logDet.corStruct function

Extract corStruct Log-Determinant

This method function extracts the logarithm of the determinant of a square-root factor of the correlation matrix associated with object, or the sum of the log-determinants of square-root factors of the list of correlation matrices associated with object.

## S3 method for class 'corStruct'
logDet(object, covariate, ...)

Arguments

• object: an object inheriting from class "corStruct", representing a correlation structure.
• covariate: an optional covariate vector (matrix), or list of covariate vectors (matrices), at which values the correlation matrix, or list of correlation matrices, are to be evaluated. Defaults to getCovariate(object).
• ...: some methods for this generic require additional arguments. None are used in this method.

Returns

the log-determinant of a square-root factor of the correlation matrix associated with object, or the sum of the log-determinants of square-root factors of the list of correlation matrices associated with object.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

See Also

logLik.corStruct, corMatrix.corStruct, logDet

Examples

cs1 <- corAR1(0.3)
logDet(cs1, covariate = 1:4)