n class="n">_create_covariance_matrix</span><span class="p">(</span><span class="n">X_corr</span><span class="p">,</span> <span class="n">n_features</span><span class="p">)</span>

    <span class="n">signs</span> <span class="o">=</span> <span class="n">rng</span><span class="o">.</span><span class="n">binomial</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="mf">0.5</span><span class="p">,</span> <span class="n">n_features</span><span class="p">)</span> <span cl