R_MLE_update_gaussian_copula_ptr_parallel: Update the estimate of R correlation matrix of the gaussian...
In qch: Query Composite Hypotheses

R_MLE_update_gaussian_copula_ptr_parallel

R Documentation

Update the estimate of R correlation matrix of the gaussian copula, parallelized version

Description

Update the estimate of R correlation matrix of the gaussian copula, parallelized version

Usage

R_MLE_update_gaussian_copula_ptr_parallel(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  OldR,
  OldRinv,
  RhoIndex,
  threads_nb = 0L
)

Arguments

`Hconfig`	list of vector of 0 and 1, corresponding to the configurations
`fHconfig_sum`	a double vector containing sum_c(w_c*psi_c), obtained by fHconfig_sum_update_ptr_parallel()
`OldPrior`	a double vector containing the prior w_c
`Logf0Mat`	a double matrix containing the log(f0(xi_q))
`Logf1Mat`	a double matrix containing the log(f1(xi_q))
`zeta0`	a double matrix containing the qnorm(F0(x_iq))
`zeta1`	a double matrix containing the qnorm(F1(x_iq))
`OldR`	a double matrix corresponding to the copula parameter
`OldRinv`	a double matrix corresponding to the inverse copula parameter
`RhoIndex`	a int matrix containing the index of lower triangular part of a matrix
`threads_nb`	an int the number of threads