From 2902fa6c10df22849b2760c938270347e3e36d9c Mon Sep 17 00:00:00 2001 From: FredericWantiez Date: Mon, 11 Dec 2023 20:46:16 +0000 Subject: [PATCH] Correct obs --- examples/levy-ssm/gamma_process.jl | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/examples/levy-ssm/gamma_process.jl b/examples/levy-ssm/gamma_process.jl index c2d298a..6d9d356 100644 --- a/examples/levy-ssm/gamma_process.jl +++ b/examples/levy-ssm/gamma_process.jl @@ -90,7 +90,7 @@ dyn = LangevinDynamics(A, L, θ, H, σe) start, finish = 0, 100 N = 200 ts = range(start, finish; length=N) -seed = 1 +seed = 4 rng = Random.MersenneTwister(seed) Np = 10 Ns = 10 @@ -161,7 +161,7 @@ function AdvancedPS.transition(model::LevyLangevin, state, step) end function AdvancedPS.observation(model::LevyLangevin, state, step) - return logpdf(Normal(transpose(H) * X[step, :], σe), Y[step]) + return logpdf(Normal(transpose(H) * state, σe), Y[step]) end AdvancedPS.isdone(::LevyLangevin, step) = step > length(ts)