'Use a multi-dimensional array as the dataset and test the callable\'s
cov factor'

def test_callable_covariance_dataset(self):

    np.random.seed(8765678)
    n_basesample = 50
    multidim_data = [np.random.randn(n_basesample) for i in range(5)]
    def callable_fun(x):
        return 0.55
    kde = mlab.GaussianKDE(multidim_data, bw_method=callable_fun)
    assert (kde.covariance_factor() == 0.55)
