import numpy as np
from sklearn.datasets import load_iris
from sklearn.covariance import EmpiricalCovariance as skEmpiricalCovariance
class EmpiricalCovariance():
def fit(self, X):
self.covariance_ = np.cov(X.T, bias=True)
return self
X, _ = load_iris(return_X_y=True)
est1 = EmpiricalCovariance().fit(X)
est2 = skEmpiricalCovariance().fit(X)
assert np.allclose(est1.covariance_, est2.covariance_)