fit_transform doesn't exist for Covariance

[bhargavvader]

The code snippet here in the docs mention using cos.fit_transform, but the Covariance class only has fit. Should the docs be changed, or am I interpreting something wrong here?

And if we're intending to apply the transformation, how do we do it?

[perimosocordiae]

Good catch. fit_transform is a common method in scikit-learn, but we don't define it here yet. I updated the example in the docs.