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

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]