Changeset 977

Timestamp:

05/25/10 20:54:43 (14 years ago)

Author:

smidl

Message:

make egiw work for empty Gauss

Location:

library/bdm/stat

Files:

• exp_family.cpp (modified) (3 diffs)
• exp_family.h (modified) (2 diffs)

library/bdm/stat/exp_family.cpp

@@ -239 +239 @@
         // cut out rest of lower-right part of V
         // invert it
-        ldmat itmp ( l );
+        ldmat itmp;
         if (dimx<l){
                 const ldmat tmp ( V, linspace ( dimx, l - 1 ) );
                 tmp.inv ( itmp );
-        }
+        } 
         // following Wikipedia notation
         // m=nu-nPsi-dimx-1, p=dimx
         double mp1p = nu - nPsi - 2 * dimx; // m-p+1
         double mp1m = mp1p - 2;     // m-p-1
-
+        
         if ( dimx == 1 ) {
                 double cove = V._D() ( 0 ) / mp1m ;
-
+                
                 vec var ( l );
                 var.set_subvector ( 0, diag ( itmp.to_mat() ) *cove );
@@ -260 +260 @@
                 mat Y = Vll.to_mat();
                 mat varY ( Y.rows(), Y.cols() );
-
+                
                 double denom = ( mp1p - 1 ) * mp1m * mp1m * ( mp1m - 2 );         // (m-p)(m-p-1)^2(m-p-3)
-
+                
                 int i, j;
                 for ( i = 0; i < Y.rows(); i++ ) {
@@ -276 +276 @@
                         var_Th.set_subvector ( i*var_th.length(), var_th*mean_dR ( i ) );
                 }
-
+                
                 return concat ( var_Th, cvectorize ( varY ) );
         }

library/bdm/stat/exp_family.h

@@ -370 +370 @@
         vec mean() const;
         vec variance() const;
+        //mat covariance() const;
         void sample_mat ( mat &Mi, chmat &Ri ) const;
 
@@ -585 +586 @@
 UIREGISTER ( mDirich );
 
+
 //! \brief Estimator for Multinomial density
 class multiBM : public BMEF {