Warn when covariance matrix isWarn when covariance matrix is PSD but ill-conditionedPSD but ill-conditioned #695
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This PR adds a RuntimeWarning when a covariance matrix is positive semidefinite
but numerically ill-conditioned, suggesting the use of shrinkage estimators
(Ledoit-Wolf or OAS) for improved numerical stability.
No API or behavioral changes are introduced. A unit test is included.