bnp

commit 46aa334c7223b44606f45c906b43287364717a33
parent 5a1308f14b3a10e2331de8031d539714ce9b2c6d
Author: Jared Tobin <jared@jtobin.ca>
Date:   Thu, 10 Mar 2016 17:08:16 +1300

Correct standard deviation.

Diffstat:
M
finite-gaussian-mixture/src/fmm_conditional.r
 | 
2
+-

1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/finite-gaussian-mixture/src/fmm_conditional.r b/finite-gaussian-mixture/src/fmm_conditional.r
@@ -74,7 +74,7 @@ conditional_location_model = function(y, z, s, l, r) {
   m  = (yt * s + l * r) / (n * s + r)
   v  = 1 / (n * s + r)
 
-  mapply(rnorm, 1, m, v)
+  mapply(rnorm, 1, m, sqrt(v))
   }
 
 conditional_precision_model = function(y, z, m, b, w) {