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ENH: Avoid taking cholesky decomposition of diagonal matrix #508

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merged 1 commit into from Oct 5, 2012

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@jseabold jseabold commented Oct 5, 2012

Will close #488.

jseabold added a commit that referenced this pull request Oct 5, 2012
ENH: Avoid taking cholesky decomposition of diagonal matrix. Closes #488.
@jseabold jseabold merged commit d10372d into statsmodels:master Oct 5, 2012
PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014
ENH: Avoid taking cholesky decomposition of diagonal matrix. Closes statsmodels#488.
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Avoid cholesky decomposition of diagonal matrices in linear regression models
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