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jonnylaw/likelihood.scala

Last active July 18, 2016 14:33
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likelihood.scala
type Likelihood = Double
case class Observation(y: Int, x: DenseVector[Double])
def likelihood(data: Vector[Observation]): Parameters => Likelihood = p => {
val ll = data.
map{ y => Poisson(exp(p.dot(y.x))).logProbabilityOf(y.y) }.
sum
exp(ll)
}
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