STAT580 Homework 4 solved

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1. Use LAPACK to write a function in C which calculates the eigenvalues of a positive
definite matrix A. Test the function with a simple example. Provide instructions on
how to use and test the function and test your result with the output of R. [15 points]

2. Write a function in C which uses the R mathematical library to provide the loglikelihood of the gamma density. Illustrate with an example. [15 points]

3. Modify the multivariate skewness function discussed in class to use the .Call() function while calling C from R. [20 points]