calc_dens_cor {csmGmm}R Documentation

calc_dens_cor.R

Description

For J*2 matrix of J sets, calculate the density of bivariate normal under fitted c-csmGmm.

Usage

calc_dens_cor(x, Zmat, corMat, log = FALSE)

Arguments

x

2*1 vector of means.

Zmat

J*2 matrix of test statistics.

corMat

2*2 matrix describing correlation structure of test statistics.

log

return logarithm of density

Value

A J*1 vector of densities for each row of Zmat.

Examples

x <- c(0, 0)
Zmat <- cbind(rnorm(10^5), rnorm(10^5))
calc_dens_cor(x, Zmat, corMat = cor(Zmat))


[Package csmGmm version 0.3.0 Index]