An R package and a study of methods for computing empirical likelihood. (English) Zbl 1431.62011

Summary: Empirical likelihood (EL) is an important nonparametric statistical methodology. We develop a package in R called el.convex to implement EL for inference about a multivariate mean. This package contains five functions which use different optimization algorithms but meanwhile seek the same goal. These functions are based on the theory of convex optimization; they are Newton, Davidon-Fletcher-Powell, Broyden-Fletcher-Goldfarb-Shanno, conjugate gradient method, and damped Newton, respectively. We also compare them with the function el.test in the existing R package emplik, and discuss their relative advantages and disadvantages.


62-04 Software, source code, etc. for problems pertaining to statistics
62G05 Nonparametric estimation
62P20 Applications of statistics to economics


emplik; R; el.convex
Full Text: DOI


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