R.MLE.memory {qch}

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
)

Arguments

Hconfig

A list of all possible combination of H0 and H1 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(f0Mat), each column corresponding to a p-value serie.

Logf1Mat

a matrix containing log(f1Mat), 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.

Value

Estimate of the correlation matrix.