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qch (version 2.1.2)

Copula.Hconfig_gaussian_density: Gaussian copula density for each H-configuration.

Description

Gaussian copula density for each H-configuration.

Usage

Copula.Hconfig_gaussian_density(Hconfig, F0Mat, F1Mat, R)

Value

A matrix containing the evaluation of the Gaussian density function for each H-configuration in columns.

Arguments

Hconfig

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

F0Mat

a matrix containing the evaluation of the marginal cdf under \(H_0\) at each items, each column corresponding to a p-value serie.

F1Mat

a matrix containing the evaluation of the marginal cdf under \(H_1\) at each items, each column corresponding to a p-value serie.

R

the correlation matrix.