R: Empirical and exponential empirical likelihood tests for two...

Empirical and exponential empirical likelihood tests for two samples {Rfast} | R Documentation

## Empirical and exponential empirical likelihood tests for two samples

### Description

Empirical and exponential empirical likelihood tests for two samples.

### Usage

    eel.test2(x, y, tol = 1e-09, logged = FALSE)
    el.test2(x, y, tol = 1e-07, logged = FALSE)

### Arguments

`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.

### Details

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.

### Value

`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.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr> and Manos Papadakis <papadakm95@gmail.com>.

### References

Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.

### See Also

`ftests, ttests,, ttest`

### Examples

    x <- rnorm(200)
    y <- rnorm(300)
    system.time( eel.test2(x, y) )
    system.time( el.test2(x, y) )

[Package Rfast version 2.0.4 Index]