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qch (version 2.1.0)

R.MLE: Gaussian copula correlation matrix Maximum Likelihood estimator.

Description

Gaussian copula correlation matrix Maximum Likelihood estimator.

Usage

R.MLE(Hconfig, zeta0, zeta1, Tau)

Value

Estimate of the correlation matrix.

Arguments

Hconfig

A list of all possible combination of \(H_0\) and \(H_1\) hypotheses generated by the GetHconfig() function.

zeta0

a matrix containing the \(\Phi(F_0(Z_{iq}))\), each column corresponding to a p-value serie.

zeta1

a matrix containing the \(\Phi(F_1(Z_{iq}))\), each column corresponding to a p-value serie.

Tau

a matrix providing for each item (in row) its posterior probability to belong to each of the H-configurations (in columns).