Revert changes in 396fe89

doccstat · May 28, 2024 · f42b8c9 · f42b8c9
1 parent 396fe89
commit f42b8c9
Showing 1 changed file with 22 additions and 18 deletions.
diff --git a/src/fastcpd_class_nll.cc b/src/fastcpd_class_nll.cc
@@ -516,7 +516,13 @@ CostResult Fastcpd::get_nll_pelt_meanvariance(
 ) {
  rowvec data_diff =
  zero_data.row(segment_end + 1) - zero_data.row(segment_start);
- unsigned int segment_length = segment_end - segment_start + 1;
+ const unsigned int segment_length = segment_end - segment_start + 1;
+
+ double det_value = det((
+ reshape(data_diff.subvec(d, p - 1), d, d) - (
+ data_diff.subvec(0, d - 1)).t() * (data_diff.subvec(0, d - 1)
+ ) / segment_length
+ ) / segment_length);
  if (segment_length <= d) {
  unsigned int approximate_segment_start;
  unsigned int approximate_segment_end;
@@ -532,19 +538,17 @@ CostResult Fastcpd::get_nll_pelt_meanvariance(
  }
  data_diff = zero_data.row(approximate_segment_end + 1) -
  zero_data.row(approximate_segment_start);
- segment_length = approximate_segment_end - approximate_segment_start + 1;
+ det_value = det((
+ reshape(data_diff.subvec(d, p - 1), d, d) - (
+ data_diff.subvec(0, d - 1)).t() * (data_diff.subvec(0, d - 1)
+ ) / (approximate_segment_end - approximate_segment_start + 1)
+ ) / (approximate_segment_end - approximate_segment_start + 1));
  }
 
  return {
  {zeros<colvec>(p)},
  {mat()},
- (d * std::log(2.0 * M_PI) + d + log_det_sympd(
- (
- reshape(data_diff.subvec(d, p - 1), d, d) - (
- data_diff.subvec(0, d - 1)).t() * (data_diff.subvec(0, d - 1)
- ) / segment_length
- ) / segment_length
- )) * (segment_length) / 2.0
+ (d * std::log(2.0 * M_PI) + d + log(det_value)) * (segment_length) / 2.0
  };
 }
 
@@ -584,10 +588,11 @@ CostResult Fastcpd::get_nll_pelt_variance(
  const bool cv,
  const Nullable<colvec>& start
 ) {
- rowvec data_diff =
- zero_data.row(segment_end + 1) - zero_data.row(segment_start);
- unsigned int segment_length = segment_end - segment_start + 1;
+ const unsigned int segment_length = segment_end - segment_start + 1;
 
+ double det_value = det(arma::reshape(
+ zero_data.row(segment_end + 1) - zero_data.row(segment_start), d, d
+ ) / segment_length);
  if (segment_length < d) {
  unsigned int approximate_segment_start;
  unsigned int approximate_segment_end;
@@ -601,17 +606,16 @@ CostResult Fastcpd::get_nll_pelt_variance(
  } else {
  approximate_segment_end = data_n_rows - 1;
  }
- data_diff = zero_data.row(approximate_segment_end + 1) -
- zero_data.row(approximate_segment_start);
- segment_length = approximate_segment_end - approximate_segment_start + 1;
+ det_value = det(arma::reshape(
+ zero_data.row(approximate_segment_end + 1) -
+ zero_data.row(approximate_segment_start), d, d
+ ) / (approximate_segment_end - approximate_segment_start + 1));
  }
 
  return {
  {zeros<mat>(d, d)},
  {mat()},
- (std::log(2.0 * M_PI) * d + d + log_det_sympd(
- arma::reshape(data_diff, d, d) / segment_length
- )) * segment_length / 2.0
+ (std::log(2.0 * M_PI) * d + d + log(det_value)) * segment_length / 2.0
  };
 }