Displaying 1 result from an estimated 1 matches for "sigmachol".
Did you mean:
sigmachip
2007 Jan 04
1
Parameter changes and segfault when calling C code through .Call
...sl_vector * beta, gsl_vector * betaMean, gsl_matrix * sigma, int k) {
// computes density of multivariate normal vector at vector beta, with mean betaMean and cov sigma
double logdetSigma = 0;
double res;
double * kern;
int i, err;
// pointer to Cholesky decomp of sigma
gsl_matrix * sigmaChol = gsl_matrix_alloc(k, k); // define matrix that will store Chol decomp
gsl_matrix_memcpy(sigmaChol, sigma);
gsl_linalg_cholesky_decomp(sigmaChol);
// compute logdet of sigma by 2*sum of log of diagomal elements of chol decomp
for (i=0; i<k; i++) {
logdetSigma = logdetSigma + log(gsl_...