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pyerrors/obs.py
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@ -1430,6 +1430,9 @@ def correlate(obs_a, obs_b):
def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs):
r'''Calculates the error covariance matrix of a set of observables.
WARNING: This function should be used with care, especially for observables with support on multiple
ensembles with differing autocorrelations. See the notes below for details.
The gamma method has to be applied first to all observables.
Parameters