likelihood_two_params: Likelihood of data in two-parameter model
Description
Likelihood of data in two-parameter model
Usage
likelihood_two_params(r1, r2, Xtilde, D)
Value
The marginal likelihood of the data given r1 and r2.
Arguments
- r1
Coefficient of Q
- r2
Coefficient of Q^(-1) in the noise part.
- Xtilde
The data projected onto the eigenvectors of Q.
- D
The eigenvalues of Q