EM_calibration_gaussian_memory: EM calibration in the case of the gaussian copula (unsigned)...

In qch: Query Composite Hypotheses

EM calibration in the case of the gaussian copula (unsigned) with memory management

Description

EM calibration in the case of the gaussian copula (unsigned) with memory management

Usage

EM_calibration_gaussian_memory(
  Logf0Mat,
  Logf1Mat,
  F0Mat,
  F1Mat,
  Prior.init,
  R.init,
  Hconfig,
  Precision = 1e-06,
  threads_nb
)

Arguments

Logf0Mat	a matrix containing the log(f0(xi_q))
Logf1Mat	a matrix containing the log(f1(xi_q))
F0Mat	a matrix containing the evaluation of the marginal cdf under H0 at each items, each column corresponding to a p-value serie.
F1Mat	a matrix containing the evaluation of the marginal cdf under H1 at each items, each column corresponding to a p-value serie.
Prior.init	the initialization of prior probabilities for each of the H-configurations.
R.init	the initialization of the correlation matrix of the gaussian copula parameter.
Hconfig	A list of all possible combination of H0 and H1 hypotheses generated by the GetHconfig() function.
Precision	Precision for the stop criterion. (Default is 1e-6)
threads_nb	The number of threads to use.

Value

A list of 2 objects 'priorHconfig' and 'Rcopula'. Object 'priorHconfig' is a vector of estimated prior probabilities for each of the H-configurations. Object 'Rcopula' is the estimated correlation matrix of the gaussian copula.

qch documentation built on May 29, 2024, 8:11 a.m.