microprediction
@microprediction
Public Skills
precise
by microprediction
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.
assess-covariance-method
by microprediction
Rigorously 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.
choose-covariance-estimator
by microprediction
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().
estimate-online-covariance
by microprediction
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.
keyed-dynamic-universe
by microprediction
Maintain 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.
score-covariance-estimate
by microprediction
Score 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.
HumpDay code-review skill
by microprediction
Repository: <https://github.com/microprediction/humpday>
skaters code-review skill
by microprediction
uses skaters appropriately, say so and move on — don't manufacture offences.
conformal-coverage-check
by microprediction
Guard rails for conformal prediction. Use when a user writes, fits, calibrates, reviews, or chooses between conformal / split-conformal models (conformalguide, MAPIE, crepes, puncc, TorchCP, or hand-rolled), reports or targets a coverage level, or asks whether their coverage is reliable, conditional, per-case, or trustworthy. Two jobs: review the code for common misuses of conformal prediction, and run the conformalguide.guardrails distance-covariance check for conditionally uneven coverage.