Update license to indicate GPL dependency. (#447)

LICENSE.md

@@ -22,3 +22,8 @@ The GLM module is licensed under the MIT License:
 > LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
 > OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
 > WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+
+Note that the GLM module has an indirect dependency on the
+[Rmath.jl](https://github.com/JuliaStats/Rmath.jl) library, which is licensed
+under the terms of the GPLv2.  See
+[here](https://github.com/JuliaStats/Rmath-julia/blob/master/COPYING).