Description Usage Arguments Value Author(s) See Also Examples
Calculate the extended empirical log likelihood ratio for a multi-dimensional mean
1 2 3 |
x |
Data matrix. |
theta |
The value at which the extended empirical likelihood is to be evaluated. |
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. |
Yu Zhang & Fan Wu
EMLogLR
, exp_factor
, prime_image
, print.EEL
, summary.EEL
, EEL_est
1 2 3 4 5 6 7 8 9 | # 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))
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