Changeset 262 for bdm/stat/libEF.cpp

Timestamp:

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

Author:

smidl

Message:

cleanup of include files

Files:

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

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();