https://github.com/cran/ltsa
Tip revision: 97cfa01c1cd33f99f14073b7e32670c5d01c1e46 authored by A.I. McLeod on 01 September 2007, 00:00:00 UTC
version 1.0
version 1.0
Tip revision: 97cfa01
trenchDet.c
// Determinant computation of a Toeplitz matrix
// Takes arguments r,n and v
// Returns logDet, the logarithm of determinant
#include "trenchR.h"
double trenchDet(double *r,int n,double *v)
{
int i;
double logDet;
logDet = 0.0;
for (i = 1; i < n; i++)
logDet += log(v[i]);
return logDet;
}