R.MLE.memory: Gaussian copula correlation matrix Maximum Likelihood...

In qch: Query Composite Hypotheses

Gaussian copula correlation matrix Maximum Likelihood estimator (memory handling)

Description

Gaussian copula correlation matrix Maximum Likelihood estimator (memory handling)

Usage

R.MLE.memory(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  OldR,
  OldRinv
)

Arguments

Hconfig	A list of all possible combination of H_0 and H_1 hypotheses generated by the GetHconfig() function.
fHconfig_sum	a vector containing \sum_c(w_c*psi_c) for each items.
OldPrior	a vector containing the prior probabilities for each of the H-configurations.
Logf0Mat	a matrix containing \log(f_0Mat), each column corresponding to a p-value serie.
Logf1Mat	a matrix containing \log(f_1Mat), each column corresponding to a p-value serie.
zeta0	a matrix containing qnorm(F0Mat), each column corresponding to a p-value serie.
zeta1	a matrix containing qnorm(F1Mat), each column corresponding to a p-value serie.
OldR	the copula correlation matrix.
OldRinv	the inverse of copula correlation matrix.

Value

Estimate of the correlation matrix.

qch documentation built on Feb. 16, 2026, 5:07 p.m.