sim {robustETM}

Tests under comparision for testing for homogeneity in generalized exponential tilt mixture models

Description

The function conducts the pseudolikelihood based EM test for homogeneity in generalized exponential tilt mixture models

Usage

sim(itr, K, cc, i.n, isetting, lambda, distn)

Arguments

itr

random seed

K

Number of grid values for proportion parameter lambda

cc

Tuning parameter C for penalty function

isetting

Type I error or power scenarios I II and III for simulation study

lambda

Proportion parameter lambda

i.n

Sample size setting

distn

Distribution

Value

mplrt_EM.TS

Test statistic for the proposed PLEMT test

qin.TS

Test statistic for empirical likelihood ratio test

liu.TS

Test statistic for modified empirical likelihood ratio test

t.TS

Test statistic for t-test

wilcox.p

p-value for wilcoxon test

logist.TS

Test statistic for logistic regression test

Author(s)

Chuan Hong, Yong Chen, Yang Ning, Hao Wu

References

Hong, C., Chen Y., Ning Y., Wang S., Wu H. and Carroll R.J. (2016). PLEMT: A novel pseudolikelihood based EM test for homogeneity in generalized exponential tilt mixture model (in preparation).

Examples

# not run
#myresult=sim(itr=1234, K=10, cc=20, i.n=2, isetting=1, lambda=0.3, distn="norm")