BEL.means: The two-sample blockwise empirical likelihood statistic for...

In EL: Two-Sample Empirical Likelihood

The two-sample blockwise empirical likelihood statistic for differences in means

Description

Calculates blockwise empirical likelihood test for the difference of two sample means.

Usage

BEL.means(X, Y, M_1, M_2, Delta = 0)

Arguments

X, Y	vectors of data values.
M_1, M_2	positive integers specifying block length for X and Y, respectively.
Delta	hypothesized difference of two populations.

Value

A list of class "htest" containing following components: method - the character string of the test. data.name - a character string with the names of the input data. Delta0 - the specified hypothesized value of mean differences under the null hypothesis statistic - the value of the test statistic. p.value - the p-value for the test.

Examples

# Basic example
Delta0 <- 1.5
X <- arima.sim(n = 400, model = list(ar = .3))
Y <- arima.sim(n = 400, model = list(ar = .5)) + Delta0
BEL.means(X, Y, 10, 20, Delta = Delta0)

EL documentation built on Oct. 30, 2024, 9:29 a.m.