Commit 597aa1e6 by Theo Steininger

### Modified determinant term in EnsembleLikelihood

parent 6efe858f
 ... @@ -103,19 +103,16 @@ class EnsembleLikelihood(Likelihood): ... @@ -103,19 +103,16 @@ class EnsembleLikelihood(Likelihood): # compute regularizing determinant of the covariance # compute regularizing determinant of the covariance # det(A + UV^T) = det(A) det(I + V^T A^-1 U) # det(A + UV^T) = det(A) det(I + V^T A^-1 U) if self.use_determinant: if self.use_determinant: log_det_1 = np.sum(np.log(B)) log_det = np.sum(np.log(data_covariance + (sign, log_det_2) = np.linalg.slogdet(middle) np.sum((obs_val-obs_mean)**2, axis=0)/k))/n if sign < 0: self.logger.error("Negative determinant of covariance!") else: else: log_det_1 = 0. log_det = 0. log_det_2 = 0. result = -0.5*(result_1 + result_2 + log_det_1 + log_det_2) result = -0.5*(result_1 + result_2 + log_det) self.logger.info("Calculated (%s): -(%g + %g + %g + %g) = %g" % self.logger.info("Calculated (%s): -1/2(%g + %g + %g) = %g" % (self.observable_name, (self.observable_name, result_1, result_2, log_det_1, log_det_2, result)) result_1, result_2, log_det, result)) # result_array[i] = result # result_array[i] = result # total_result = result_array.mean() # total_result = result_array.mean() ... ...
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