Changeset 168 for bdm/stat/libEF.h

Timestamp:

09/18/08 19:54:09 (16 years ago)

Author:

smidl

Message:

Work on mixtures of EF, small changes

Files:

• bdm/stat/libEF.h (modified) (2 diffs)

bdm/stat/libEF.h

@@ -113 +113 @@
 * \brief Gauss-inverse-Wishart density stored in LD form
 
-* More?...
+* For \f$p\f$-variate densities, given rv.count() should be \f$p\times\f$ V.rows().
+*
 */
 class egiw : public eEF {
@@ -121 +122 @@
         //! Number of data records (degrees of freedom) of sufficient statistics
         double nu;
-public:
-        //!Default constructor
+        //! Dimension of the output
+        int xdim;
+        //! Dimension of the regressor
+        int nPsi;
+public:
+        //!Default constructor, assuming
         egiw(RV rv, mat V0, double nu0): eEF(rv), V(V0), nu(nu0) {
-                it_assert_debug(rv.count()==V.rows(),"Incompatible V0.");
+                xdim = rv.count()/V.rows();
+                it_assert_debug(rv.count()==xdim*V.rows(),"Incompatible V0.");
+                nPsi = V.rows()-xdim;
         }
 
         vec sample() const;
         vec mean() const;
+        //! In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]
         double evalpdflog ( const vec &val ) const;
         double lognc () const;