`x` :
first list of points. Rows are samples, columns are
features.
`y` :
second list of points (optional)
`w` : np.ndarray
optional inverse covariance matrix between the points. It is
computed if not given
Inverse covariance matrix can be calculated with the following :
w = np.linalg.solve(np.cov(x.T), np.identity(x.shape[1]))
or :
w = np.linalg.inv(np.cov(x.T))
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