Scikit Learn
zLanqing/codex-claude-academic-skills
Machine learning in Python with scikit-learn. An agent skill from zLanqing/codex-claude-academic-skills.
Estimate a covariance / correlation / precision matrix incrementally with precise.
Install Estimate Online Covariance
$ npx skills add microprediction/precise --skill estimate-online-covariance -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install microprediction/precise estimate-online-covariance --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .claude/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .claude/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.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/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .claude/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covarianceType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add microprediction/precise --skill estimate-online-covariance -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install microprediction/precise estimate-online-covariance --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .agents/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .agents/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .agents/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add microprediction/precise --skill estimate-online-covariance -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install microprediction/precise estimate-online-covariance --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .cursor/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .cursor/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/microprediction/precise.git --path .claude/skills/estimate-online-covariance--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add microprediction/precise --skill estimate-online-covariance -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install microprediction/precise estimate-online-covariance --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .gemini/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .gemini/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install microprediction/precise estimate-online-covarianceInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add microprediction/precise --skill estimate-online-covariance -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .github/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .github/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .github/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add microprediction/precise --skill estimate-online-covariance -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install microprediction/precise estimate-online-covariance --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/microprediction/precise.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/.claude/skills/estimate-online-covariance .opencode/skills/estimate-online-covariance && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "estimate-online-covariance" agent skill from https://github.com/microprediction/precise/tree/main/.claude/skills/estimate-online-covariance into .opencode/skills/estimate-online-covariance/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "estimate-online-covariance", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
estimate-online-covariance- GitHub stars
- 337
- Token cost
- ~535 tokens
- SKILL.md length
- 132 words
- Files
- 1
- Skills in repo
- 6
- Repo updated
- First seen
- Licence
- MIT
At a glance
Estimate a covariance / correlation / precision matrix incrementally with precise.
- Data arrives as a stream and you want the matrix updated per observation
- SKILL.md covers The pattern, Choosing the class and Notes
- Calls pip
- You want an online (partialfit) drop-in for sklearn.covariance
What it does
Estimate Online Covariance is an agent skill from microprediction/precise. Estimate 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 (partialfit) drop-in for sklearn.covariance, which is batch-only.
Its SKILL.md is about 540 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.
It sits in Data & Analytics, covering Machine learning. It works with scikit-learn. The repository describes itself as: Online Covariance and Correlation Estimation. The licence is MIT.
When your agent uses it
- Data arrives as a stream and you want the matrix updated per observation
- You want an online (partialfit) drop-in for sklearn.covariance
- Which is batch-only
Example prompts
- “/estimate-online-covariance”
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
Shell commands in SKILL.md call:
pip
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md. Its commands use pip, which can reach the network depending on how they are called.
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
Estimate Online Covariance loads about 535 tokens when it runs. Until then it costs about 72 tokens; SKILL.md has 132 words of instructions outside code blocks.
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). 132 words, ~535 tokens.
Download SKILL.mdSave it as
.claude/skills/estimate-online-covariance/SKILL.md (or your agent's skills folder).- name
- estimate-online-covariance
- description
- Estimate 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.
Estimate online covariance with precise
precise provides sklearn-style estimators with a single partial_fit contract. Pure numpy.
pip install preciseThe pattern
import numpy as np
from precise import EwaCovariance # exponentially weighted; recency-biased
est = EwaCovariance(r=0.05) # r in (0,1]; larger = faster forgetting
for y in stream: # y is a 1-D array (one observation)
est.partial_fit(y)
est.covariance_ # (d, d) ndarray, symmetric and PSD by construction
est.correlation_ # unit-diagonal correlation
est.precision_ # inverse covariance (when well-conditioned)
est.location_ # running mean
est.n_samples_ # observations seenfit(X) is the batch drop-in (X is 2-D, rows = observations); it resets then replays rows, so
it matches sklearn.covariance's call shape.
Choosing the class
all_estimators() lists every estimator; estimator_from_name("LedoitWolfCovariance") looks one up.
Sensible defaults by situation:
- general / recency-weighted:
EwaCovariance(r=...) - many variables relative to samples (p/n large) or ill-conditioned:
LedoitWolfCovariance,OASCovariance,ShrunkCovariance,FactorCovariance - heavy tails / outliers:
HuberCovariance,TylerCovariance - regime changes:
AdaptiveEwaCovariance,DCCCovariance - you don't know: use the choose-covariance-estimator skill (
suggest(X)).
Notes
- All estimators are truly online — constant work per observation, no growing buffers.
- State is a JSON-able dict:
est.get_state()/est.set_state(s)for mid-stream checkpointing. covariance_is always symmetric PSD; don't hand-symmetrize or clip it yourself.- Named series with a changing universe? Use the keyed-dynamic-universe skill instead.
© 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/estimate-online-covariance of microprediction/precise.
Open the folder on GitHubat commit 2a193c0
Compare with similar skills
Estimate Online Covariance 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.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| Estimate Online Covariance this skillmicroprediction/precise | 337 | — | ~535 | Automated safety check: Pass | MIT | |
| Scikit LearnzLanqing/codex-claude-academic-skills | 4.7k | 16 repos | ~3.9k | Automated safety check: Pass | BSD-3-Clause | |
| Senior Data ScientistRaidriar7170/hermes-skilleval | 125 | 5 repos | ~1.4k | Automated safety check: Pass | MIT | |
| Time Series Analytics Useropen-edge-platform/edge-ai-libraries | 171 | — | ~3.1k | Automated safety check: Pass | Apache-2.0 | |
| Aeon Time Series Machine Learningdavila7/claude-code-templates | 33k | 13 repos | ~2.6k | Automated safety check: Pass | MIT | |
| scikit-survival Time-to-Event Modelingdavila7/claude-code-templates | 33k | 11 repos | ~3.7k | Automated safety check: Pass | MIT |
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More from microprediction/precise
Choose Covariance Estimator
microprediction/precise
Pick which precise covariance estimator to use for a given dataset.
Keyed Dynamic Universe
microprediction/precise
Maintain an online covariance over named series whose set changes over time (e.g.
Precise
microprediction/precise
Online (incremental) covariance, correlation, and precision estimation in Python — the streaming complement to sklearn.covariance.
Score Covariance Estimate
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Score and compare covariance estimates with precise's assessor panel.
Assess Covariance Method
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Rigorously and honestly assess a NEW or proposed covariance / correlation / precision estimator, or a new covariance scoring rule, using precise.
Related
Works with
Categories
Questions about Estimate Online Covariance
What does Estimate Online Covariance do?
Estimate a covariance / correlation / precision matrix incrementally with precise. Estimate Online Covariance is an agent skill from microprediction/precise. Estimate a covariance / correlation / precision matrix incrementally with precise.
When should I use Estimate Online Covariance?
Estimate Online Covariance fits situations like: data arrives as a stream and you want the matrix updated per observation; you want an online (partialfit) drop-in for sklearn.covariance; which is batch-only.
How do I install Estimate Online Covariance in Claude Code?
Run `npx skills add microprediction/precise --skill estimate-online-covariance -a claude-code`. Or copy the skill folder (.claude/skills/estimate-online-covariance in microprediction/precise) into .claude/skills/estimate-online-covariance in your project. Claude Code loads it when a task matches its description.
How do I install Estimate Online Covariance in Codex?
Run `npx skills add microprediction/precise --skill estimate-online-covariance -a codex`. Or copy the skill folder (.claude/skills/estimate-online-covariance in microprediction/precise) into .agents/skills/estimate-online-covariance in your project. Codex loads it when a task matches its description.
Can I use Estimate Online Covariance 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 estimate-online-covariance -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/estimate-online-covariance, .gemini/skills/estimate-online-covariance, .github/skills/estimate-online-covariance and .opencode/skills/estimate-online-covariance in your project.
What does Estimate Online Covariance need to run?
Going by SKILL.md and its folder, Estimate Online Covariance needs the command-line tools its instructions call (pip). Our summary lists: Python 3.
Does Estimate Online Covariance access the network?
SKILL.md contains no URLs. Its commands use pip, which can reach the network depending on how they are called. This is read from the text; nothing was executed.
Is Estimate Online Covariance 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 Estimate Online Covariance use?
Estimate Online Covariance 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 Estimate Online Covariance use?
About 535 tokens (SKILL.md is roughly 2.1k 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 Estimate Online Covariance?
Skills that share tags, products or a category with Estimate Online Covariance: Scikit Learn (zLanqing/codex-claude-academic-skills, 4.7k stars), Senior Data Scientist (Raidriar7170/hermes-skilleval, 125 stars), Time Series Analytics User (open-edge-platform/edge-ai-libraries, 171 stars) and Aeon Time Series Machine Learning (davila7/claude-code-templates, 33k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains Estimate Online Covariance?
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.