S4 class for empirical likelihood test.
optim
A list of the following optimization results:
par
A numeric vector of the solution to the (constrained) optimization
problem.
lambda
A numeric vector of the Lagrange multipliers of the dual
problem corresponding to par
.
iterations
A single integer for the number of iterations performed.
convergence
A single logical for the convergence status.
cstr
A single logical for whether constrained EL optimization is
performed or not.
logp
A numeric vector of the log probabilities of the (constrained) empirical likelihood.
logl
A single numeric of the (constrained) empirical log-likelihood.
loglr
A single numeric of the (constrained) empirical log-likelihood ratio.
statistic
A single numeric of minus twice the (constrained) empirical log-likelihood ratio with an asymptotic chi-square distribution.
df
A single integer for the chi-square degrees of freedom of the statistic.
pval
A single numeric for the (calibrated) \(p\)-value of the statistic.
cv
A single numeric for the critical value.
rhs
A numeric vector for the right-hand side of the hypothesis.
lhs
A numeric matrix for the left-hand side of the hypothesis.
alpha
A single numeric for the significance level.
calibrate
A single character for the calibration method used.
control
An object of class ControlEL constructed by
el_control()
.
showClass("ELT")
#> Class "ELT" [package "melt"]
#>
#> Slots:
#>
#> Name: optim logp logl loglr statistic df pval
#> Class: list numeric numeric numeric numeric integer numeric
#>
#> Name: cv rhs lhs alpha calibrate control
#> Class: numeric numeric matrix numeric character ControlEL