Returns the natural log of the product of the nonzero eigenvalues of P where P * sigma2 is the variance-covariance matrix of the observations.
public double LogDeterminant {get;}
Property 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.
See Also
KalmanFilter Class | Imsl.Stat Namespace