BUG: Columns and Index share the same numpy object underneath when pd.DataFrame.cov is used

[kapilsh]

• closes Columns and Index share the same numpy object underneath when pd.DataFrame.cov is used #14617
• tests added / passed
• passes git diff upstream/master | flake8 --diff
• Index now copies the columns array instead of using the same object in
  covariance and correlations stats methods of dataframe

[jreback]

• needs tests; you can put next to the other .cov tests
• add a whatsnew note in 0.19.2

[codecov-io]

Current coverage is 85.28% (diff: 100%)

Merging #14667 into master will increase coverage by <.01%

@@             master     #14667   diff @@
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  Files           140        140          
  Lines         50693      50695     +2   
  Methods           0          0          
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+ Hits          43234      43236     +2   
  Misses         7459       7459          
  Partials          0          0          

Powered by Codecov. Last update 3f523f3...428cb37

[jreback]

can you update (whatsnew in 0.20.0)

[jreback]

can you add a test and whatsnew for 0.20.0 (bug fix)

[jreback]

closing as stale. please ping if you'd like to continue.