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1 parent 3d1ace3 commit ab078a9Copy full SHA for ab078a9
src/fit/utilities.jl
@@ -411,9 +411,9 @@ end
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function objective(model::DynamicFactorModel, regularizer::NamedTuple)
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f = loglikelihood(model)
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- isnothing(regularizer.factors) || (f += regularizer.factors(loadings(model)))
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- isnothing(regularizer.mean) || (f += regularizer.mean(slopes(mean(model))))
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- isnothing(regularizer.error) || (f += regularizer.error(cov(errors(model))))
+ isnothing(regularizer.factors) || (f -= regularizer.factors(loadings(model)))
+ isnothing(regularizer.mean) || (f -= regularizer.mean(slopes(mean(model))))
+ isnothing(regularizer.error) || (f -= regularizer.error(cov(errors(model))))
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return f
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end
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