https://github.com/cran/ltsa
Tip revision: d4bb25ff74f1d6a70bf1c395dd2775e1304672b0 authored by A.I. McLeod on 30 November 2010, 00:00:00 UTC
version 1.4
version 1.4
Tip revision: d4bb25f
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;
}