"""Exact four-point example: positive pooled, negative within-group covariance.""" from pathlib import Path import matplotlib.pyplot as plt import numpy as np def main(): g = np.array([-1, -1, 1, 1]) e = np.array([-1, 1, -1, 1]) x, y = 2*g + e, 2*g - e assert np.allclose(np.cov(x, y, bias=True), [[5, 3], [3, 5]]) fig, ax = plt.subplots(figsize=(7.6, 4.2), dpi=100, layout="constrained") fig.set_facecolor("white") for group, color in [(-1, "#1565c0"), (1, "#c45114")]: keep = g == group assert np.cov(x[keep], y[keep], bias=True)[0, 1] == -1 ax.plot(x[keep], y[keep], "o-", color=color, linewidth=2, markersize=8, label=f"G = {group:+d}: covariance −1") t = np.linspace(-3.5, 3.5, 100) ax.plot(t, .6*t, "--", color="#444444", label="Pooled fit: slope 3/5") ax.axhline(0, color="#bbbbbb", lw=.7) ax.axvline(0, color="#bbbbbb", lw=.7) ax.set(xlabel="X = 2G + E", ylabel="Y = 2G − E", title="Pooled covariance +3; within each group −1", xlim=(-3.6, 3.6), ylim=(-3.6, 3.6)) ax.legend(loc="upper left", fontsize=9) ax.grid(alpha=.15) fig.savefig(Path(__file__).with_suffix(".png").name, facecolor="white") plt.close(fig) if __name__ == "__main__": main()