docstr: covariance matrix
  
  The covariance matrix for the t distribution does not exist for df<=2,
  and is equal to sigma * df/(df-2) for df>2
code: def cov(self):
      """covariance matrix
  
      The covariance matrix for the t distribution does not exist for df<=2,
      and is equal to sigma * df/(df-2) for df>2
  
      """
      if self.df <= 2:
          return np.nan * np.ones_like(self.sigma)
      else:
          return self.df / (self.df - 2.0) * self.sigma
  
imports: import numpy
  from scipy import special
  from statsmodels.sandbox.distributions.multivariate import mvstdtprob
  from .extras import mvnormcdf
label_desc: Use image node_id 5 for calling the MVT obj's underlying member method code with example usage: obj.cov() and returns: unknown, unknown