scipy/scipy — pull request #3141 by argriffing (2013-12-09 18:04:27+00:00)
Title: ENH: add multivariate normal option to return the effective rank

When the covariance matrix is nearly singular, the scipy code that computes the multivariate normal pdf and logpdf will use a degenerate distribution. Optionally return the internal effective rank of the covariance matrix of the distribution.