Pick which precise covariance estimator to use for a given dataset. Use when you have data X and are unsure which estimator fits its dimension, conditioning, or tail behavior. Wraps precise.suggest() and covariance_features().
Choose a covariance estimator for your data No estimator wins everywhere, so recommends one from observable, truth free features. is 2 D (rows observations, columns variables). Then: What it keys on returns , , , , , , , — all computed from the sample, none requiring the unknown truth. Internally uses a frozen, numpy only decision tree; broadly it routes high or ill conditioned data to shrinkage/factor estimators and heavy tailed data to robust ones. Guardrail (important) is a heuristic trained…
Full body not shown for this license – view the source on GitHub →Copy a source-pinned command for your client. You run it yourself.
Destination: .claude/skills/choose-covariance-estimator · pinned to the source commit
# Run from your project root
git clone https://github.com/microprediction/precise.git .skillboard-tmp
git -C .skillboard-tmp checkout d89c883e91138546a785c7c1a81c0eba5433b2f4
mkdir -p ".claude/skills"
cp -r ".skillboard-tmp/.claude/skills/choose-covariance-estimator" ".claude/skills/"
rm -rf .skillboard-tmpReview the source before running. This copies files into your project; it is not a one-click install and does not verify runtime safety.
sudo apt update && sudo apt install -y gitnpm install -g @anthropic-ai/claude-code# Run from your project root
git clone https://github.com/microprediction/precise.git .skillboard-tmp
git -C .skillboard-tmp checkout d89c883e91138546a785c7c1a81c0eba5433b2f4
mkdir -p ".claude/skills"
cp -r ".skillboard-tmp/.claude/skills/choose-covariance-estimator" ".claude/skills/"
rm -rf .skillboard-tmpDestination: .claude/skills/choose-covariance-estimator
Scanner static-checks@0.1.0 · commit d89c883e9113. Static checks cannot prove runtime safety – review the source and the exact diff before installing. How checks work.
No static rules matched. This is not a safety guarantee.