VirgileFritsch/scikit-learn — comment on commit 73e5fb162021c84363d8decacf3ebcf5a647a59b
File: sklearn/covariance/tests/test_covariance.py line 257
By agramfort:

this does not set a seed.

you should do eg. :

rng = np.random.RandomState(0)
X = rng.randn(n, p)