Evaluate the log determinant of the matrix
Arguments
- ecl
estimate of covariance/correlation matrix from
eclairs()storing \(U\), \(d_1^2\), \(\lambda\) and \(\nu\)- alpha
exponent to be applied to eigen-values
Examples
library(Rfast)
n <- 800 # number of samples
p <- 200 # number of features
# create correlation matrix
Sigma <- autocorr.mat(p, .9)
# draw data from correlation matrix Sigma
Y <- rmvnorm(n, rep(0, p), sigma = Sigma * 5.1, seed = 1)
rownames(Y) <- paste0("sample_", seq(n))
colnames(Y) <- paste0("gene_", seq(p))
# eclairs decomposition
ecl <- eclairs(Y)
logDet(ecl)
#> [1] 16.44463