EEL: Extended empirical log likelihood ratio for the mean
In eel: Extended Empirical Likelihood

Description Usage Arguments Value Author(s) See Also Examples

Calculate the extended empirical log likelihood ratio for a multi-dimensional mean

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EEL(x, theta)
## Default S3 method:
EEL(x,theta)

`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

# 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))