Off-diagonal covariance values may be negative
Here is an example output from one of the "two body" estimators. Some off-diagonal covariance numbers may be less than zero. This bug is seen on dcbf715d (before SNC merge).
This does not make any sense because the covariance is a product of two variances, and therefore should be strictly positive.
=== PREDICTED: false ===
EstState
┌ ┐
│ 0 │
│ 0 │
│ 0 │
│ 0 │
│ 0 │
│ 0 │
└ ┘
Covariance
┌ ┐
│ 0.0013217030370889905 0.0002661168748412955 0.0001802838760628358 0.00001883917831470682 0.000003944485833688513 0.00000267203332191019 │
│ 0.00026611687484129554 0.0004945122691175712 -0.000613208627778931 0.000003755809054069669 0.000007220958622422632 -0.000008653985821366324 │
│ 0.00018028387606283571 -0.0006132086277789311 0.0009846662824402814 0.0000025888075969706884 -0.000008805582130192195 0.000014035336408706763 │
│ 0.00001883917831470681 0.000003755809054069665 0.0000025888075969706923 0.000000944378725471517 0.00000018759804738694066 0.00000012743155953497115 │
│ 0.000003944485833688511 0.000007220958622422647 -0.000008805582130192205 0.0000001875980473869405 0.0000003671675434491893 -0.00000042985738039130904 │
│ 0.000002672033321910186 -0.000008653985821366319 0.000014035336408706752 0.0000001274315595349711 -0.00000042985738039130925 0.0000007080045136017495 │
└ ┘