Using the online managers estimators

1. Choose a covariance “skater” from the listing of managers
2. Import it
3. Pass it one data vector, or list at a time

Example usage

Here y is a vector:

    from precise.skaters.managers.schurmanagers import schur_weak_pm_t0_d0_r025_n50_g100_long_manager as mgr
    s = {}
    for y in ys:
        w, s = mgr(s=s, y=y)

See also

• Manager comparison

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