double dmvn_zero_mean(const Vector &y, const SpdMatrix &Siginv, double ldsi,
bool logscale) {
const double log2pi = 1.83787706641;
double n = y.size();
double ans = 0.5 * (ldsi - Siginv.Mdist(y) - n * log2pi);
return logscale ? ans : std::exp(ans);
}
//======================================================================
double dmvt(const Vector &x, const Vector &mu, const SpdMatrix &Siginv, double nu,
double ldsi, bool logscale){
long dim = mu.size();
double nc = lgamma( (nu + dim)/2.0 ) + .5 * ldsi
- lgamma(nu/2.0) - (.5*dim) * (log(nu) + Constants::log_pi);
double delta = Siginv.Mdist(x, mu);
double ans = nc - .5*(nu + dim)*(::log1p(delta/nu));
return logscale ? ans : exp(ans);
}
double NeRegSuf::SSE()const{
SpdMatrix ivar = xtx().inv();
return yty() - ivar.Mdist(xty()); }