EnviroStat (version 0.4-2)

ldet.eval: Log determinant of sub-covariances

Description

Function to calculate the log determinant off all sub-covariance matrices of size (k x k) from a covariance matrix.

Usage

ldet.eval(covmat, k, all = FALSE)

Arguments

covmat

a covariance matrix (ie. non-negative definite, square and symmetric)

k

dimension of sub-covariance matrices considered

all

if TRUE, returns all combinations with corresponding $log |det| $

Value

coord.sel

The $k$ coordinates having the largest $log|det|$

log.det

The $log|det|$ of the submatrix corresponding the coord.sel

all.comb

all combinations and their $log|det|$ if all = TRUE

; NULL otherwise.