Nothing
confid.int.theta <-
function(x, y, method=c("chi-sq", "simulate"), conf.level = 0.95, grd = .001,
B = 1000, tol=1e-7, maxit=500){
method <- match.arg(method)
alfa<-1-conf.level
m<-length(x)
n<-length(y)
N<-m+n
lambda<-m/N
z<-c(y,x)
r<-rank(z, ties.method = "max")[1:n]
theta0<-dd.est(x,y)
p0<-phi(N, theta0, lambda)/N
res<-mrle.sporm(x, y, theta0, p0)
phat<-res$p
theta.hat<-res$theta
ell<-res$ell
if(method == "chi-sq"){
Calfa<-qchisq(conf.level,1)
}
else{
LR.b<-NULL
sim.c<-function(){
u<-runif(m)
v<-runif(n)
v<-v/(theta.hat-(theta.hat-1)*v)
rv<-rank(c(v,u), ties.method = "max")[1:n]
theta0<-dd.est(u,v)
p0<-phi(N, theta0, lambda)/N
ell.star<-try(mrle.sporm(u, v, theta0, p0)$ell, TRUE)
p0<-phi(N, theta.hat, lambda)/N
2*(ell.star-try(elltheta(theta.hat, p0, rv, tol, maxit)$ell, TRUE))
}
LR.b <- lapply(1:B, function(i) try(sim.c(), TRUE))
LR.b <-unlist(LR.b[sapply(LR.b, function(x) !inherits(x, "try-error"))])
Calfa<-quantile(LR.b, conf.level)
}
theta<-theta.hat+grd
p<-phat
LR.theta<-2*(ell-elltheta(theta, p, r, tol, maxit)$ell)
while(LR.theta<Calfa){
theta<-theta+grd
tmp<-elltheta(theta, p, r, tol, maxit)
LR.theta<-2*(ell-tmp$ell)
p<-tmp$p
}
theta.U<-theta
theta<-theta.hat-grd
LR.theta<-2*(ell-elltheta(theta, p, r, tol, maxit)$ell)
while(LR.theta<Calfa & theta>0){
theta<-theta-grd
tmp<-elltheta(theta, p, r, tol, maxit)
LR.theta<-2*(ell-tmp$ell)
p<-tmp$p
}
theta.L<-theta
list(theta.L=theta.L, theta.U=theta.U, theta.hat=theta.hat, Calpha=Calfa)
}
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