s <- t(matrix(c(-0.99,-2.50,
-4.85,2.30,
-0.44,2.27,
-1.10,0.96,
-0.55,1.18,
-0.40,-1.00,
-2.53,1.63,
0.70,0.58,
-2.07,-0.81,
0.45,2.09),
2,10))

a <- c(1,0)
b <- c(0,1)
freq.ratio <- .01
for(i in 2:length(s)) {
  sigma.x <- var(s[1:i,1])
  sigma.y <- var(s[1:i,2])
  Sigma <- matrix(c(sigma.x,0,0,sigma.y),2,2)
  cat("Sigma:\n")
  print(Sigma)
  lik.a <- prod(dmvnorm(s[1:i,],a,Sigma))
  lik.b <- prod(dmvnorm(s[1:i,],b,Sigma))
  cat(i ,"\t")
  cat(lik.a / (lik.a + freq.ratio * lik.b), "\n")
}