Commit db3aa7a2 by Theo Steininger

### added n to determinant part, too.

parent 219a9082
 ... @@ -98,9 +98,6 @@ class EnsembleLikelihood(Likelihood): ... @@ -98,9 +98,6 @@ class EnsembleLikelihood(Likelihood): result_1 = np.vdot(c, first_summand_val) result_1 = np.vdot(c, first_summand_val) result_2 = -np.vdot(c, second_summand_val) result_2 = -np.vdot(c, second_summand_val) result_1 /= n result_2 /= n # 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) log_det_1 = np.sum(np.log(B)) log_det_1 = np.sum(np.log(B)) ... @@ -108,6 +105,11 @@ class EnsembleLikelihood(Likelihood): ... @@ -108,6 +105,11 @@ class EnsembleLikelihood(Likelihood): if sign < 0: if sign < 0: self.logger.error("Negative determinant of covariance!") self.logger.error("Negative determinant of covariance!") result_1 /= n result_2 /= n log_det_1 /= n log_det_2 /= n result = -0.5*(result_1 + result_2 + log_det_1 + log_det_2) result = -0.5*(result_1 + result_2 + log_det_1 + log_det_2) self.logger.info("Calculated (%s): -(%g + %g + %g + %g) = %g" % self.logger.info("Calculated (%s): -(%g + %g + %g + %g) = %g" % ... ...
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