Empirical and exponential empirical likelihood tests for two samples
Empirical and exponential empirical likelihood tests for two samples.
eel.test2(x, y, tol = 1e-09, logged = FALSE) el.test2(x, y, tol = 1e-07, logged = FALSE)
x |
A numerical vector. |
y |
Another numerical vector. |
tol |
The tolerance value to stop the iterations of the Newton-Raphson. |
logged |
Should the logarithm of the p-value be returned? TRUE or FALSE. |
Empirical and exponential empirical likelihood are two non parametric hypothesis testing methods. We can use them as non parametric alternatives to the t-test. Newton-Raphson is used to maximise the log-likelihood ratio test statistic. In the case of no solution, NULL is returned.
iters |
The number of iterations required by the Newton-Raphson algorithm. If no covnergence occured this is NULL. |
info |
A vector with three elements, the value of the λ, the likelihood ratio test statistic and the relevant p-value. If no convergence occured, the value of the λ before is becomes NA, the value of test statistic is 10^5 and the p-value is 0. No convergence can be interpreted as rejection of the hypothesis test. |
p1 |
The estimated probabilities, one for each observation for the first sample. If no covnergence occured this is NULL. |
p2 |
The estimated probabilities, one for each observation for the second sample. If no covnergence occured this is NULL. |
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>.
Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.
x <- rnorm(200) y <- rnorm(300) system.time( eel.test2(x, y) ) system.time( el.test2(x, y) )
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