Gaussian copula correlation matrix Maximum Likelihood estimator (memory handling)
R.MLE.memory(
Hconfig,
fHconfig_sum,
OldPrior,
Logf0Mat,
Logf1Mat,
zeta0,
zeta1,
OldR,
OldRinv
)Estimate of the correlation matrix.
A list of all possible combination of \(H_0\) and \(H_1\) hypotheses generated by the GetHconfig() function.
a vector containing \(\sum_c(w_c*psi_c)\) for each items.
a vector containing the prior probabilities for each of the H-configurations.
a matrix containing \(\log(f_0Mat)\), each column corresponding to a p-value serie.
a matrix containing \(\log(f_1Mat)\), each column corresponding to a p-value serie.
a matrix containing qnorm(F0Mat), each column corresponding to a p-value serie.
a matrix containing qnorm(F1Mat), each column corresponding to a p-value serie.
the copula correlation matrix.
the inverse of copula correlation matrix.