Agent skill

Choose Covariance Estimator

by microprediction in microprediction/precise

Pick which precise covariance estimator to use for a given dataset.

MITAuto-check passed

Install Choose Covariance Estimator

skills CLI
$ npx skills add microprediction/precise --skill choose-covariance-estimator -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install microprediction/precise choose-covariance-estimator --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .claude/skills && cp -r skills-src/.claude/skills/choose-covariance-estimator .claude/skills/choose-covariance-estimator && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
choose-covariance-estimator
GitHub stars
337
Token cost
~482 tokens
SKILL.md length
163 words
Files
1
Skills in repo
6
Repo updated
First seen
Licence
MIT

At a glance

Pick which precise covariance estimator to use for a given dataset.

  • A given dataset
  • SKILL.md covers What it keys on and Guardrail (important)
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md
  • You have data X and are unsure which estimator fits its dimension

What it does

Choose Covariance Estimator is an agent skill from microprediction/precise. 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 covariancefeatures().

Its SKILL.md is about 480 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

The repository describes itself as: Online Covariance and Correlation Estimation. The licence is MIT.

When your agent uses it

  • A given dataset
  • You have data X and are unsure which estimator fits its dimension

Example prompts

  • “/choose-covariance-estimator”

Requirements

  • Python 3

What it can do on your machine

Read from SKILL.md and the folder at commit 2a193c0. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md (its code samples are python).

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Choose Covariance Estimator loads about 482 tokens when it runs. Until then it costs about 64 tokens; SKILL.md has 163 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~64
When it runs · the whole SKILL.md, loaded when a task matches
~482

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from microprediction/precise at commit 2a193c0, republished under its MIT licence (© microprediction). 163 words, ~482 tokens.

Download SKILL.mdSave it as .claude/skills/choose-covariance-estimator/SKILL.md (or your agent's skills folder).
name
choose-covariance-estimator
description
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().

Choose a covariance estimator for your data

No estimator wins everywhere, so precise recommends one from observable, truth-free features.

python
from precise import suggest, covariance_features

suggest(X, top=3)        # -> list of estimator CLASSES, best first
covariance_features(X)   # -> dict of the features behind the choice

X is 2-D (rows = observations, columns = variables). Then:

python
Est = suggest(X, top=1)[0]
est = Est()
est.fit(X)               # or stream rows with partial_fit
cov = est.covariance_

What it keys on

covariance_features(X) returns p, n, p_over_n, effective_rank, sphericity, condition_number, mean_abs_offdiag_corr, avg_excess_kurtosis — all computed from the sample, none requiring the unknown truth. Internally suggest uses a frozen, numpy-only decision tree; broadly it routes high p/n or ill-conditioned data to shrinkage/factor estimators and heavy-tailed data to robust ones.

Guardrail (important)

suggest is a heuristic trained on synthetic regimes. In leave-one-generative-family-out tests it does not reliably beat the single best fixed estimator on a wholly novel data-generating family — it generalizes across samples within familiar regimes, not to arbitrarily new structure. So:

  • Treat its output as a strong shortlist, not an oracle.
  • If the decision matters, verify the shortlist out-of-sample on your own data with the score-covariance-estimate skill, rather than trusting the recommendation blind.
  • A well-conditioned shrinkage estimator (LedoitWolfCovariance / OASCovariance) is a safe default when in doubt.

© microprediction, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in .claude/skills/choose-covariance-estimator of microprediction/precise.

Open the folder on GitHubat commit 2a193c0

Compare with similar skills

Choose Covariance Estimator next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Choose Covariance Estimator compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Choose Covariance Estimator this skillmicroprediction/precise337—~482Automated safety check: PassMIT
DatasetsArize-ai/phoenix12k—~1.6kAutomated safety check: PassCustom licence
Flutter Cherry Pickflutter/flutter180k—~1.8kAutomated safety check: PassBSD-3-Clause
Task Effort EstimatorDonchitos/Claude-Code-Game-Studios26k—~1.2kAutomated safety check: PassMIT
Progressive Estimationsickn33/agentic-awesome-skills47k2 repos~863Automated safety check: PassMIT
Dataset Curationwshobson/agents40k—~2kAutomated safety check: PassMIT

Similar skills

  • Datasets

    Arize-ai/phoenix

    Understand what a Phoenix dataset is and reason well about its examples, outputs, splits, and how it feeds evaluators and experiments.

    12k GitHub stars~1.6k tokensUpdated yesterday
    AI & LLM EngineeringAuto-check passed
  • Flutter Cherry Pick

    flutter/flutter

    How to land a formal cherry-pick of a merged PR for the flutter/flutter repo stable or beta channel.

    180k GitHub stars~1.8k tokensUpdated today
    MobileAuto-check passed
  • Task Effort Estimator

    Donchitos/Claude-Code-Game-Studios

    Estimates the effort for a game development task from code complexity, scope, risk and past sprint data, returning a range with a confidence level.

    26k GitHub stars~1.2k tokensUpdated 3 days ago
    Product & Project ManagementAuto-check passed
  • Progressive Estimation

    sickn33/agentic-awesome-skills

    Estimate AI-assisted and hybrid human+agent development work with research-backed PERT statistics and calibration feedback loops

    47k GitHub starsUsed in 2 repos~863 tokens
    Data & AnalyticsAuto-check passed
  • Dataset Curation

    wshobson/agents

    Prepare, format, and validate datasets for supervised fine-tuning and preference training.

    40k GitHub stars~2k tokensUpdated 6 days ago
    AI & LLM EngineeringAuto-check passed
  • Arize Dataset

    github/awesome-copilot

    Official

    Creates, manages, and queries Arize datasets and examples. An agent skill from github/awesome-copilot.

    40k GitHub starsUsed in 1 repo~3.9k tokens
    Testing & QAAuto-check: notes

More from microprediction/precise

  • Estimate Online Covariance

    microprediction/precise

    Estimate a covariance / correlation / precision matrix incrementally with precise.

    337 GitHub stars~535 tokensUpdated 5 days ago
    Auto-check passed
  • Keyed Dynamic Universe

    microprediction/precise

    Maintain an online covariance over named series whose set changes over time (e.g.

    337 GitHub stars~504 tokensUpdated 5 days ago
    Auto-check passed
  • Precise

    microprediction/precise

    Online (incremental) covariance, correlation, and precision estimation in Python — the streaming complement to sklearn.covariance.

    337 GitHub stars~782 tokensUpdated 5 days ago
    Auto-check passed
  • Score Covariance Estimate

    microprediction/precise

    Score and compare covariance estimates with precise's assessor panel.

    337 GitHub stars~641 tokensUpdated 5 days ago
    Auto-check passed
  • Assess Covariance Method

    microprediction/precise

    Rigorously and honestly assess a NEW or proposed covariance / correlation / precision estimator, or a new covariance scoring rule, using precise.

    337 GitHub stars~1.7k tokensUpdated 5 days ago
    Auto-check passed

Questions about Choose Covariance Estimator

What does Choose Covariance Estimator do?

Pick which precise covariance estimator to use for a given dataset. Choose Covariance Estimator is an agent skill from microprediction/precise. Pick which precise covariance estimator to use for a given dataset.

When should I use Choose Covariance Estimator?

Choose Covariance Estimator fits situations like: A given dataset; you have data X and are unsure which estimator fits its dimension.

How do I install Choose Covariance Estimator in Claude Code?

Run `npx skills add microprediction/precise --skill choose-covariance-estimator -a claude-code`. Or copy the skill folder (.claude/skills/choose-covariance-estimator in microprediction/precise) into .claude/skills/choose-covariance-estimator in your project. Claude Code loads it when a task matches its description.

How do I install Choose Covariance Estimator in Codex?

Run `npx skills add microprediction/precise --skill choose-covariance-estimator -a codex`. Or copy the skill folder (.claude/skills/choose-covariance-estimator in microprediction/precise) into .agents/skills/choose-covariance-estimator in your project. Codex loads it when a task matches its description.

Can I use Choose Covariance Estimator in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add microprediction/precise --skill choose-covariance-estimator -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/choose-covariance-estimator, .gemini/skills/choose-covariance-estimator, .github/skills/choose-covariance-estimator and .opencode/skills/choose-covariance-estimator in your project.

What does Choose Covariance Estimator need to run?

SKILL.md names no scripts, command-line tools or credentials: Choose Covariance Estimator is instructions for the agent only. Our summary lists: Python 3.

Does Choose Covariance Estimator access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Choose Covariance Estimator safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Choose Covariance Estimator use?

Choose Covariance Estimator is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Choose Covariance Estimator use?

About 482 tokens (SKILL.md is roughly 1.9k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Choose Covariance Estimator?

Skills that share tags, products or a category with Choose Covariance Estimator: Datasets (Arize-ai/phoenix, 12k stars), Flutter Cherry Pick (flutter/flutter, 180k stars), Task Effort Estimator (Donchitos/Claude-Code-Game-Studios, 26k stars) and Progressive Estimation (sickn33/agentic-awesome-skills, 47k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Choose Covariance Estimator?

microprediction (a GitHub user) maintains it in microprediction/precise, which has 337 GitHub stars. The repository holds 6 skills in this directory. The repository was last updated on October 6, 2026.

Source: microprediction/precise on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.