R.MLE {qch}

Gaussian copula correlation matrix Maximum Likelihood estimator.

Description

Gaussian copula correlation matrix Maximum Likelihood estimator.

Usage

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

Arguments

Hconfig

A list of all possible combination of H0 and H1 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).

Value

Estimate of the correlation matrix.