I got a illegal value message using MKL on Windows 64 while running the statsmodels test suite.
Kevin is getting the same with more information, which indicates that it might be numpy.linalg.svd https://github.com/statsmodels/statsmodels/issues/2308#issuecomment-78086656 Is this serious? I'm just setting up a new computer and haven't investigated yet. Given the name of the test class, this might be a warning for an inf or nan, then it would be our problem in statsmodels Josef
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