title: Build in function for computing covariance
body: <p>Is there a way in python to obtain the covariance matrix given the mean and sample data points</p>
  
  <p>Example:</p>
  
  <pre><code>mean = [3 3.6]
  data = [[1 2]
          [2 3]
          [3 3]
          [4 5] 
          [5 5]]
  </code></pre>
  
  <p>I know how to calculate the same by substituting these values in the formula. But is there a build in function in python which does this for me. I know there is one in Matlab, but I am not sure about python.</p>