gdeterminant function

Generalized matrix determinant

Generalized determinant = product of non-zero eigenvalues (see e.g., Wood 2017). Used for (log)determinant of penalty matrices, required in log-likelihood function.

gdeterminant(x, eps = 1e-10, log = TRUE)

Arguments

• x: Numeric matrix
• eps: Threshold below which eigenvalues are ignored (default: 1e-10)
• log: Logical: should the log-determinant be returned?

Returns

Generalized determinant of input matrix