'Saves the covariance and precision estimates
Storage is done accordingly to `self.store_precision`.
Precision stored only if invertible.
Parameters
covariance : 2D ndarray, shape (n_features, n_features)
Estimated covariance matrix to be stored, and from which precision
is computed.'

def _set_covariance(self, covariance):

    covariance = check_array(covariance)
    self.covariance_ = covariance
    if self.store_precision:
        self.precision_ = linalg.pinvh(covariance)
    else:
        self.precision_ = None
