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Commit a16031fa authored by Theo Steininger's avatar Theo Steininger
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Updated ensemble_likelihood.py

parent 19240018
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1 merge request!3Advanced ensemble likelihood
......@@ -49,9 +49,7 @@ class EnsembleLikelihood(Likelihood):
# compute quantities for OAS estimator
mu = np.vdot(u_val, u_val)/n
alpha = 0.
for i in xrange(n):
alpha += np.sum(u_val.T.dot(u_val[:, i])**2)
alpha = (np.einsum(u_val, [0, 1], u_val, [2, 0])**2).sum()
numerator = alpha + mu**2
denominator = (k + 1) / (alpha - (mu**2)/n)
......
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