TODO

1) Test that the covariates functionality works propperly (Leo, there are some comments in the codes also) (Leo)
2) Deal with all the debugging output. Where shall these messages go in the future? Verbosity. (Oli)
3) R wrapper, I just don't understand how R works, the lib is build; found this here (http://www.swig.org/Doc1.3/R.html#R_nn6) which does not help me.. (Matias)
4) Priors (pa,pb) have setters but no getters, probably not that critical though.. (Oli)
5) Documentation, doxygen? (Matias)
6) Propper build system using autoconfigu or similar.
   Matias: we need to get the python support in also. Either we use the python distutils for this (I currenlty do) or we need python-configure to figure out where python is  etc.
   With autoconfig that is all reasonably easy. Maybe "shogun" (http://www.shogun-toolbox.org/) has some things to steal from.
   I copied the typempas for R and python from them also, foud this very useful in many ways. (Matias)
7) Check for memory leaks
8) Stress tests for large matrices - memory usage, speed for CPP/Py/R versions (Leo)
9) Convergence - from lower bound, not number of iterations (Oli)