EEF.profile {boot} | R Documentation |

## Empirical Likelihoods

### Description

Construct the empirical log likelihood or empirical exponential
family log likelihood for a mean.

### Usage

EEF.profile(y, tmin=min(y) + 0.1, tmax=max(y) - 0.1, n.t=25,
u=function(y, t) { y-t})
EL.profile(y, tmin = min(y) + 0.1, tmax = max(y) - 0.1, n.t = 25,
u = function(y, t) y - t)

### Arguments

`y` |
A vector or matrix of data |

`tmin` |
The minimum value of the range over which the
likelihood should be computed. This must be larger than
`min(y)` . |

`tmax` |
The maximum value of the range over which the
likelihood should be computed. This must be smaller than
`max(y)` . |

`n.t` |
The number of points between `tmin` and
`tmax` at which the value of the log-liklihood should be
computed. |

`u` |
A function of the data and the parameter. |

### Details

These functions calculate the log likelihood for a mean using either
an empirical likelihood or an empirical exponential family likelihood.
They are supplied as part of the package `boot`

for demonstration
purposes with the practicals in chapter 10 of Davison and Hinkley (1997).
The functions are not intended for general use and are not supported
as part of the `boot`

package. For more general and more robust
code to calculate empirical likelihoods see Professor A. B. Owen's
empirical likelihood home page at the URL
http://www-stat.stanford.edu/~owen/empirical/.

### Value

A matrix with `n.t`

rows. The first column contains the
values of the parameter used. The second colmn of the output
of `EL.profile`

contains the values of the empirical
log likelihood. The second and third columns of the output of
`EEF.profile`

contain two versions of the empirical
exponential family log-likelihood. The final column of the
output matrix contains the values of the Lagrange multiplier
used in the optimization procedure.

### Author(s)

Angelo J. Canty

### References

Davison, A. C. and Hinkley, D. V. (1997)
*Bootstrap Methods and Their Application*. Cambridge University
Press.

[Package

*boot* version 1.2-24

Index]