The DET function computes the determinant of square-matrix, which must be square. The determinant, the product of the eigenvalues, is a single numeric value. If the determinant of a matrix is zero, ...

The product of the diagonal elements of R is the absolute value of the determinant of the source matrix, and so QR decomposition cannot be used to compute the determinant.

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...