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Merge pull request #6425 from ChadFulton/ss-check-diag-obs-cov

BUG/ENH: Diffuse multivariate case w/ non-diagonal observation innovation covariance matrix

17146 of 22842 branches covered (75.06%)

12 of 12 new or added lines in 1 file covered. (100.0%)

90914 of 103790 relevant lines covered (87.59%)

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Jobs
ID Job ID Ran Files Coverage
3 11224.3 (PYTHON=3.7 PANDAS=0.24 LINT=true COVERAGE=true PYTEST_OPTIONS=) 0
87.58
 Travis Job 11224.3
4 11224.4 (PYTHON=3.6 NUMPY=1.15 PANDAS=0.22 SCIPY=1.1 BLAS="nomkl blas=*=openblas" COVERAGE=true PYTEST_OPTIONS=) 0
87.57
 Travis Job 11224.4
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