scikit-hep / resample

Randomization-based inference in Python
BSD 3-Clause "New" or "Revised" License
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add covariance #184

Closed HDembinski closed 5 months ago

HDembinski commented 5 months ago

Adds bootstrap.covariance in addition to bootstrap.variance. The former computes the full covariance matrix if the function returns a vector, while the latter computes the variance element-wise.

The docstring of bootstrap.variance was clarified with respect to this point.