Changeset 9d2f1cb in tol

Timestamp:

Feb 18, 2009, 2:02:24 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

c2df3a3

Parents:

9946bee

Message:

Fixed bug in log of density

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@604 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol (modified) (2 diffs)

tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol

@@ -334 +334 @@
     ////////////////////////////////////////////////////////////////////////////
     {
-      Sub(u, 1,     1, _.p, 1)
+      Sub(u, 1, 1, _.p, 1)
     };
     ////////////////////////////////////////////////////////////////////////////
@@ -348 +348 @@
     VMatrix _.a   = DifEq(_.ar/_.ma, _.z, _.z0, _.a0);
     Real _0.5_m_log2_PI_s2 = -0.5*_.m*Log(2*PI*_.s2);
-    Real _.logLH = _0.5_m_log2_PI_s2 - 0.5*_.m*
-    (  
-      _.det_cov_z/_.m + 
-      (VMatMoment(_.a,2) + VMatMoment(_.u,2))/_.s2  
+
+    Real aa = MatDat(VMat2Mat( Tra(_.a)*_.a), 1,1);     
+    Real uu = MatDat(VMat2Mat( Tra(_.u)*_.covi_u*_.u),1,1);
+    Real _.logLH = _0.5_m_log2_PI_s2 - 0.5*
+    (
+      _.det_cov_z+(aa+uu)/_.s2
     );