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6 changes: 3 additions & 3 deletions flip/fitter.py
Original file line number Diff line number Diff line change
Expand Up @@ -163,7 +163,7 @@ def init_from_covariance(
data,
parameter_dict,
likelihood_type="multivariate_gaussian",
likelihood_properties=None,
likelihood_properties={},
**kwargs,
):
"""
Expand Down Expand Up @@ -194,7 +194,7 @@ def init_from_covariance(
likelihood = minuit_fitter.get_likelihood(
parameter_dict,
likelihood_type=likelihood_type,
likelihood_properties=likelihood_properties,
likelihood_properties={**likelihood_properties, 'nloglik': True},
**kwargs,
)
minuit_fitter.likelihood = likelihood
Expand Down Expand Up @@ -247,7 +247,7 @@ def init_from_file(
data,
parameter_dict,
likelihood_type=likelihood_type,
likelihood_properties=likelihood_properties,
likelihood_properties={**likelihood_properties, 'nloglik': True},
)

def setup_minuit(self, parameter_dict):
Expand Down
44 changes: 24 additions & 20 deletions flip/likelihood.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,49 +11,44 @@ def log_likelihood_gaussian_inverse(vector, covariance_sum):
_, logdet = np.linalg.slogdet(covariance_sum)
inverse_covariance_sum = np.linalg.inv(covariance_sum)
chi2 = np.dot(vector, np.dot(inverse_covariance_sum, vector))
return 0.5 * (vector.size * np.log(2 * np.pi) + logdet + chi2)
return -0.5 * (vector.size * np.log(2 * np.pi) + logdet + chi2)


def log_likelihood_gaussian_cholesky(vector, covariance_sum):
cholesky = sc.linalg.cho_factor(covariance_sum)
logdet = 2 * np.sum(np.log(np.diag(cholesky[0])))
chi2 = np.dot(vector, sc.linalg.cho_solve(cholesky, vector))
return 0.5 * (vector.size * np.log(2 * np.pi) + logdet + chi2)
return -0.5 * (vector.size * np.log(2 * np.pi) + logdet + chi2)


class BaseLikelihood(object):

_default_likelihood_properties = {
"inversion_method": "inverse",
"velocity_type": "direct",
"velocity_estimator": "full",
}

def __init__(
self,
covariance=None,
data=None,
parameter_names=None,
likelihood_properties=None,
likelihood_properties={},
):
self.covariance = covariance
self.data = data
self.parameter_names = parameter_names

_default_likelihood_properties = {
"inversion_method": "inverse",
"velocity_type": "direct",
"velocity_estimator": "full",
}
if likelihood_properties == None:
likelihood_properties = _default_likelihood_properties
else:
for key in _default_likelihood_properties.keys():
if key not in likelihood_properties.keys():
likelihood_properties[key] = _default_likelihood_properties[key]

self.likelihood_properties = likelihood_properties
self.likelihood_properties = {**self._default_likelihood_properties, **likelihood_properties}

@classmethod
def init_from_covariance(
cls,
covariance,
data,
parameter_names,
likelihood_properties=None,
likelihood_properties={},
**kwargs,
):
"""
Expand Down Expand Up @@ -116,12 +111,18 @@ def load_data_vector(


class MultivariateGaussianLikelihood(BaseLikelihood):
_default_likelihood_properties = {
'nloglik': False,
**BaseLikelihood._default_likelihood_properties
}

def __init__(
self,
covariance=None,
data=None,
parameter_names=None,
likelihood_properties=None,
likelihood_properties={},
negloglik=False
):
super(MultivariateGaussianLikelihood, self).__init__(
covariance=covariance,
Expand All @@ -130,6 +131,7 @@ def __init__(
likelihood_properties=likelihood_properties,
)


def verify_covariance(self):
if self.covariance.full_matrix is False:
self.covariance.compute_full_matrix()
Expand All @@ -147,6 +149,8 @@ def __call__(self, parameter_values):
likelihood_function = eval(
f"log_likelihood_gaussian_{self.likelihood_properties['inversion_method']}"
)
if self.likelihood_properties['nloglik']:
return -likelihood_function(vector, covariance_sum)
return likelihood_function(vector, covariance_sum)


Expand All @@ -156,7 +160,7 @@ def __init__(
covariance=None,
data=None,
parameter_names=None,
likelihood_properties=None,
likelihood_properties={},
interpolation_value_name=None,
interpolation_value_range=None,
):
Expand Down Expand Up @@ -241,7 +245,7 @@ def __init__(
covariance=None,
data=None,
parameter_names=None,
likelihood_properties=None,
likelihood_properties={},
interpolation_value_range_0=None,
interpolation_value_range_1=None,
):
Expand Down
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