statsmodels/statsmodels — pull request #631 by josef-pkt (2013-01-22 02:32:30+00:00)
Title: WIP: Correlation positive semi definite

(keeping track of unmerged branches)

In some cases estimates of covariance and correlation matrices are not positive semi definite. see issue #303

some helper functions to find a positive semi definite matrix that is "close"

no unit tests, with examples