Function to calculate the log determinant off all sub-covariance matrices of size (k x k) from a covariance matrix.
1 |
covmat |
a covariance matrix (ie. non-negative definite, square and symmetric) |
k |
dimension of sub-covariance matrices considered |
all |
if |
coord.sel |
The k coordinates having the largest log|det| |
log.det |
The log|det| of the submatrix corresponding the |
all.comb |
all combinations and their log|det| if |
; NULL otherwise.
Setting all = TRUE
may need additionally a large amount of memory and
so may not work for a large number of combinations!!
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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