Description
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]
