EL.statistic {EL} | R Documentation |
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'.
EL.statistic(method, X, Y, d, t, bw = bw.nrd0)
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. |
-2 times the logarithm of the two-sample empirical likelihood ratio.
E. Cers, J. Valeinis
J.Valeinis, E.Cers. Extending the two-sample empirical likelihood. To be published. Preprint available at http://home.lanet.lv/
EL.statistic("pp", rnorm(100), rnorm(100), 0.5, 0.5)