [[Functors]]
-deps = ["MacroTools"]
-git-tree-sha1 = "4cd9e70bf8fce05114598b663ad79dfe9ae432b3"
+git-tree-sha1 = "e4768c3b7f597d5a352afa09874d16e3c3f6ead2"
 uuid = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
-version = "0.2.3"
+version = "0.2.7"
 
 [[IOCapture]]
 deps = ["Logging", "Random"]
@@ -108,10 +119,16 @@ version = "0.2.2"
 deps = ["Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 
+[[InverseFunctions]]
+deps = ["Test"]
+git-tree-sha1 = "a7254c0acd8e62f1ac75ad24d5db43f5f19f3c65"
+uuid = "3587e190-3f89-42d0-90ee-14403ec27112"
+version = "0.1.2"
+
 [[IrrationalConstants]]
-git-tree-sha1 = "f76424439413893a832026ca355fe273e93bce94"
+git-tree-sha1 = "7fd44fd4ff43fc60815f8e764c0f352b83c49151"
 uuid = "92d709cd-6900-40b7-9082-c6be49f344b6"
-version = "0.1.0"
+version = "0.1.1"
 
 [[JLLWrappers]]
 deps = ["Preferences"]
@@ -129,13 +146,13 @@ version = "0.21.2"
 deps = ["ChainRulesCore", "Compat", "CompositionsBase", "Distances", "FillArrays", "Functors", "IrrationalConstants", "LinearAlgebra", "LogExpFunctions", "Random", "Requires", "SpecialFunctions", "StatsBase", "TensorCore", "Test", "ZygoteRules"]
 path = ".."
 uuid = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
-version = "0.10.12"
+version = "0.10.27"
 
 [[Kronecker]]
 deps = ["LinearAlgebra", "NamedDims", "SparseArrays", "StatsBase"]
-git-tree-sha1 = "9e34d39bda0ac9bc82ffbab735ef9c857e94605f"
+git-tree-sha1 = "a51f46415c844dee694cb8b20a3fcbe6dba342c2"
 uuid = "2c470bb0-bcc8-11e8-3dad-c9649493f05e"
-version = "0.4.4"
+version = "0.5.1"
 
 [[LibCURL]]
 deps = ["LibCURL_jll", "MozillaCACerts_jll"]
@@ -161,19 +178,19 @@ deps = ["Libdl"]
 uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 
 [[LogExpFunctions]]
-deps = ["DocStringExtensions", "LinearAlgebra"]
-git-tree-sha1 = "7bd5f6565d80b6bf753738d2bc40a5dfea072070"
+deps = ["ChainRulesCore", "ChangesOfVariables", "DocStringExtensions", "InverseFunctions", "IrrationalConstants", "LinearAlgebra"]
+git-tree-sha1 = "e5718a00af0ab9756305a0392832c8952c7426c1"
 uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
-version = "0.2.5"
+version = "0.3.6"
 
 [[Logging]]
 uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
 
 [[MacroTools]]
 deps = ["Markdown", "Random"]
-git-tree-sha1 = "0fb723cd8c45858c22169b2e42269e53271a6df7"
+git-tree-sha1 = "3d3e902b31198a27340d0bf00d6ac452866021cf"
 uuid = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
-version = "0.5.7"
+version = "0.5.9"
 
 [[Markdown]]
 deps = ["Base64"]
@@ -185,9 +202,9 @@ uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
 
 [[Missings]]
 deps = ["DataAPI"]
-git-tree-sha1 = "4ea90bd5d3985ae1f9a908bd4500ae88921c5ce7"
+git-tree-sha1 = "bf210ce90b6c9eed32d25dbcae1ebc565df2687f"
 uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
-version = "1.0.0"
+version = "1.0.2"
 
 [[Mmap]]
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
@@ -196,14 +213,18 @@ uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
 
 [[NamedDims]]
-deps = ["AbstractFFTs", "LinearAlgebra", "Pkg", "Requires", "Statistics"]
-git-tree-sha1 = "52985b34519b12fd0dcebbe34e74b2dbe6d03183"
+deps = ["AbstractFFTs", "ChainRulesCore", "CovarianceEstimation", "LinearAlgebra", "Pkg", "Requires", "Statistics"]
+git-tree-sha1 = "88dce79529a358f6efd13225d131bec958a18f1d"
 uuid = "356022a1-0364-5f58-8944-0da4b18d706f"
-version = "0.2.35"
+version = "0.2.43"
 
 [[NetworkOptions]]
 uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
 
+[[OpenLibm_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "05823500-19ac-5b8b-9628-191a04bc5112"
+
 [[OpenSpecFun_jll]]
 deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
 git-tree-sha1 = "13652491f6856acfd2db29360e1bbcd4565d04f1"
@@ -217,15 +238,15 @@ version = "1.4.1"
 
 [[PDMats]]
 deps = ["LinearAlgebra", "SparseArrays", "SuiteSparse"]
-git-tree-sha1 = "4dd403333bcf0909341cfe57ec115152f937d7d8"
+git-tree-sha1 = "ee26b350276c51697c9c2d88a072b339f9f03d73"
 uuid = "90014a1f-27ba-587c-ab20-58faa44d9150"
-version = "0.11.1"
+version = "0.11.5"
 
 [[Parsers]]
 deps = ["Dates"]
-git-tree-sha1 = "477bf42b4d1496b454c10cce46645bb5b8a0cf2c"
+git-tree-sha1 = "d7fa6237da8004be601e19bd6666083056649918"
 uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
-version = "2.0.2"
+version = "2.1.3"
 
 [[Pkg]]
 deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
@@ -233,9 +254,9 @@ uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[Preferences]]
 deps = ["TOML"]
-git-tree-sha1 = "00cfd92944ca9c760982747e9a1d0d5d86ab1e5a"
+git-tree-sha1 = "2cf929d64681236a2e074ffafb8d568733d2e6af"
 uuid = "21216c6a-2e73-6563-6e65-726566657250"
-version = "1.2.2"
+version = "1.2.3"
 
 [[Printf]]
 deps = ["Unicode"]
@@ -251,9 +272,9 @@ uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [[Requires]]
 deps = ["UUIDs"]
-git-tree-sha1 = "4036a3bd08ac7e968e27c203d45f5fff15020621"
+git-tree-sha1 = "8f82019e525f4d5c669692772a6f4b0a58b06a6a"
 uuid = "ae029012-a4dd-5104-9daa-d747884805df"
-version = "1.1.3"
+version = "1.2.0"
 
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
@@ -279,25 +300,25 @@ deps = ["LinearAlgebra", "Random"]
 uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [[SpecialFunctions]]
-deps = ["ChainRulesCore", "LogExpFunctions", "OpenSpecFun_jll"]
-git-tree-sha1 = "508822dca004bf62e210609148511ad03ce8f1d8"
+deps = ["ChainRulesCore", "IrrationalConstants", "LogExpFunctions", "OpenLibm_jll", "OpenSpecFun_jll"]
+git-tree-sha1 = "e08890d19787ec25029113e88c34ec20cac1c91e"
 uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
-version = "1.6.0"
+version = "2.0.0"
 
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [[StatsAPI]]
-git-tree-sha1 = "1958272568dc176a1d881acb797beb909c785510"
+git-tree-sha1 = "d88665adc9bcf45903013af0982e2fd05ae3d0a6"
 uuid = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
-version = "1.0.0"
+version = "1.2.0"
 
 [[StatsBase]]
-deps = ["DataAPI", "DataStructures", "LinearAlgebra", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "StatsAPI"]
-git-tree-sha1 = "fed1ec1e65749c4d96fc20dd13bea72b55457e62"
+deps = ["DataAPI", "DataStructures", "LinearAlgebra", "LogExpFunctions", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "StatsAPI"]
+git-tree-sha1 = "51383f2d367eb3b444c961d485c565e4c0cf4ba0"
 uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
-version = "0.33.9"
+version = "0.33.14"
 
 [[SuiteSparse]]
 deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
@@ -334,9 +355,9 @@ uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
 
 [[ZygoteRules]]
 deps = ["MacroTools"]
-git-tree-sha1 = "9e7a1e8ca60b742e508a315c17eef5211e7fbfd7"
+git-tree-sha1 = "8c1a8e4dfacb1fd631745552c8db35d0deb09ea0"
 uuid = "700de1a5-db45-46bc-99cf-38207098b444"
-version = "0.2.1"
+version = "0.2.2"
 
 [[nghttp2_jll]]
 deps = ["Artifacts", "Libdl"]
diff --git a/docs/Project.toml b/docs/Project.toml
index 4f10fcafa..c5d584e87 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -7,6 +7,6 @@ PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
 [compat]
 Documenter = "0.27"
 KernelFunctions = "0.10"
-Kronecker = "0.4"
+Kronecker = "0.4, 0.5"
 PDMats = "0.11"
 julia = "1.3"