OneTwo: Likelihood Ratio Test for One group vs Two group gaussian...

In LBI: Likelihood Based Inference

Likelihood Ratio Test for One group vs Two group gaussian mixture model

Description

With a given vector, it performs likelihood ratio test which model - one or two group - is better.

Usage

  OneTwo(x, alpha=0.05)

Arguments

x	a vector of numbers
alpha	alpha value for type I error, significance level

Details

It performs likelihood ratio test using both F distribution and Chi-square distribution (by Wilks' theorem).

Value

Estimate	n, Mean, SD for each group assumption and prior probability of each group in two group model
Delta	delta number of parameters and log-likelihoods
Statistic	Statistics from both the F distribution and Chi-square distribtuion. Cutoff is in terms of log-likelihood not the statistic.

Author(s)

Kyun-Seop Bae [e-mail]

Examples

  OneTwo(c(7, 5, 17, 13, 16, 5, 7, 3, 8, 10, 8, 14, 14, 11, 14, 17, 2, 12, 15, 19))
  OneTwo(c(5, 3, 0, 6, 5, 2, 6, 6, 4, 4, 15, 13, 18, 18, 19, 14, 19, 13, 19, 18))

LBI documentation built on Oct. 17, 2024, 9:06 a.m.