emplikAUC.internal {emplikAUC} | R Documentation |
Internal emplikAUC functions
Description
These are internal functions called by eltest4aucONE
and eltest4paucT
. They are not intended
to be called by users.
Usage
lamONE(u0, v0, indicmat, tol.H0)
lam2(u0, v0, indicmat1, indicmat2, tol.H0, start)
Arguments
u0 |
a vector of probabilities, length m, for the first (X) sample. |
v0 |
a vector of propabilities, length n, for the second (Y) sample. |
indicmat |
a Matrix (size m by n) of indicator function values: I[X[i] < Y[j]], But typically smoothed and centered. |
tol.H0 |
The error bound for (checking) if satisfy |
Details
lamONE()
find the lambda (tilting parameter) in the two sample Empirical Likelihood,
with an AUC constrain.
This function computes the lambda that satisfy null hypothesis H_0
constraint by
using uniroot
.
This function is called by eltest4aucONE
.
It is listed here because the user may find it useful elsewhere.
The function lam2
, similar to function lamONE
,
calculates the tilting parameters (lam1, lam2) for the empirical likelihood of
a joint hypothesis about pAUC(0, p) = theta and F(tau) = p.
The indicmat1
, indicmat2
should reflect the joint hypothesis, in the U-stat fashion.
The function lam2( )
is called by eltest4paucT( )
, and is
similar to lamONE
except there are 2 lambda's and needs
to call multiroot()
to solve the
equation.
And also, with a starting value input to help the
iterations of solving the equation. It (start) is directly passed to multiroot( )
function.
Author: Ding Xue.
Value
Output is a list containing:
u |
the new u vector. |
v |
the new v vector. |
lam |
The solution lambda. |