Copula.Hconfig_gaussian_density {qch}

Gaussian copula density for each Hconfiguration.

Description

Gaussian copula density for each Hconfiguration.

Usage

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

Arguments

Hconfig

A list of all possible combination of H0 and H1 hypotheses generated by the GetHconfig() function.

F0Mat

a matrix containing the evaluation of the marginal cdf under H0 at each items, each column corresponding to a p-value serie.

F1Mat

a matrix containing the evaluation of the marginal cdf under H1 at each items, each column corresponding to a p-value serie.

R

the correlation matrix.

Value

A matrix containing the evaluation of the Gaussian density function for each Hconfiguration in columns.