bayespecon.logdet.ilu

bayespecon.logdet.ilu(W, lmin, lmax, grid=0.01, drop_tol=0.001, fill_factor=10.0)[source]

Compute ILU-based approximate log-determinant grid (MATLAB lndetichol analog).

Parameters:
W : array-like

Spatial weights matrix.

lmin : float

Lower bound of the rho grid.

lmax : float

Upper bound of the rho grid.

grid : float, default=0.01

Grid step size.

drop_tol : float, default=1e-3

Drop tolerance for ILU factorisation.

fill_factor : float, default=10.0

Fill-in control for ILU factorisation.

Returns:

Dictionary with rho and approximate lndet vectors.

Return type:

dict