diff --git a/doc/datasets/index.rst b/doc/datasets/index.rst
index 2c5ca9f93bd6d9f76eca09eed4c82ad9d4d1e6d6..13a56d21db680f48ba010bd793e9877628f6cfb4 100644
--- a/doc/datasets/index.rst
+++ b/doc/datasets/index.rst
@@ -97,7 +97,7 @@ can be used to build artifical datasets of controled size and complexity.
    make_spd_matrix
    make_swiss_roll
    make_s_curve
-
+   make_sparse_spd_matrix
 
 .. _libsvm_loader:
 
diff --git a/doc/modules/covariance.rst b/doc/modules/covariance.rst
index 65e687ea750ec2799945e0c8ec65945e49dd964a..88214959c007c4522f6f458c5860cfdd7a765ec3 100644
--- a/doc/modules/covariance.rst
+++ b/doc/modules/covariance.rst
@@ -232,7 +232,7 @@ paper. It is the same algorithm as in the R `glasso` package.
      covariance estimators.
 
    * :ref:`example_applications_plot_stock_market.py`: example on real
-   stock market data, finding which symbols are most linked.
+     stock market data, finding which symbols are most linked.
 
 .. topic:: References:
 
diff --git a/examples/covariance/plot_sparse_cov.py b/examples/covariance/plot_sparse_cov.py
index b1707de8b044abdb5c09f67c75d7e78e44c49f32..8008a47d9487684a2fd10958c58d46853db26dfd 100644
--- a/examples/covariance/plot_sparse_cov.py
+++ b/examples/covariance/plot_sparse_cov.py
@@ -55,7 +55,7 @@ print __doc__
 
 import numpy as np
 from scipy import linalg
-from sklearn.datasets.samples_generator import make_sparse_spd_matrix
+from sklearn.datasets import make_sparse_spd_matrix
 from sklearn.covariance import GraphLassoCV, ledoit_wolf
 import pylab as pl
 
diff --git a/sklearn/datasets/__init__.py b/sklearn/datasets/__init__.py
index a3c25096590cc64b855a09e928d65d5a69324c20..3c3442d031dae49d66465168f9b76c3095b6721f 100644
--- a/sklearn/datasets/__init__.py
+++ b/sklearn/datasets/__init__.py
@@ -28,6 +28,7 @@ from .samples_generator import make_sparse_uncorrelated
 from .samples_generator import make_spd_matrix
 from .samples_generator import make_swiss_roll
 from .samples_generator import make_s_curve
+from .samples_generator import make_sparse_spd_matrix
 from .svmlight_format import load_svmlight_file
 from .svmlight_format import load_svmlight_files
 from .svmlight_format import dump_svmlight_file