Merge pull request #212 from StochasticTree/global-local-variance-hotfix

andrewherren · web-flow · commit 42520bc319a8 · 2025-10-28T14:34:42.000-05:00
Updated the homoskedastic variance model in the case of (conditional) heteroskedastic variances as well
diff --git a/include/stochtree/variance_model.h b/include/stochtree/variance_model.h
@@ -41,7 +41,7 @@ class GlobalHomoskedasticVarianceModel {
     data_size_t n = residuals.rows();
     double sum_sq_resid = 0.;
     for (data_size_t i = 0; i < n; i++) {
-      sum_sq_resid += (residuals(i) * residuals(i)) * weights(i);
+      sum_sq_resid += (residuals(i) * residuals(i)) / weights(i);
     }
     return b + (0.5 * sum_sq_resid);
   }

Original file line number	Diff line number	Diff line change
`@@ -41,7 +41,7 @@ class GlobalHomoskedasticVarianceModel {`
`41`	`41`	`data_size_t n = residuals.rows();`
`42`	`42`	`double sum_sq_resid = 0.;`
`43`	`43`	`for (data_size_t i = 0; i < n; i++) {`
`44`		`- sum_sq_resid += (residuals(i) * residuals(i)) * weights(i);`
	`44`	`+ sum_sq_resid += (residuals(i) * residuals(i)) / weights(i);`
`45`	`45`	`}`
`46`	`46`	`return b + (0.5 * sum_sq_resid);`
`47`	`47`	`}`