code: def test_nan_option_covariance(self):
      # Test if nan_option is correctly passed.
      NUM_VARIABLE = 10
      NUM_OBSERVATION = 200
      EPS = 1e-6
  
      estimator = StructuredCovEstimator(
          scale_return=False, assume_centered=True, nan_option="fill"
      )
  
      X = np.random.rand(NUM_OBSERVATION, NUM_VARIABLE)
  
      est_cov = estimator.predict(X, is_price=False)
      np_cov = np.cov(
          X.T
      )  # While numpy assume row means variable, qlib assume the other wise.
  
      delta = abs(est_cov - np_cov)
      if_identical = (delta < EPS).all()
  
      self.assertTrue(if_identical)
  
file_path: qlib/tests/test_structured_cov_estimator.py
imports: import unittest
  import numpy
  from scipy.linalg import sqrtm
  from qlib.model.riskmodel import StructuredCovEstimator
label_desc: Use image node_id 2 for calling the TestStructuredCovEstimator obj's underlying member method code with example usage: obj.test_nan_option_covariance() without return types