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WIP ENH: cov and matrix tools to work with covariances and correlations #4143

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BUG, TST: fix some of the problems, add unit tests including cov_corr

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WIP ENH: cov and matrix tools to work with covariances and correlations #4143

BUG, TST: fix some of the problems, add unit tests including cov_corr
ef29651
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