Commit 35c3a9fc authored by Frédéric Karamé's avatar Frédéric Karamé

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

parent ef22c716
......@@ -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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