Description Usage Arguments Details Value Author(s) References See Also
Calculate gradients and the inverse of the Hessian matrix of the profile loglikelihood for a given θ.
1 | H.Binv(theta, p, r)
|
theta |
Given value of the proportionality parameter θ. |
p |
Given value of the probability masses p1,...,pN of the discretized baseline distribution F. |
r |
vector of ranks of y1,...,yn in the pooled sample x1,...,xm, y1,...,yn |
See the reference below.
H |
gradients of the profile loglikelihood |
Binv |
the inverse of the Hessian matrix |
ell |
the profile loglikelihood for a given θ |
Zhong Guan <zguan@iusb.edu>
Zhong Guan and Cheng Peng (2011), "A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit", Journal of Nonparametric Statistics, to appear.
test.theta
, elltheta
, ell.theta
.
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