gdeterminant: Generalized matrix determinant
Description
Generalized determinant = product of non-zero eigenvalues
(see e.g., Wood 2017). Used for (log)determinant of penalty matrices,
required in log-likelihood function.
Usage
gdeterminant(x, eps = 1e-10, log = TRUE)
Value
Generalized determinant of input matrix
Arguments
- x
Numeric matrix
- eps
Threshold below which eigenvalues are ignored (default: 1e-10)
- log
Logical: should the log-determinant be returned?