Bugfix in objective function

qntwrsm · Aug 1, 2024 · ab078a9 · ab078a9
1 parent 3d1ace3
commit ab078a9
Showing 1 changed file with 3 additions and 3 deletions.
diff --git a/src/fit/utilities.jl b/src/fit/utilities.jl
@@ -411,9 +411,9 @@ end
 
 function objective(model::DynamicFactorModel, regularizer::NamedTuple)
     f = loglikelihood(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))))
+    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))))
 
     return f
 end