fix(UMC_generic): adjust empirical covariance formula

PTB-M4D · Mar 6, 2023 · 1d62e3a · 1d62e3a
1 parent 718edd3
commit 1d62e3a
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/src/PyDynamic/uncertainty/propagate_MonteCarlo.py b/src/PyDynamic/uncertainty/propagate_MonteCarlo.py
@@ -758,9 +758,9 @@ def UMC_generic(
             y = np.mean(Y, axis=0)
 
             if compute_full_covariance:
-                Uy = np.matmul((Y - y).T, (Y - y)) / curr_block
+                Uy = np.matmul((Y - y).T, (Y - y)) / (curr_block - 1)
             else:
-                Uy = np.mean(np.square(Y - y), axis=0)
+                Uy = np.sum(np.square(Y - y), axis=0) / (curr_block - 1)
 
         else:  # updating y and Uy from results of current block
             K0 = m * blocksize