Estimate a covariance / correlation / precision matrix incrementally with precise. Use when data arrives as a stream and you want the matrix updated per observation, or when you want an online (partial_fit) drop-in for sklearn.covariance, which is batch-only.
Estimate online covariance with precise provides sklearn style estimators with a single contract. Pure numpy. The pattern is the batch drop in ( is 2 D, rows observations); it resets then replays rows, so it matches 's call shape. Choosing the class lists every estimator; looks one up. Sensible defaults by situation: general / recency weighted: many variables relative to samples (p/n large) or ill conditioned: , , , heavy tails / outliers: , regime changes: , you don't know: use the choose…
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/estimate-online-covariance · 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/estimate-online-covariance" ".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/estimate-online-covariance" ".claude/skills/"
rm -rf .skillboard-tmpDestination: .claude/skills/estimate-online-covariance
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.
Instructs shell/process/package operations that run commands on the host.
Evidence: pip install· fingerprint 7944ec554efca445