https://github.com/cran/ltsa
Tip revision: 83deceb1d65445b7dcad78a48eaab0b732534fc5 authored by A.I. McLeod on 22 August 2015, 23:49:55 UTC
version 1.4.5
version 1.4.5
Tip revision: 83deceb
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;
}