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fjosw 2021-12-13 17:11:53 +00:00
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pyerrors/obs.py
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@ -1331,8 +1331,7 @@ def covariance(obs1, obs2, correlation=False, **kwargs):
The gamma method has to be applied first to both observables.
If abs(covariance(obs1, obs2)) > obs1.dvalue * obs2.dvalue, the covariance
is constrained to the maximum value in order to make sure that covariance
matrices are positive semidefinite.
is constrained to the maximum value.
Keyword arguments
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