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]