Initial commit
docstring improvements
more docstring improvements
Added corr_thresholded
Updated docstrings
Removed local path
Renamings and docstring fixed
Added comments to release notes
Style edits per Josef's comments; adde FactoredSPDMatrix class and decorrelate method
Added solve and logdet methods to FactoredPSDMatrix class
Minor docstring edits
Fixed typo
Merge pull request #1585 from josef-pkt/cor_nearest_1384_rebased

ENH: Cor nearest 1384 rebased closes #1585 closes #1567