From bf15bbca0a95db7df5a6b7c1a81fa27bd6dbe9b1 Mon Sep 17 00:00:00 2001
From: michael-tsel <mihail.tselishchev@gmail.com>
Date: Thu, 9 May 2019 00:06:25 +0300
Subject: [PATCH] Fix Weibull loglikelihood issues

---
 python/wtte/wtte.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/python/wtte/wtte.py b/python/wtte/wtte.py
index 1e64b50..7e42513 100644
--- a/python/wtte/wtte.py
+++ b/python/wtte/wtte.py
@@ -166,13 +166,13 @@ def loglik_discrete(y, u, a, b, epsilon=K.epsilon()):
     hazard1 = K.pow((y + 1.0) / a, b)
 
     loglikelihoods = u * \
-        K.log(K.exp(hazard1 - hazard0) - (1.0 - epsilon)) - hazard1
+        K.log((1.0 + epsilon) - K.exp(hazard0 - hazard1)) - hazard0
     return loglikelihoods
 
 
 def loglik_continuous(y, u, a, b, epsilon=K.epsilon()):
     ya = (y + epsilon) / a
-    loglikelihoods = u * (K.log(b) + b * K.log(ya)) - K.pow(ya, b)
+    loglikelihoods = u * (K.log(b) - K.log(a) + (b-1) * K.log(ya)) - K.pow(ya, b)
     return loglikelihoods