Changeset 262 for bdm/stat

Timestamp:

02/09/09 23:10:36 (15 years ago)

Author:

smidl

Message:

cleanup of include files

Location:

bdm/stat

Files:

• libBM.cpp (modified) (1 diff)
• libEF.cpp (modified) (2 diffs)
• libEF.h (modified) (3 diffs)
• libFN.cpp (modified) (1 diff)
• libFN.h (modified) (1 diff)
• loggers.cpp (modified) (1 diff)

bdm/stat/libBM.cpp

@@ -1 @@
-#include <itpp/itbase.h>
+
 #include "libBM.h"
 #include "../itpp_ext.h"
 
+//! Space of basic BDM structures
 namespace bdm {
 

bdm/stat/libEF.cpp

@@ -1 @@
-#include <itpp/itbase.h>
+
 #include <itpp/base/bessel.h>
 #include "libEF.h"
@@ -87 +87 @@
 
 }
+
+vec egiw::variance() const {
+
+        if ( xdim==1 ) {
+                int l=V.rows();
+                const ldmat tmp(V,linspace(1,l-1));
+                ldmat itmp(l);
+                tmp.inv(itmp);
+                double cove = V._D() ( 0 ) / ( nu -nPsi -2*xdim -2 );
+                
+                vec var(l);
+                var.set_subvector(0,diag(itmp.to_mat())*cove);
+                var(l-1)=cove*cove/( nu -nPsi -2*xdim -2 );
+                return var;
+        }
+        else {it_error("not implemneted"); return vec(0);}
+}
+
 void egiw::mean_mat ( mat &M, mat&R ) const {
         const mat &L= V._L();

bdm/stat/libEF.h

@@ -14 +14 @@
 #define EF_H
 
-#include <itpp/itbase.h>
-#include "../math/libDC.h"
+
 #include "libBM.h"
-#include "../itpp_ext.h"
+#include "../math/chmat.h"
 //#include <std>
 
@@ -193 +192 @@
         vec sample() const;
         vec mean() const;
-        vec variance() const{it_error("Not implemented"); return vec(0);};
+        vec variance() const;
         void mean_mat ( mat &M, mat&R ) const;
         //! In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]
@@ -466 +465 @@
 
 /*! (Approximate) Student t density with linear function of mean value
+
+The internal epdf of this class is of the type of a Gaussian (enorm). 
+However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.
+
+Perhaps a moment-matching technique? 
 */
 class mlstudent : public mlnorm<ldmat> {

bdm/stat/libFN.cpp

@@ -1 @@
-#include <itpp/itbase.h>
+
 #include "libFN.h"
 

bdm/stat/libFN.h

@@ -13 +13 @@
 #define FN_H
 
-#include <itpp/itbase.h>
 #include "libBM.h"
 

bdm/stat/loggers.cpp

@@ -1 @@
-#include <itpp/itbase.h>
+
 #include "loggers.h"
 #include "../osutils.h"