Commit 60a1bddc authored by Frédéric Karamé's avatar Frédéric Karamé
Browse files

Replace the likelihood of the mean by the mean of the likelihoods.

(cherry picked from commit 35c3a9fc)
parent f5af0b46
......@@ -169,7 +169,9 @@ for t=1:sample_size
return
end
end
lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ;
% lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ;
lik(t) = log( sum(probability2(Y(:,t),H_lower_triangular_cholesky,tmp(mf1,:)).*weights,1) ) ;
% lik(t) = log(sum(probability2(Y(:,t),PredictedObservedVarianceSquareRoot,tmp(mf1,:)).*weights,1) ) ;
end
LIK = -sum(lik(start:end));
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