[ADMB Users] Matrix functions for ADMB-RE
mbrooks at ufl.edu
Fri May 2 07:51:14 PDT 2014
That’s so handy!
Sorry Oliver, I checked that solve() existed for RE, but not ln_det(). This convenient version of solve() seems to exist for both RE and standard ADMB.
I’ll try to add both types of dmvnorm(diff, varcov) soon.
Mollie Brooks, PhD
Postdoctoral Researcher, Population Ecology Research Group http://www.popecol.org
Institute of Evolutionary Biology & Environmental Studies, University of Zürich
On 2 May 2014, at 16:17, dave fournier <davef at otter-rsch.com> wrote:
> 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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