covariance_type : string
        String describing the type of covariance parameters to use.  Must be
        one of 'spherical' (each state has its own single variance that applies
        for all components), 'tied' (the same general covariance matrix applies
        to all states), 'diag' (the same diagonal covariance matrix applies to
        all states), 'full' (each state has its own general covariance matrix).
        Defaults to 'diag'.