vardet: Determinant selector for chosen covariance matrix.
In gzt/MixMatrix: Classification with Matrix Variate Normal and t Distributions
vardet R Documentation
Determinant selector for chosen covariance matrix.
Description
Determinant selector for chosen covariance matrix.
Usage
vardet(n, rho, deriv, variance)
Arguments
n
dimensions
rho
off-diagonal parameter
deriv
logical whether to return the determinant or the derivative of
the log of the determinant
variance
variance structure - AR(1) or CS.
Value
Determinant or derivative of log-inverse for the
specified matrix structure.
gzt/MixMatrix documentation built on Sept. 30, 2024, 7:17 p.m.
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| vardet | R Documentation |
Determinant selector for chosen covariance matrix.
Description
Determinant selector for chosen covariance matrix.
Usage
vardet(n, rho, deriv, variance)
Arguments
n |
dimensions |
rho |
off-diagonal parameter |
deriv |
logical whether to return the determinant or the derivative of the log of the determinant |
variance |
variance structure - AR(1) or CS. |
Value
Determinant or derivative of log-inverse for the specified matrix structure.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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