Peter Cotton

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@microprediction · 06820

1,039Followers

239Public Repos

6Published Skills

Agent Skills by Peter Cotton

Showing 6 vetted skills indexed across 1 GitHub repositories.

Estimate covariance, correlation, and precision matrices from streaming data.

Recommend covariance estimators for time-series data based on in-sample characteristics.

Calculate real-time covariance for named time-varying series in Python.

Estimate covariance matrices incrementally from streaming observations.

Compare covariance estimation methods in high-dimensional datasets using Python.

Assess covariance estimators and scoring rules for accuracy and reliability.