EL.means {EL} | R Documentation |
Empirical likelihood inference for the difference of two sample means. This includes a test for the null hypothesis for a constant difference of mean difference, confidence interval and EL estimator.
EL.means(X, Y, mu = 0, conf.level = 0.95)
X |
a vector of data values. |
Y |
a vector of data values. |
mu |
a number specifying the null hypothesis. |
conf.level |
confidence level of the interval. |
A list of class 'htest' containing the following components:
estimate |
the empirical likelihood estimate of the mean difference. |
conf.int |
a confidence interval for the mean difference. |
p.value |
the p-value for the test. |
statistic |
the value of the test statistic. |
method |
the character string 'Empirical likelihood mean difference test'. |
null.value |
the specified hypothesized value of mean differences 'mu' under the null hypothesis. |
data.name |
a character string giving the names of the data. |
E. Cers, J. Valeinis
J. Valeinis, E. Cers and J. Cielens (2010). Two-sample problems in statistical data modelling. Mathematical modelling and analysis, 15(1), 137-151.
J. Valeinis, E. Cers. Extending the two-sample empirical likelihood. To be published. Preprint available at http://home.lanet.lv/~valeinis/lv/petnieciba/EL_TwoSample_2011.pdf.
X <- rnorm(100) Y <- rnorm(100) t.test(X, Y) EL.means(X, Y) EL.Huber(X, Y)