Compositional (version 2.0)

Exponential empirical likelihood for a one sample mean vector hypothesis testing: Exponential empirical likelihood for a one sample mean vector hypothesis testing

Description

Exponential empirical likelihood for a one sample mean vector hypothesis testing.

Usage

eel.test1(x, mu, tol = 1e-06, R = 1)

Arguments

x

A matrix containing Euclidean data.

mu

The hypothesized mean vector.

tol

The tolerance value used to stop the Newton-Raphson algorithm.

R

The number of bootstrap samples used to calculate the p-value. If R = 1 (default value), no bootstrap calibration is performed

Value

A list including: A list including:

Details

Multivariate hypothesis test for a one sample mean vector. This is a non parametric test and it works for univariate and multivariate data. The p-value is currently computed only asymptotically (no bootstrap calibration at the moment).

References

Jing Bing-Yi and Andrew TA Wood (1996). Exponential empirical likelihood is not Bartlett correctable. Annals of Statistics 24(1): 365-369.

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

See Also

el.test1, hotel1T2, james, hotel2T2, maov, el.test2, comp.test

Examples

x <- MASS::mvrnorm(100, numeric(10), diag( rexp(10, 0.5) ) )
eel.test1(x, numeric(10) )
el.test1(x, numeric(10) )