Two-Sample Empirical Likelihood

Empirical likelihood (EL) inference for two-sample problems. The following statistics are included: the difference of two-sample means, smooth Huber estimators, quantile (qdiff) and cumulative distribution functions (fdiff), probability-probability (P-P) and quantile-quantile (Q-Q) plots as well as receiver operating characteristic (ROC) curves. Also includes two-sample block-wise empirical likelihood (BEL) and a frequency-domain empirical likelihood test for autocorrelation differences (FDEL). Methods for EL, P-P, Q-Q, ROC, qdiff and fdiff are based on Valeinis and Cers (2011) < http://home.lu.lv/~valeinis/lv/petnieciba/EL_TwoSample_2011.pdf>.


Reference manual

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install.packages("EL")

1.4 by Janis Gredzens, 5 months ago


Browse source code at https://github.com/cran/EL


Authors: Janis Valeinis [aut] , Edmunds Cers [aut] , Janis Gredzens [cre] , Reinis Alksnis [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, nleqslv, ggplot2

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See at CRAN