ConfregEL-class

ConfregEL

S4 class for confidence region. It inherits from <code>"matrix"</code>.

Performs multiple empirical likelihood tests. It offers an
easy-to-use interface and flexibility in specifying hypotheses and
calibration methods, extending the framework to simultaneous
inferences. The core computational routines are implemented using the
'Eigen' 'C++' library and 'RcppEigen' interface, with 'OpenMP' for
parallel computation. Details of the testing procedures are provided
in Kim, MacEachern, and Peruggia (2023)
<doi:10.1080/10485252.2023.2206919>. A companion paper by Kim,
MacEachern, and Peruggia (2024) <doi:10.18637/jss.v108.i05> is
available for further information. This work was supported by the U.S.
National Science Foundation under Grants No. SES-1921523 and
DMS-2015552.

Eunseop Kim

melt

Multiple Empirical Likelihood Tests

Steven MacEachern

Mario Peruggia

Pierre Chausse

Alex Stringer

ConfregEL-class function

<dl>
<dt><code>estimates</code></dt>
<dd>A numeric vector of length two for the parameter estimates.</dd></dl>
<dt><code>level</code></dt>
<dd>A single numeric for the confidence level required.</dd>
<dt><code>cv</code></dt>
<dd>A single numeric for the critical value for calibration of empirical
likelihood ratio statistic.</dd>
<dt><code>pnames</code></dt>
<dd>A character vector of length two for the name of parameters.</dd>

Slots

ConfregEL class — ConfregEL-class

<dl>
<dt><code>estimates</code></dt>
<dd>A numeric vector of length two for the parameter estimates.</dd>


<dt><code>level</code></dt>
<dd>A single numeric for the confidence level required.</dd>


<dt><code>cv</code></dt>
<dd>A single numeric for the critical value for calibration of empirical
likelihood ratio statistic.</dd>


<dt><code>pnames</code></dt>
<dd>A character vector of length two for the name of parameters.</dd>


</dl>

ConfregEL-class: ConfregEL class

Description

Arguments

Slots

Examples