microprediction/precise

Online Covariance and Correlation Estimation

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precise

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microprediction/precise

Skill Claude CodeCodex

Online (incremental) covariance, correlation, and precision estimation in Python — the streaming complement to sklearn.covariance. Use when code needs a covariance/correlation matrix updated per observation, recomputes np.cov/np.corrcoef in a rolling loop, must judge or compare covariance estimates, or proposes a new…

not rated 337 12d ago A 76 tokens original MIT

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