Online covariance and correlation estimation in pure Python. It updates estimates one observation at a time, which suits streaming and live use, and it carries many published estimators (shrinkage, factor and ensemble methods) behind one interface so they can be compared on equal terms.
About 137,000 all-time downloads from PyPI.
Fund this project
Mon, 05 Oct 2026 23:40:07 UTC
There was a problem with this listing's funding.json manifest.
If it is not fixed, the listing will be removed from the portal.
Crawl error
error: https://github.com/microprediction/skaters/blob/main/.well-known/funding-manifest-urls?raw=true returned 429
Peter Cotton
github.com/microprediction/precise
github.com/microprediction/precise