bayespecon.logdet.mc¶
-
bayespecon.logdet.mc(order, iter, W, rmin=
1e-05, rmax=1.0, grid=0.01, random_state=None)[source]¶ Compute Monte Carlo log-determinant approximation (Barry and Kelley Pace [1999]).
- Parameters:¶
- order : int¶
Number of moments in the stochastic trace expansion.
- iter : int¶
Number of Monte Carlo probes.
- W : array-like¶
Spatial weights matrix.
- rmin : float, default=1e-5¶
Lower bound of the rho grid.
- rmax : float, default=1.0¶
Upper bound of the rho grid.
- grid : float, default=0.01¶
Grid step size.
- random_state : int, optional¶
Seed for reproducibility.
- Returns:¶
Dictionary with
rho,lndet,up95, andlo95vectors.- Return type:¶