diff --git a/matlab/DiffuseLikelihood1_Z.m b/matlab/DiffuseLikelihood1_Z.m index 34cbf2796..525a07428 100644 --- a/matlab/DiffuseLikelihood1_Z.m +++ b/matlab/DiffuseLikelihood1_Z.m @@ -53,8 +53,8 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start) return else Fstar = Z*Pstar*Z'; - iFstar = inv(F); - dFstar = det(F); + iFstar = inv(Fstar); + dFstar = det(Fstar); Kstar = Pstar*Z'*iFstar; lik(t) = log(dFstar) + v'*iFstar*v; Pinf = T*Pinf*transpose(T); @@ -109,7 +109,7 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start) t = t+1; v = Y(:,t)-Z*a; a = T*(a+K*v); - lik(t) = v*iF*v; + lik(t) = v'*iF*v; end lik(t) = lik(t) + reste*log(dF);