prior_update_gaussian_copula_ptr_parallel {qch}

Update of the prior estimate in EM algo using Gaussian copula, parallelized version

Description

Update of the prior estimate in EM algo using Gaussian copula, parallelized version

Usage

prior_update_gaussian_copula_ptr_parallel(
  Hconfig,
  fHconfig_sum,
  OldPrior,
  Logf0Mat,
  Logf1Mat,
  zeta0,
  zeta1,
  R,
  Rinv,
  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))

R

a double matrix corresponding to the copula parameter

Rinv

a double matrix corresponding to the inverse copula parameter

threads_nb

an int the number of threads

Value

a double vector containing the new estimate of prior w_c