Commit a16031fa authored by Theo Steininger's avatar Theo Steininger

Updated ensemble_likelihood.py

parent 19240018
......@@ -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)
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment