prior_update_gaussian_copula_ptr_parallel: Update of the prior estimate in EM algo using Gaussian...

View source: R/RcppExports.R

prior_update_gaussian_copula_ptr_parallelR Documentation

Update of the prior estimate in EM algo using Gaussian copula, parallelized version

Description

Update of the prior estimate in EM algo using Gaussian copula, parallelized version

Usage

prior_update_gaussian_copula_ptr_parallel(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  R,
  Rinv,
  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))

R

a double matrix corresponding to the copula parameter

Rinv

a double matrix corresponding to the inverse copula parameter

threads_nb

an int the number of threads

Value

a double vector containing the new estimate of prior w_c


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