correcting bug with presample and diffuse filter + simplified logic

for computation of likelihood with presample

matlab/kalman/likelihood/kalman_filter.m

@@ -169,9 +169,8 @@ if t<last
 end
 
 % Compute minus the log-likelihood.
-if presample
-    if presample>=diffuse_periods
-        likk = likk(1+(presample-diffuse_periods):end);
-    end
-end
-LIK = sum(likk);
\ No newline at end of file
+if presample > diffuse_periods
+    LIK = sum(likk(1+presample-diffuse_periods:end);
+else
+    LIK = sum(likk);
+end
\ No newline at end of file

matlab/kalman/likelihood/kalman_filter_d.m

@@ -111,14 +111,4 @@ end
 dlik = dlik(1:s);
 dlik = .5*(dlik + pp*log(2*pi));
 
-if presample 
-    if presample>=length(dlik)
-        dLIK = 0;
-        dlik = [];
-    else
-        dlik = dlik(1+presample:end);
-        dLIK = sum(dlik);% Minus the log-likelihood (for the initial periods).
-    end
-else
-    dLIK = sum(dlik);
-end
\ No newline at end of file
+dLIK = sum(dlik(1+presample:end);

matlab/kalman/likelihood/missing_observations_kalman_filter.m

@@ -139,9 +139,8 @@ if t<last
 end
 
 % Compute minus the log-likelihood.
-if presample
-    if presample>=diffuse_periods
-        lik = lik(1+(presample-diffuse_periods):end);
-    end
-end
-LIK = sum(lik);
\ No newline at end of file
+if presample>=diffuse_periods
+    LIK = sum(lik(1+presample-diffuse_periods:end));
+else
+    LIK = sum(lik);
+end
\ No newline at end of file

matlab/kalman/likelihood/missing_observations_kalman_filter_d.m

@@ -125,14 +125,4 @@ end
 
 dlik = .5*dlik(1:s);
 
-if presample 
-    if presample>=length(dlik)
-        dLIK = 0;
-        dlik = [];
-    else
-        dlik = dlik(1+presample:end);
-        dLIK = sum(dlik);% Minus the log-likelihood (for the initial periods).
-    end
-else
-    dLIK = sum(dlik);
-end
\ No newline at end of file
+dLIK = sum(dlik(1+presample:end));

matlab/kalman/likelihood/univariate_kalman_filter.m

@@ -167,9 +167,8 @@ if t<last
 end
 
 % Compute minus the log-likelihood.
-if presample
-    if presample>=diffuse_periods
-        lik = lik(1+(presample-diffuse_periods):end);
-    end
-end
-LIK = sum(lik);
\ No newline at end of file
+if presample > diffuse_periods
+    LIK = sum(lik(1+presample-diffuse_periods:end));
+else
+    LIK = sum(lik);
+end
\ No newline at end of file

matlab/kalman/likelihood/univariate_kalman_filter_d.m

@@ -164,16 +164,4 @@ end
 dlikk = .5*dlikk(1:s);
 llik  = .5*llik(1:s,:);
 
-if presample
-    if presample>=length(dlikk)
-        dLIK = 0;
-        dlikk= [];
-        llik = [];
-    else
-        dlikk= dlikk(1+presample:end);
-        llik = llik(1+presample:end,:);
-        dLIK = sum(dlikk);% Minus the log-likelihood (for the initial periods).
-    end
-else
-    dLIK = sum(dlikk);
-end
\ No newline at end of file
+dLIK = sum(dlikk(1+presample:end));