Compute the Riebler generalised variance of a covariance matrix.

Let \(A\) be a square matrix, then the Riebler generalised variance is defined as the geometric mean of the marginal variances, given by $$\sigma_{\mathrm{GV}}^2(A) = \exp \left( \frac{1}{n} \sum_{i = 1}^n \log A_{ii} \right).$$

Usage

riebler_gv(A)

Arguments

A

A square matrix.