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IMAGINE
Commits
a16031fa
Commit
a16031fa
authored
Sep 04, 2017
by
Theo Steininger
Browse files
Updated ensemble_likelihood.py
parent
19240018
Changes
1
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Side-by-side
imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
View file @
a16031fa
...
...
@@ -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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