diff --git a/matlab/DiffuseLikelihood3_Z.m b/matlab/DiffuseLikelihood3_Z.m index 46f09c210c8f25d18f9d81e39d653cf9e1b473fd..fca44abb61f357ce0de6edfe617e7f48376c686e 100644 --- a/matlab/DiffuseLikelihood3_Z.m +++ b/matlab/DiffuseLikelihood3_Z.m @@ -113,7 +113,7 @@ while newRank & t < smpl % presample options can be used to ignore initial time points lik(t) = lik(t) + log(Fstar) + v(i)*v(i)/Fstar; a = a + Kstar*v(i)/Fstar; - Pstar = Pstar - Kstar*Kstar'/Fstar; + Pstar = Pstar - Kstar*(Kstar'/Fstar); else %disp(['zero F term in DKF for observed ',int2str(i),' ',num2str(Fstar)]) end @@ -147,7 +147,7 @@ while notsteady & t < smpl if Fi > crit Ki = Pstar*Zi'; a = a + Ki*v(i)/Fi; - Pstar = Pstar - Ki*Ki'/Fi; + Pstar = Pstar - Ki*(Ki'/Fi); lik(t) = lik(t) + log(Fi) + v(i)*v(i)/Fi; else %disp(['zero F term for observed ',int2str(i),' ',num2str(Fi)])