EL.statistic

Calculates -2 times the log-likelihood ratio statistic when the function
of interest (either of P-P or Q-Q plot, ROC curve, difference of quantile or
distribution functions) at some point 't' is equal to 'd'.

 ~Smooth 

 ~nonparametric 

 ~htest 

Empirical likelihood (EL) inference for two-sample problems. The following statistics are included: the difference of two-sample means, smooth Huber estimators, quantile (qdiff) and cumulative distribution functions (ddiff), probability-probability (P-P) and quantile-quantile (Q-Q) plots as well as receiver operating characteristic (ROC) curves. EL calculations are based on J. Valeinis, E. Cers (2011) <http://home.lu.lv/~valeinis/lv/petnieciba/EL_TwoSample_2011.pdf>.

Janis Gredzens

Two-Sample Empirical Likelihood

Janis Valeinis

Edmunds Cers

EL.statistic function

<dl> <dt>method</dt>
<dd>"pp", "qq", "roc", "qdiff" or "fdiff".</dd> <dt>X</dt>
<dd>a vector of data values.</dd> <dt>Y</dt>
<dd>a vector of data values.</dd> <dt>d</dt>
<dd>a number</dd> <dt>t</dt>
<dd>a number.</dd> <dt>bw</dt>
<dd>a function taking a vector of values and returning the corresponding
bandwidth or a vector of two values corresponding to the respective
bandwidths of X and Y.</dd></dl>

Arguments

Author

The two-sample empirical likelihood statistic — EL.statistic

<dl>

 <dt>method</dt>
<dd>"pp", "qq", "roc", "qdiff" or "fdiff".</dd>

 <dt>X</dt>
<dd>a vector of data values.</dd>

 <dt>Y</dt>
<dd>a vector of data values.</dd>

 <dt>d</dt>
<dd>a number</dd>

 <dt>t</dt>
<dd>a number.</dd>

 <dt>bw</dt>
<dd>a function taking a vector of values and returning the corresponding
bandwidth or a vector of two values corresponding to the respective
bandwidths of X and Y.</dd>

</dl>

EL.statistic: The two-sample empirical likelihood statistic

Description

Usage

Value

Arguments

Author

References

See Also

Examples