Fix multivariate log likelihood refactor (#594)

Also bump PDMats requirement
JuliaStats · Apr 19, 2017 · a6db77a · a6db77a
1 parent 7c399b6
commit a6db77a
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Showing 3 changed files with 5 additions and 2 deletions.
diff --git a/REQUIRE b/REQUIRE
@@ -1,5 +1,5 @@
 julia 0.5
-PDMats 0.5.4
+PDMats 0.6.0
 StatsFuns 0.3.1
 Calculus
 StatsBase 0.8.3

diff --git a/src/multivariates.jl b/src/multivariates.jl
@@ -115,7 +115,7 @@ end
 
 function loglikelihood(d::MultivariateDistribution, X::AbstractMatrix)
     size(X, 1) == length(d) || throw(DimensionMismatch("Inconsistent array dimensions."))
-    return sum(x -> _logpdf(d, x), X, 2)
+    return sum(i -> _logpdf(d, view(X, :, i)), 1:size(X, 2))
 end
 
 ##### Specific distributions #####

diff --git a/test/mvnormal.jl b/test/mvnormal.jl
@@ -55,6 +55,9 @@ function test_mvnormal(g::AbstractMvNormal, n_tsamples::Int=10^6)
         @test logpdf(g, X[:,i]) ≈ lp[i]
     end
     @test logpdf(g, X) ≈ lp
+
+    # log likelihood
+    @test loglikelihood(g, X) ≈ sum([Distributions._logpdf(g, X[:,i]) for i in 1:size(X, 2)])
 end