This is a simulated dataset for testing the program. Data is first
simulated from the copula mixture model with latent structure of 0.65
N(mu, mu, sigma, sigma, rho) + 0.95 N(0, 0, 1, 1, 0), where mu=2.5,
sigma=1, rho=0.84. The observations
in the dataset are then generated by taking the p-values from a z-test H0:
mu=0.