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.
d89c883Score / rank covariance estimates is the estimate to judge; is held out data (rows observations); is the population covariance (only available in simulation). Each assessor exposes and ; pass what it needs. Truth free assessors work on real data, truth requiring ones (e.g. ) only in simulation. All assessors follow higher better , so you can rank or argmax directly. The one rule that matters in high dimensions Do not rank estimators by the held out Gaussian log likelihood when is comparable to…
Full body not shown for this license – view the source on GitHub →Copy a source-pinned command for your client. You run it yourself.
Destination: .claude/skills/score-covariance-estimate · pinned to the source commit
# Run from your project root
git clone https://github.com/microprediction/precise.git .skillboard-tmp
git -C .skillboard-tmp checkout d89c883e91138546a785c7c1a81c0eba5433b2f4
mkdir -p ".claude/skills"
cp -r ".skillboard-tmp/.claude/skills/score-covariance-estimate" ".claude/skills/"
rm -rf .skillboard-tmpReview the source before running. This copies files into your project; it is not a one-click install and does not verify runtime safety.
sudo apt update && sudo apt install -y gitnpm install -g @anthropic-ai/claude-code# Run from your project root
git clone https://github.com/microprediction/precise.git .skillboard-tmp
git -C .skillboard-tmp checkout d89c883e91138546a785c7c1a81c0eba5433b2f4
mkdir -p ".claude/skills"
cp -r ".skillboard-tmp/.claude/skills/score-covariance-estimate" ".claude/skills/"
rm -rf .skillboard-tmpDestination: .claude/skills/score-covariance-estimate
Scanner static-checks@0.1.0 · commit d89c883e9113. Static checks cannot prove runtime safety – review the source and the exact diff before installing. How checks work.
No static rules matched. This is not a safety guarantee.