KalmanFilterLogDeterminant Property |
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: 6.5.2.0
Syntax public double LogDeterminant { get; }
Public ReadOnly Property LogDeterminant As Double
Get
public:
property double LogDeterminant {
double get ();
}
member LogDeterminant : float with get
Property Value
Type:
Double
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