From 3dc6e4f493328a0571e1dab0aca00beedc99cb37 Mon Sep 17 00:00:00 2001 From: Drew Herren Date: Tue, 28 Oct 2025 14:34:15 -0500 Subject: [PATCH] Updated the homoskedastic variance model in the case of (conditional) heteroskedastic variances as well --- include/stochtree/variance_model.h | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/include/stochtree/variance_model.h b/include/stochtree/variance_model.h index b1c2dabe..af6bbd0d 100644 --- 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); }