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@raphaelvallat raphaelvallat commented Jan 5, 2026

Fixes #478

To merge after #480

The previous implementation removed eigenvalues using a fixed absolute threshold (> 0.001), which is scale-dependent and can discard valid, non-zero eigenvalues when the covariance matrix has small but meaningful variance. This breaks can lead to incorrect W and p-values in Mauchly's test. The new implementation uses a relative tolerance based on machine precision and matrix scale to ensure that only numerically zero eigenvalues are discarded.

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codecov bot commented Jan 5, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 98.54%. Comparing base (cfaa5db) to head (a0d5fbd).

Additional details and impacted files
@@           Coverage Diff           @@
##             main     #482   +/-   ##
=======================================
  Coverage   98.54%   98.54%           
=======================================
  Files          19       19           
  Lines        3362     3363    +1     
  Branches      493      493           
=======================================
+ Hits         3313     3314    +1     
  Misses         26       26           
  Partials       23       23           

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Sphericity (Mauchly) test inconsistency

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