R.MLE: Gaussian copula correlation matrix Maximum Likelihood...
In qch: Query Composite Hypotheses
R.MLE R Documentation
Gaussian copula correlation matrix Maximum Likelihood estimator.
Description
Gaussian copula correlation matrix Maximum Likelihood estimator.
Usage
R.MLE(Hconfig, zeta0, zeta1, Tau)
Arguments
Hconfig
A list of all possible combination of H0 and H1 hypotheses generated by the GetHconfig() function.
zeta0
a matrix containing the Phi(F_0(Z_iq)), each column corresponding to a p-value serie.
zeta1
a matrix containing the Phi(F_1(Z_iq)), each column corresponding to a p-value serie.
Tau
a matrix providing for each item (in row) its posterior probability to belong to each of the H-configurations (in columns).
Value
Estimate of the correlation matrix.
qch documentation built on May 29, 2024, 8:11 a.m.
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| R.MLE | R Documentation |
Gaussian copula correlation matrix Maximum Likelihood estimator.
Description
Gaussian copula correlation matrix Maximum Likelihood estimator.
Usage
R.MLE(Hconfig, zeta0, zeta1, Tau)
Arguments
Hconfig |
A list of all possible combination of H0 and H1 hypotheses generated by the |
zeta0 |
a matrix containing the Phi(F_0(Z_iq)), each column corresponding to a p-value serie. |
zeta1 |
a matrix containing the Phi(F_1(Z_iq)), each column corresponding to a p-value serie. |
Tau |
a matrix providing for each item (in row) its posterior probability to belong to each of the H-configurations (in columns). |
Value
Estimate of the correlation matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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