Returns the natural log of the product of the nonzero eigenvalues of
P where P * sigma2 is the
variance-covariance matrix of the observations.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double LogDeterminant { get; } |
| Visual Basic (Declaration) |
|---|
Public ReadOnly Property LogDeterminant As Double |
| Visual C++ |
|---|
public: property double LogDeterminant { double get (); } |
Field Value
A double scalar containing the natural log of the product of the nonzero eigenvalues of P where P *
is the variance-covariance matrix of
the observations.
Remarks
In the usual case when P is nonsingular, LogDeterminant is the
natural log of the determinant of P.
