ldet.eval: Log determinant of sub-covariances

In EnviroStat: Statistical Analysis of Environmental Space-Time Processes

Description

Function to calculate the log determinant off all sub-covariance matrices of size (k x k) from a covariance matrix.

Usage

ldet.eval(covmat, k, all = FALSE)

Arguments

covmat	a covariance matrix (ie. non-negative definite, square and symmetric)
k	dimension of sub-covariance matrices considered
all	if TRUE, returns all combinations with corresponding log |det|

Value

coord.sel	The k coordinates having the largest log|det|
log.det	The log|det| of the submatrix corresponding the coord.sel
all.comb	all combinations and their log|det| if all = TRUE

; NULL otherwise.

Note

Setting all = TRUE may need additionally a large amount of memory and so may not work for a large number of combinations!!

EnviroStat documentation built on May 2, 2019, 2:32 p.m.