Endpoint · computePOSTwww.mahastrategies.com /api/v1/micro/covariance-uncertainty
Propagate declared correlated measurement uncertainty for 1-8 sensitivities using c-transpose C c.
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Propagate declared correlated measurement uncertainty for 1-8 sensitivities using c-transpose C c. Requires exact symmetric positive-semidefinite covariance; returns exact variance and a rational square-root enclosure. First-order only; no empirical covariance validation.Overview
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https://www.mahastrategies.com/api/v1/micro/covariance-uncertainty
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- ?Description
- Propagate declared correlated measurement uncertainty for 1-8 sensitivities using c-transpose C c. Requires exact symmetric positive-semidefinite covariance; returns exact variance and a rational square-root enclosure. First-order only; no empirical covariance validation.
- URL
- https://www.mahastrategies.com/api/v1/micro/covariance-uncertainty
- Method
- POST
- Class
- compute
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- L1
- Endpoint id
- cap_01M2F72QHCRAFJZ0ZG683PJ1QH
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