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Merge pull request #2170 from dmsul/fix-clusgroup-dim

BUG: clustered cov fails when groups are 2d vector. Closes #2168

40745 of 49780 relevant lines covered (81.85%)

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Jobs
ID Job ID Ran Files Coverage
2 471.2 (PYTHON=2.7 NUMPY=1.7 SCIPY=0.12 OPTIONAL=cvxopt COVERAGE=true) 0
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 Travis Job 471.2
Source Files on build 471
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