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C++ API

       [cv,wx] = best_dir_cov(x,a,sx,wd)
 
 x    D x P     : 
 a    P x W     : Same as in best_dir, but sx is compulsory.
 sx   P x 1     :
 
 wd (W+D) x 1   : ML estimate of [w;d]

 cv (W+D)x(W+D) : Covariance of the ML estimator at [w;d]

 wx (W+D)x(P*D) : derivatives of ML estimate wrt to observations

Package: vrml