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Small change

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This commit is contained in:
Anders Olsson
2021-05-28 14:40:48 +02:00
parent 7deeabfd55
commit 6535f1faae
1 changed files with 5 additions and 7 deletions
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12
src/observation/ordinal.rs
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@@ -56,20 +56,18 @@ fn cvi_expectations<F>(mean: f64, var: f64, ll_fct: F) -> (f64, f64, f64)
where where
F: Fn(f64) -> f64, F: Fn(f64) -> f64,
{ {
const N: usize = 30;
let std = var.sqrt(); let std = var.sqrt();
let mut exp_ll = 0.0; let mut exp_ll = 0.0;
let mut alpha = 0.0; let mut alpha = 0.0;
let mut beta = 0.0; let mut beta = 0.0;
for i in 0..N { for (ws, xs) in ROOTS_HERMITENORM_WS.iter().zip(ROOTS_HERMITENORM_XS.iter()) {
let val = let val = (ws / TAU.sqrt()) * ll_fct(std * xs + mean);
(ROOTS_HERMITENORM_WS[i] / TAU.sqrt()) * ll_fct(std * ROOTS_HERMITENORM_XS[i] + mean);
exp_ll += val; exp_ll += val;
alpha += (ROOTS_HERMITENORM_XS[i] / std) * val; alpha += (xs / std) * val;
beta += ((ROOTS_HERMITENORM_XS[i].powi(2) - 1.0) / (2.0 * var)) * val; beta += ((xs.powi(2) - 1.0) / (2.0 * var)) * val;
} }
(exp_ll, alpha, beta) (exp_ll, alpha, beta)