Log-determinant of \(\boldsymbol{\Sigma}(\boldsymbol{p})\)

Log-determinant of \(\boldsymbol{\Sigma}(\boldsymbol{p})\)

Usage

sigma_logdet(backend, p)

Arguments

backend

A new_decovart_covariance() object.

p

Numeric proportions vector \(\boldsymbol{p}\in\mathbb{R}^{J}\).

Value

Scalar \(\log\det\boldsymbol{\Sigma}(\boldsymbol{p})\).

See also

sigma_solve(), sigma_quadform()

Examples

Sigma <- array(c(diag(2), diag(2)), dim = c(2, 2, 2))
sigma_logdet(new_decovart_covariance(Sigma, "dense"), c(0.6, 0.4))
#> [1] -1.307853