Choose a covariance estimator for your data

No estimator wins everywhere, so precise recommends one from observable, truth-free features.

from precise import suggest, covariance_features

suggest(X, top=3)        # -> list of estimator CLASSES, best first
covariance_features(X)   # -> dict of the features behind the choice

X is 2-D (rows = observations, columns = variables). Then:

Est = suggest(X, top=1)[0]
est = Est()
est.fit(X)               # or stream rows with partial_fit
cov = est.covariance_

What it keys on

covariance_features(X) returns p, n, p_over_n, effective_rank, sphericity, condition_number, mean_abs_offdiag_corr, avg_excess_kurtosis — all computed from the sample, none requiring the unknown truth. Internally suggest uses a frozen, numpy-only decision tree; broadly it routes high p/n or ill-conditioned data to shrinkage/factor estimators and heavy-tailed data to robust ones.

Guardrail (important)

suggest is a heuristic trained on synthetic regimes. In leave-one-generative-family-out tests it does not reliably beat the single best fixed estimator on a wholly novel data-generating family — it generalizes across samples within familiar regimes, not to arbitrarily new structure. So:

• Treat its output as a strong shortlist, not an oracle.
• If the decision matters, verify the shortlist out-of-sample on your own data with the score-covariance-estimate skill, rather than trusting the recommendation blind.
• A well-conditioned shrinkage estimator (LedoitWolfCovariance / OASCovariance) is a safe default when in doubt.