Incorrect sigma_t update in ValueAgent
AgataCieslik opened this issue · 0 comments
AgataCieslik commented
In ValueAgent.updateEstimates()
:
This line provides incorrect sigma_t
estimate, should be:
self.sigma_t = (self.sigma_n * sigma_tprime) / (self.sigma_n + sigma_tprime)
or, equivalentely:
self.sigma_t = sigma_tprime
self.sigma_t = (self.sigma_n * self.sigma_t) / (self.sigma_n + self.sigma_t)
This leads to incorrect r_t
, sigma_t
and r_T
estimates (since start value for sigma_t
is always 0, sigma_t
is always 0).