compute precisions and return formal errors about annieslasso HOT 6 CLOSED

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wha?

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(Ness and I were waiting for you on Skype at the time, and we could see you were active on GitHub)

Do you mean just returning formal errors from the covariance matrix at test time, or those formal errors plus some error model that we have built from our validation tests?

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Just the covariance matrix.

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Oh, great: well we already do that and save it to the result file at test-time. I'll put the formal errors as columns in the final table.

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For formal errors, there are the inverse-sqrts of the inverse covariance matrix diagonals, and there are sqrts of the covariance matrix diagonals. We want the latter.

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