pyhfcorr

pyhfcorr adds support for arbitrarily correlated uncertainties to pyhf, whose HistFactory-based models natively support only fully correlated or uncorrelated systematics. It pre-processes a model’s correlations block — a modifier name, the correlated parameters, and their correlation matrix — using singular value decomposition to produce a standard, pyhf-compatible specification with the correlation structure built in.

Have a look at the repository here:

github.com/lorenzennio/pyhfcorr