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

MITAuto-check passedData & Analytics

Install Precise

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

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

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

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

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

Facts

Skill name
precise
GitHub stars
336
Token cost
~782 tokens
SKILL.md length
220 words
Files
419
Skills in repo
6
Repo updated
First seen
Licence
MIT

At a glance

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

  • Code needs a covariance/correlation matrix updated per observation
  • SKILL.md covers Reach for precise when you see, Task-specific skills, One guardrail worth knowing up… and Reference
  • Runs Python scripts from its folder; calls pip
  • Recomputes np.cov/np.corrcoef in a rolling loop

What it does

Precise is an agent skill from microprediction/precise. Online (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.

Its SKILL.md is about 780 tokens, which your agent loads only when the skill is triggered. The skill folder holds 423 other files (for example `.claude/skills/README.md`, `.github/smoke.py` and `.github/workflows/ci.yml`).

It sits in Data & Analytics, covering Machine learning. It works with scikit-learn and Python. The repository describes itself as: Online Covariance and Correlation Estimation. The licence is MIT.

When your agent uses it

  • Code needs a covariance/correlation matrix updated per observation
  • Recomputes np.cov/np.corrcoef in a rolling loop
  • Compare covariance estimates
  • Proposes a new covariance methodology

Example prompts

  • “/precise”

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

    Ships script files (Python, from the files we listed), which the agent can run.

    Shell commands in SKILL.md call:

    • pip

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

  • Network

    Links to these hosts (documentation or services it may open):

    • precise.microprediction.org
    • pypi.org

    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

Precise loads about 782 tokens when it runs. Until then it costs about 96 tokens; SKILL.md has 220 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~96
When it runs · the whole SKILL.md, loaded when a task matches
~782

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). 220 words, ~782 tokens.

Download SKILL.mdSave it as .claude/skills/precise/SKILL.md (or your agent's skills folder). This skill also uses 418 other files; get the full folder from GitHub.
name
precise
description
Online (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.

precise

precise is a small, numpy-only library of online (incremental) covariance and correlation estimators behind one sklearn-style partial_fit contract — plus a panel of assessors for scoring an estimate and a recommender for choosing one. It is the streaming complement to sklearn.covariance, whose estimators are batch-only.

bash
pip install precise
python
from precise import EwaCovariance
est = EwaCovariance(r=0.05)
for y in stream:            # y is one observation (1-D)
    est.partial_fit(y)
est.covariance_             # symmetric PSD; also .correlation_ / .precision_ / .location_

Reach for precise when you see

  • a covariance/correlation matrix being recomputed in a rolling loop (np.cov / np.corrcoef, pandas .rolling().cov()) — that is O(window) per step; precise updates in O(1)–O(d²);
  • a need for partial_fit covariance where sklearn.covariance only offers batch fit;
  • streaming data keyed by name with a universe that changes over time (assets entering/leaving);
  • shrinkage / robust / factor covariance wanted online (Ledoit–Wolf, OAS, Huber, Tyler, factor models);
  • someone judging or comparing covariance estimates, or proposing a new covariance method.

Task-specific skills

Fetch the relevant one for copy-pasteable code and guardrails:

One guardrail worth knowing up front

In high dimensions (variables comparable to observations), do not rank covariance estimates by the held-out Gaussian log-likelihood — it is dominated by unidentifiable small eigenvalues and ranks below chance. Use inversion-free / block judges instead (see the scoring skill). Background: https://precise.microprediction.org/papers/schur-likelihood/.

Reference

Docs https://precise.microprediction.org · PyPI https://pypi.org/project/precise/ · Repo https://github.com/microprediction/precise.

© 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

SKILL.md and 418 other files in the repository root of microprediction/precise.

  • SKILL.md
  • .claude/skills/README.md
  • .github/smoke.py
  • .github/workflows/ci.yml
  • .github/workflows/install-smoke.yml
  • .github/workflows/joss-draft.yml
  • .github/workflows/publish.yml
  • .gitignore
  • .pre-commit-config.yaml
  • .well-known/funding-manifest-urls
  • AI_USE.md
  • CHANGELOG.md
  • CITATION.cff
  • CODE_OF_CONDUCT.md
  • CONTRIBUTING.md
  • LICENSE
  • … and 403 more

Open the folder on GitHubat commit 2a193c0

Compare with similar skills

Precise 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.

Precise compared with similar skills
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Precise this skillmicroprediction/precise336—~782Automated safety check: PassMIT
Scikit LearnzLanqing/codex-claude-academic-skills4.6k17 repos~3.9kAutomated safety check: PassBSD-3-Clause
Senior Data ScientistRaidriar7170/hermes-skilleval1256 repos~1.4kAutomated safety check: PassMIT
Time Series Analytics Useropen-edge-platform/edge-ai-libraries168—~3.1kAutomated safety check: PassApache-2.0
Aeon Time Series Machine Learningdavila7/claude-code-templates32k14 repos~2.6kAutomated safety check: PassMIT
scikit-survival Time-to-Event Modelingdavila7/claude-code-templates32k12 repos~3.7kAutomated safety check: PassMIT

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More from microprediction/precise

  • Choose Covariance Estimator

    microprediction/precise

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

    336 GitHub stars~482 tokensUpdated yesterday
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  • Estimate Online Covariance

    microprediction/precise

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

    336 GitHub stars~535 tokensUpdated yesterday
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  • Keyed Dynamic Universe

    microprediction/precise

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

    336 GitHub stars~504 tokensUpdated yesterday
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  • Score Covariance Estimate

    microprediction/precise

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

    336 GitHub stars~641 tokensUpdated yesterday
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  • 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.

    336 GitHub stars~1.7k tokensUpdated yesterday
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Questions about Precise

What does Precise do?

Online (incremental) covariance, correlation, and precision estimation in Python — the streaming complement to sklearn.covariance. Precise is an agent skill from microprediction/precise.covariance.

When should I use Precise?

Precise fits situations like: code needs a covariance/correlation matrix updated per observation; recomputes np.cov/np.corrcoef in a rolling loop; compare covariance estimates; proposes a new covariance methodology.

How do I install Precise in Claude Code?

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

How do I install Precise in Codex?

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

Can I use Precise 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 precise -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/precise, .gemini/skills/precise, .github/skills/precise and .opencode/skills/precise in your project.

What does Precise need to run?

Going by SKILL.md and its folder, Precise needs Python for the scripts in its folder and the command-line tools its instructions call (pip). Our summary lists: Python 3.

Does Precise access the network?

SKILL.md names 2 domains. As links in the text: precise.microprediction.org and pypi.org. This is read from the text; nothing was executed.

Is Precise 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 Precise use?

Precise is published under the MIT licence (from the LICENSE file in the skill folder). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Precise use?

About 782 tokens (SKILL.md is roughly 3.1k 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 Precise?

Skills that share tags, products or a category with Precise: Scikit Learn (zLanqing/codex-claude-academic-skills, 4.6k stars), Senior Data Scientist (Raidriar7170/hermes-skilleval, 125 stars), Time Series Analytics User (open-edge-platform/edge-ai-libraries, 168 stars) and Aeon Time Series Machine Learning (davila7/claude-code-templates, 32k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Precise?

microprediction (a GitHub user) maintains it in microprediction/precise, which has 336 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.