melt

Multiple Empirical Likelihood Tests

Last update: 17 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.9.0, 1.10.0, 1.0.0, 1.0.1, 1.1.0, 1.2.0, 1.3.0, 1.4.0, 1.5.0, 1.5.1, 1.5.2, 1.6.0, 1.7.0, 1.8.0, 1.11.0

Description

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.

Cites work

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