EVOLUTION-MANAGER
Edit File: EEF.profile.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Empirical Likelihoods</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for EEF.profile {boot}"><tr><td>EEF.profile {boot}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2> Empirical Likelihoods</h2> <h3>Description</h3> <p>Construct the empirical log likelihood or empirical exponential family log likelihood for a mean.</p> <h3>Usage</h3> <pre> EEF.profile(y, tmin = min(y) + 0.1, tmax = max(y) - 0.1, n.t = 25, u = function(y, t) y - t) EL.profile(y, tmin = min(y) + 0.1, tmax = max(y) - 0.1, n.t = 25, u = function(y, t) y - t) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>y</code></td> <td> <p>A vector or matrix of data</p> </td></tr> <tr valign="top"><td><code>tmin</code></td> <td> <p> The minimum value of the range over which the likelihood should be computed. This must be larger than <code>min(y)</code>.</p> </td></tr> <tr valign="top"><td><code>tmax</code></td> <td> <p> The maximum value of the range over which the likelihood should be computed. This must be smaller than <code>max(y)</code>.</p> </td></tr> <tr valign="top"><td><code>n.t</code></td> <td> <p> The number of points between <code>tmin</code> and <code>tmax</code> at which the value of the log-likelihood should be computed.</p> </td></tr> <tr valign="top"><td><code>u</code></td> <td> <p>A function of the data and the parameter.</p> </td></tr> </table> <h3>Details</h3> <p>These functions calculate the log likelihood for a mean using either an empirical likelihood or an empirical exponential family likelihood. They are supplied as part of the package <code>boot</code> for demonstration purposes with the practicals in chapter 10 of Davison and Hinkley (1997). The functions are not intended for general use and are not supported as part of the <code>boot</code>package. For more general and more robust code to calculate empirical likelihoods see Professor A. B. Owen's empirical likelihood home page at the URL <a href="http://statistics.stanford.edu/~owen/empirical/">http://statistics.stanford.edu/~owen/empirical/</a>.</p> <h3>Value</h3> <p>A matrix with <code>n.t</code> rows. The first column contains the values of the parameter used. The second column of the output of <code>EL.profile</code> contains the values of the empirical log likelihood. The second and third columns of the output of <code>EEF.profile</code> contain two versions of the empirical exponential family log-likelihood. The final column of the output matrix contains the values of the Lagrange multiplier used in the optimization procedure. </p> <h3>Author(s)</h3> <p>Angelo J. Canty</p> <h3>References</h3> <p>Davison, A. C. and Hinkley, D. V. (1997) <em>Bootstrap Methods and Their Application</em>. Cambridge University Press. </p> <hr /><div style="text-align: center;">[Package <em>boot</em> version 1.3-22 <a href="00Index.html">Index</a>]</div> </body></html>