PhpBench\Math\Kde::computeCovariance PHP Method

    private function computeCovariance()
    {
        $factorCallable = $this->coVarianceFactor;
        $this->factor = $factorCallable();
        // Cache covariance and inverse covariance of the data
        if (null === $this->_dataInvCov) {
            // original used the numpy.cov function.
            $this->_dataCovariance = pow(Statistics::stdev($this->dataset, true), 2);
            //$this->_dataInvCov = 1/ linalg.inv($this->_dataCovariance)
            $this->_dataInvCov = 1 / $this->_dataCovariance;
        }
        $this->covariance = $this->_dataCovariance * pow($this->factor, 2);
        $this->invCov = $this->_dataInvCov / pow($this->factor, 2);
        $this->normFactor = sqrt(2 * M_PI * $this->covariance) * count($this->dataset);
    }