Gaussian copula correlation matrix Maximum Likelihood estimator.
R.MLE(Hconfig, zeta0, zeta1, Tau)Estimate of the correlation matrix.
A list of all possible combination of \(H_0\) and \(H_1\) hypotheses generated by the GetHconfig() function.
a matrix containing the \(\Phi(F_0(Z_{iq}))\), each column corresponding to a p-value serie.
a matrix containing the \(\Phi(F_1(Z_{iq}))\), each column corresponding to a p-value serie.
a matrix providing for each item (in row) its posterior probability to belong to each of the H-configurations (in columns).