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 covariance methodology. Points to task-specific skills.
About this skill
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 covariance methodology. Points to task-specific skills.
Indexed from the public file SKILL.md in microprediction/precise. The original GitHub repository is authoritative. Skills are never executed or installed by this platform.
Source
- Author
- microprediction
- Stars
- ⭐ 335
- Branch
- main
- Repo updated
- 9/14/2026
- Indexed
- 9/25/2026