R_MLE_update_gaussian_copula_ptr_parallel {qch}

Update the estimate of R correlation matrix of the gaussian copula, parallelized version

Description

Update the estimate of R correlation matrix of the gaussian copula, parallelized version

Usage

R_MLE_update_gaussian_copula_ptr_parallel(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  OldR,
  OldRinv,
  RhoIndex,
  threads_nb = 0L
)

Arguments

Hconfig

list of vector of 0 and 1, corresponding to the configurations

fHconfig_sum

a double vector containing sum_c(w_c*psi_c), obtained by fHconfig_sum_update_ptr_parallel()

OldPrior

a double vector containing the prior w_c

Logf0Mat

a double matrix containing the log(f0(xi_q))

Logf1Mat

a double matrix containing the log(f1(xi_q))

zeta0

a double matrix containing the qnorm(F0(x_iq))

zeta1

a double matrix containing the qnorm(F1(x_iq))

OldR

a double matrix corresponding to the copula parameter

OldRinv

a double matrix corresponding to the inverse copula parameter

RhoIndex

a int matrix containing the index of lower triangular part of a matrix

threads_nb

an int the number of threads

Value

a double vector containing the lower triangular part of the MLE of R