logdet: Find the log determinant

In shazhe/mvst0: Multi-variate ST modelling on globe

Description

Find the log determinant of a matrix Q from its Cholesky factor L (which could be permutated or not)

Usage

logdet(L)

Arguments

L	the Cholesky factor of Q

Examples

require(Matrix)
Q <- sparseMatrix(i=c(1,1,2,2),j=c(1,2,1,2),x=c(0.1,0.2,0.2,1))
logdet(chol(Q))

shazhe/mvst0 documentation built on May 29, 2019, 9:20 p.m.