ldet_from_Cholesky: log-determinant from Cholesky factor

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

If A = U' U, compute log(det(A)) from U

Usage

ldet_from_Cholesky(T_chol)

See Also

Other C++ functions: chol2inv(), diwishart_inverse(), dmvnorm(), inv_Cholesky_from_Cholesky(), inv_sympd_tol(), inv_triangular(), isCholeskyOn(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp(), marginalLikelihood_internal(), rmvnorm(), rwish()

Other math functions: chol2inv(), inv_Cholesky_from_Cholesky(), inv_pd(), inv_sympd_tol(), inv_triangular(), logCummeanExp(), logCumsumExp(), logSumExpMean(), logSumExp()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.