数据

choose-covariance-estimator

Recommends covariance estimator classes for a 2-D dataset using dimension, conditioning, rank, correlation, and tail-behavior features, and exposes those features for inspection.

★ 335 GitHub Stars
89 质量评分
1 文件

关于此 Skill

Pick 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().

使用场景

  • Selecting covariance estimators for high-dimensional data
  • Assessing dataset conditioning and effective rank
  • Identifying heavy-tailed data requiring robust estimators
  • Generating a shortlist for out-of-sample estimator validation

功能

  • Ranks covariance estimator classes with precise.suggest()
  • Computes covariance selection features with covariance_features()
  • Supports fitting the selected estimator to batch data
  • Supports streaming rows with partial_fit
  • Documents heuristic limitations and a shrinkage default

要求

  • Python
  • precise

支持的 Agent

Claude Code

Skill 文件

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