n class="p">)</span>

    <span class="k">return</span> <span class="n">y</span><span class="p">,</span> <span class="n">c</span><span class="p">,</span> <span class="n">yhat</span></div>


<span class="k">def</span> <span class="nf">_create_covariance_matrix</span><span class="p">(</span><span class="n">rho</span><span class="p">,</span> <span class="n">p</span><span class="p">):</span>
    <span class="n">a</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">re