sumLogDiag {SpatioTemporal} | R Documentation |
Computes the sum of the logarithm of the diagonal elements in a matrix, or of elements in a vector. This corresponds to the logarithm of the determinant for a Cholesky factor. Behaviour is undefined for any elements that are <=0.
sumLogDiag(mat) sumLog(v)
mat |
A square matrix (preferably a Cholesky factor). |
v |
A vector |
Sum of the logarithm of the (diagonal) elements.
Johan Lindstrom
Other basic linear algebra: blockMult
,
crossDist
, makeCholBlock
,
norm2
## Create a covariance matrix S <- cbind(c(2,1),c(1,2)) ## compute Cholesky factor R <- chol(S) ## compute determinant log(det(R)) ## compare with sum of the logarithm of diagonal elements sumLogDiag(R) ##or using sumLog (usefull e.g. for the Matrix-class) sumLog(diag(R))