EEL {eel}R Documentation

Extended empirical log likelihood ratio for the mean

Description

Calculate the extended empirical log likelihood ratio for a multi-dimensional mean

Usage

EEL(x, theta)
## Default S3 method:
EEL(x,theta)

Arguments

x

Data matrix.

theta

The value at which the extended empirical likelihood is to be evaluated.

Value

An object of class EEL, basically a list including elements

theta

the value at which the extended empirical likelihood is to be evaluated;

prime

the prime-image inside the convex hull for the point theta;

estimating equation

the estimating equation here is "x-theta";

expansion

the value of the expansion factor gamma;

oel_log

the original empirical log likelihood ratio value;

eel_log

the extended empirical log likelihood ratio value.

Author(s)

Yu Zhang & Fan Wu

See Also

EMLogLR, exp_factor, prime_image, print.EEL, summary.EEL, EEL_est

Examples

# EXAMPLE: computing the EEL for the mean of a bivariate random variable
# Generating a sample of n=40 bivariate observations. 
# For this example, we do this through a univariate normal random number generator.

uninorm<- rnorm(40*2,5,1)                          
multnorm<-matrix(uninorm,ncol=2)

# To calculate the EEL for a point theta=c(5,3), use
EEL(x=multnorm,theta=c(5,3))


[Package eel version 1.1 Index]