ell.theta: Profile loglikelihood of theta.

Description Usage Arguments Details Value Author(s) References See Also

View source: R/ell.theta.R

Description

Calculates the profile loglikelihood l(θ) on interval (θ1,θ2) which contains the maximum rank-based likelihood estimate θ-hat

Usage

1
2
ell.theta(x, y, theta.hat, p.hat, theta1, theta2, n.theta = 40, 
    tol = 1e-07, maxit = 500)

Arguments

x,y

Vectors containing the data values of the two samples x1,...,xm and y1,...,yn.

theta.hat

Maximum rank-based likelihood estimate of theta

p.hat

Maximum rank-based likelihood estimate of p

theta1, theta2

Left and right end-points of the interval on which the profile loglikelihood is calculated

n.theta

number of theta values in the above interval on which the profile loglikelihood is calculated

tol

Convergence tolerance used in the Newton iteration

maxit

The maximum number of Newton iterations.

Details

See the reference below.

Value

ell

the profile loglikelihood

Theta

the interval on which the profile loglikelihood is calculated

Author(s)

Zhong Guan <zguan@iusb.edu>

References

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.

See Also

elltheta, mrle.sporm.


sporm documentation built on Jan. 27, 2021, 5:08 p.m.