EL.statistic {EL} R Documentation

The two-sample empirical likelihood statistic

Description

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'.

Usage

EL.statistic(method, X, Y, d, t, bw = bw.nrd0)


Arguments

 method "pp", "qq", "roc", "qdiff" or "fdiff". X a vector of data values. Y a vector of data values. d a number t a number. bw 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.

Value

-2 times the logarithm of the two-sample empirical likelihood ratio.

Author(s)

E. Cers, J. Valeinis

References

J.Valeinis, E.Cers. Extending the two-sample empirical likelihood. To be published. Preprint available at http://home.lanet.lv/

EL.smooth