Hi, we are interested in using your library and would like computed covariances, is this available now or is it an upcoming feature? Alternatively I might be able to work on adding it.

Hi, I'm currently working on this feature. You can see that in the branch associated with this issue. It might get some time to get it in the state that me and the others like but it is gonna be there at some point.

@nachovizzo @benemer shall we close this and open it again later?

Or mark is a draft? but yes, I won't be able to look into this, in at least 3/5 months