docs: update equation

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Author: kgryte

lib/node_modules/@stdlib/stats/strided/dcovmatmtk/README.md

@@ -90,14 +90,14 @@ The use of the term `n-1` is commonly referred to as Bessel's correction. Depend
 
 Given a matrix **X** containing `K` data vectors `X_i`, a [covariance matrix][covariance-matrix] (also known as the **auto-covariance matrix**, **dispersion matrix**, **variance matrix**, or **variance-covariance matrix**) is a square matrix containing the [covariance][covariance] `cov(X_i,X_j)` between each pair of data vectors for `0 <= i < K` and `0 <= j < K`.
 
-<!-- <equation class="equation" label="eq:covariance_matrix" align="center" raw="\operatorname{cov}(\mathbf{X}) = \begin{bmatrix} \operatorname{var}(X_0,X_0) & \operatorname{cov}(X_0,X_1) & \ldots & \operatorname{cov}(X_0,X_K) \\ \operatorname{cov}(X_1,X_0) & \operatorname{var}(X_1,X_1) & \ldots & \operatorname{cov}(X_1,X_K) \\ \vdots & \vdots & \ddots & \vdots \\ \operatorname{cov}(X_K,X_0) & \operatorname{cov}(X_K,X_1) & \ldots & \operatorname{var}(X_K,X_K) \\ \end{bmatrix}" alt="Equation for covariance matrix."> -->
+<!-- <equation class="equation" label="eq:covariance_matrix" align="center" raw="\operatorname{cov}(\mathrm{\mathbf{X}}) = \begin{bmatrix} \operatorname{var}(X_0,X_0) & \operatorname{cov}(X_0,X_1) & \ldots & \operatorname{cov}(X_0,X_{K-1}) \\ \operatorname{cov}(X_1,X_0) & \operatorname{var}(X_1,X_1) & \ldots & \operatorname{cov}(X_1,X_{K-1}) \\ \vdots & \vdots & \ddots & \vdots \\ \operatorname{cov}(X_{K-1},X_0) & \operatorname{cov}(X_{K-1},X_1) & \ldots & \operatorname{var}(X_{K-1},X_{K-1}) \\ \end{bmatrix}" alt="Equation for covariance matrix."> -->
 
 ```math
-\mathop{\mathrm{cov}}(\mathbf{X}) = \begin{bmatrix}
-\mathop{\mathrm{var}}(X_0,X_0) & \mathop{\mathrm{cov}}(X_0,X_1) & \ldots & \mathop{\mathrm{cov}}(X_0,X_K) \\
-\mathop{\mathrm{cov}}(X_1,X_0) & \mathop{\mathrm{var}}(X_1,X_1) & \ldots & \mathop{\mathrm{cov}}(X_1,X_K) \\
+\mathop{\mathrm{cov}}(\mathrm{\mathbf{X}}) = \begin{bmatrix}
+\mathop{\mathrm{var}}(X_0,X_0) & \mathop{\mathrm{cov}}(X_0,X_1) & \ldots & \mathop{\mathrm{cov}}(X_0,X_{K-1}) \\
+\mathop{\mathrm{cov}}(X_1,X_0) & \mathop{\mathrm{var}}(X_1,X_1) & \ldots & \mathop{\mathrm{cov}}(X_1,X_{K-1}) \\
 \vdots & \vdots & \ddots & \vdots \\
-\mathop{\mathrm{cov}}(X_K,X_0) & \mathop{\mathrm{cov}}(X_K,X_1) & \ldots & \mathop{\mathrm{var}}(X_K,X_K) \\
+\mathop{\mathrm{cov}}(X_{K-1},X_0) & \mathop{\mathrm{cov}}(X_{K-1},X_1) & \ldots & \mathop{\mathrm{var}}(X_{K-1},X_{K-1}) \\
 \end{bmatrix}
 ```