Removed n_jobs parameter from the fit method and added it to the constructor
Added Deprecation warning
Small PEP8 fix, n_jobs attribute is compatible with both fit method and the constructor
Fixed a failing test in the doc
Added tests
Added seperate tests
Refactored some logic code
PEP8 fixes
Merge pull request #3678 from akshayah3/LinearReg

[MRG+1] Removed n_jobs parameter from the fit method and added it to constructor