microprediction/precise

Choose Covariance Estimator picks a covariance estimator for a 2-D dataset using sample features like dimension, conditioning, and tail behavior. Use it when you need a shortlist of estimators or a safe default for ill-conditioned or heavy-tailed data.

Covariance Assessment rigorously evaluates a new covariance, correlation, or precision estimator against the precise contract, benchmarks, out-of-sample tests, and statistically defensible inference. Use it when comparing or validating a proposed covariance methodology.

Covariance Scoring scores covariance estimates with precise's assessor panel. Use it to compare estimators out of sample or against truth, especially in high dimensions where held-out likelihood can mislead.

Estimate Online Covariance updates covariance, correlation, or precision matrices one observation at a time with precise. Use it for streaming data or as a partial_fit alternative to batch-only sklearn.covariance estimators.

Keyed Dynamic Universe maintains online covariance for named series when the set of names changes over time. Use it for streaming inputs as dicts keyed by asset or feature name instead of fixed-length vectors.

Provides online incremental covariance, correlation, and precision estimation for streaming data. Use when updating covariance matrices per observation without recomputing from scratch.