Changeset 330 for bdm/stat/libEF.h

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Timestamp:
04/28/09 16:39:40 (15 years ago)
Author:
dedecius
Message:

Added methods egiw::est_theta() for LS estimate of theta and egiw::est_theta_cov() for covariance of the LS estimate.

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1 modified

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  • bdm/stat/libEF.h

    r310 r330  
    201201                        vec mean() const; 
    202202                        vec variance() const; 
     203 
     204                        //! LS estimate of \f$\theta\f$ 
     205                        vec est_theta() const; 
     206 
     207                        //! Covariance of the LS estimate 
     208                        ldmat est_theta_cov() const; 
     209 
    203210                        void mean_mat ( mat &M, mat&R ) const; 
    204211                        //! In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]