[ADMB Users] Matrix functions for ADMB-RE
dave fournier
davef at otter-rsch.com
Fri May 2 07:17:28 PDT 2014
It appears that you can do what you want with this version of solve.
df1b2vector solve(const df1b2matrix& aa,const dvector& z,
const df1b2variable & _ln_unsigned_det,double& sign);
The point is that you can do the solve and get the ln_det at the same time.
This avoids doing 2 LU decompositions. (A Choleski decomp would
be even better.)
something like.
dvariable ld;
double sgn;
df1b2vector tmp=solve(varcov,diff,ld,sgn);
nLL+=.5*(nobs*log(2*M_PI)+ld+ diff*diff);
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