EL.statistic {EL}

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/

See Also

EL.smooth

Examples

EL.statistic("pp", rnorm(100), rnorm(100), 0.5, 0.5)