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For J*2 matrix of J sets, calculate the density of bivariate normal under fitted c-csmGmm.
calc_dens_cor(x, Zmat, corMat, log = FALSE)
A J*1 vector of densities for each row of Zmat.
2*1 vector of means.
J*2 matrix of test statistics.
2*2 matrix describing correlation structure of test statistics.
return logarithm of density
x <- c(0, 0) Zmat <- cbind(rnorm(10^5), rnorm(10^5)) calc_dens_cor(x, Zmat, corMat = cor(Zmat))
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