Empirical and exponential empirical likelihood tests for two samples {Rfast}

Empirical and exponential empirical likelihood tests for two samples

Description

Empirical and exponential empirical likelihood tests for two samples.

Usage

eel.test2(x, y, tol = 1e-09, logged = FALSE)
el.test2(x, y, tol = 1e-07, logged = FALSE)

Arguments

x

A numerical vector.

y

Another numerical vector.

tol

The tolerance value to stop the iterations of the Newton-Raphson.

logged

Should the logarithm of the p-value be returned? TRUE or FALSE.

Details

Empirical and exponential empirical likelihood are two non parametric hypothesis testing methods. We can use them as non parametric alternatives to the t-test. Newton-Raphson is used to maximise the log-likelihood ratio test statistic. In the case of no solution, NULL is returned.

Value

iters

The number of iterations required by the Newton-Raphson algorithm. If no covnergence occured this is NULL.

info

A vector with three elements, the value of the \lambda, the likelihood ratio test statistic and the relevant p-value. If no convergence occured, the value of the \lambda before is becomes NA, the value of test statistic is 10^5 and the p-value is 0. No convergence can be interpreted as rejection of the hypothesis test.

p1

The estimated probabilities, one for each observation for the first sample. If no covnergence occured this is NULL.

p2

The estimated probabilities, one for each observation for the second sample. If no covnergence occured this is NULL.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[e-mail]>.

References

Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.

See Also

ftests, ttests, ttest

Examples

x <- rnorm(200)
y <- rnorm(300)
eel.test2(x, y)
el.test2(x, y)