From e584cd604c3cf8926fc70593c0f969c0009ca1cf Mon Sep 17 00:00:00 2001
From: faridm69 <faridmohammadi69@gmail.com>
Date: Fri, 18 Sep 2020 09:22:18 +0200
Subject: [PATCH] [BayesInference] modified normpdf function.
---
.../BayesInference/BayesInference.py | 21 +++++++------------
1 file changed, 8 insertions(+), 13 deletions(-)
diff --git a/BayesValidRox/BayesInference/BayesInference.py b/BayesValidRox/BayesInference/BayesInference.py
index b5d7f5878..a1c214226 100644
--- a/BayesValidRox/BayesInference/BayesInference.py
+++ b/BayesValidRox/BayesInference/BayesInference.py
@@ -167,23 +167,18 @@ class BayesInference:
stdPCE = np.hstack((stdPCE, self.stdPCEPriorPred[outputType]))
# Expected value of variance (Assump: i.i.d stds)
- varPCE = np.mean(stdPCE**2, axis=0)
+ # varPCE = np.mean(stdPCE**2, axis=0)
+ varPCE = np.var(stdPCE, axis=1)
np.fill_diagonal(covMatrix_PCE, varPCE)
-
+
covMatrix += covMatrix_PCE
# Compute loglikelihood
- # try:
- # logL = multivariate_normal.logpdf(TotalOutputs, mean=Data, cov=covMatrix)
- # except:
- # logL = -np.inf
-
- logL = 0
- for i, y in enumerate(TotalOutputs):
- res = Data - y
- sigma = np.sqrt(covMatrix[i,i])
- logL += -0.5 * (np.sum((res / sigma)**2)
- + 1*np.log(2*np.pi*sigma**2))
+ try:
+ logL = multivariate_normal.logpdf(TotalOutputs, mean=Data, cov=covMatrix)
+ except:
+ logL = -np.inf
+
return logL
#--------------------------------------------------------------------------------------------------------
--
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