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qch (version 2.1.0)

R.MLE.memory: Gaussian copula correlation matrix Maximum Likelihood estimator (memory handling)

Description

Gaussian copula correlation matrix Maximum Likelihood estimator (memory handling)

Usage

R.MLE.memory(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  OldR,
  OldRinv
)

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.

fHconfig_sum

a vector containing \(\sum_c(w_c*psi_c)\) for each items.

OldPrior

a vector containing the prior probabilities for each of the H-configurations.

Logf0Mat

a matrix containing \(\log(f_0Mat)\), each column corresponding to a p-value serie.

Logf1Mat

a matrix containing \(\log(f_1Mat)\), each column corresponding to a p-value serie.

zeta0

a matrix containing qnorm(F0Mat), each column corresponding to a p-value serie.

zeta1

a matrix containing qnorm(F1Mat), each column corresponding to a p-value serie.

OldR

the copula correlation matrix.

OldRinv

the inverse of copula correlation matrix.