melt: Multiple Empirical Likelihood Tests in R

Abstract

Empirical likelihood enables a nonparametric, likelihood-driven style of inference without relying on assumptions frequently made in parametric models. Empirical likelihood-based tests are asymptotically pivotal and thus avoid explicit studentization. This paper presents the R package melt that provides a unified framework for data analysis with empirical likelihood methods. A collection of functions are available to perform multiple empirical likelihood tests for linear and generalized linear models in R. The package melt offers an easy-to-use interface and flexibility in specifying hypotheses and calibration methods, extending the framework to simultaneous inferences. Hypothesis testing uses a projected gradient algorithm to solve constrained empirical likelihood optimization problems. The core computational routines are implemented in C++, with OpenMP for parallel computation.