ELT class

S4 class for empirical likelihood test.

Slots

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().

Examples

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