logdet: Returns the log determinant for a symmetric positive definite...

Description Usage Arguments Value Author(s)

Description

This internal function returns the log determinant of a positive definite matrix by using the trace of a the Cholesky trick. Its way faster than what you find in base.

Usage

1
logdet(A)

Arguments

A

A symmetric positive definite matrix.

Value

A scalar giving the log determinant of A

Author(s)

Alex Lenkoski <alex@nr.no>


spatial.gev.bma documentation built on May 1, 2019, 6:34 p.m.