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docs: warning added to docstring of covariance.
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@ -1430,6 +1430,9 @@ def correlate(obs_a, obs_b):
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def covariance(obs, visualize=False, correlation=False, smooth=None, **kwargs):
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r'''Calculates the error covariance matrix of a set of observables.
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WARNING: This function should be used with care, especially for observables with support on multiple
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ensembles with differing autocorrelations. See the notes below for details.
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The gamma method has to be applied first to all observables.
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Parameters
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