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Claude Skills by microprediction
github.com/microprediction6 skills0 installs11 views
- Assess Covariance MethodRigorously and honestly assess a NEW or proposed covariance / correlation / precision estimator, or a new covariance scoring rule, using precise. Use when someone proposes, asks to evaluate, or wants to compare a covariance methodology. Covers implementing it to the contract, conformance, benchmarking against the registry, out-of-sample validation, and statistically defensible inference.Votes: 0GitHub stars: 334
- Choose Covariance EstimatorPick 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().Votes: 0GitHub stars: 334
- Estimate Online CovarianceEstimate 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.Votes: 0GitHub stars: 334
- Keyed Dynamic UniverseMaintain an online covariance over named series whose set changes over time (e.g. assets entering and leaving). Use when observations arrive as dicts keyed by name rather than fixed-length vectors. Wraps precise's keyed / FixedUniverse / DynamicUniverse adapters.Votes: 0GitHub stars: 334
- Score Covariance EstimateScore and compare covariance estimates with precise's assessor panel. Use when you need to judge an estimate out-of-sample or rank competing estimators — and especially in high dimensions, where the plain held-out likelihood is misleading.Votes: 0GitHub stars: 334
- preciseOnline (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.Votes: 0GitHub stars: 334