code: def sk_ledoit_wolf(X):
      
      print("Ledoit-Wolf (sklearn)")
      lw_cov_, _ = ledoit_wolf(X)
      lw_prec_ = np.linalg.inv(lw_cov_)
      return lw_cov_, lw_prec_
docs: Estimate inverse covariance via scikit-learn ledoit_wolf function.