####################### JEL and AJEL ratio tests ######################
rm(list=ls())
library(emplik)
MC<-10000 # no. of repition
type15<-rep()
typea15<-rep()
sam=c(20 ,40, 60, 80, 100)
for(d in 1:5){
n<-sam[d]
Jkn<-rep()
adJkn<-rep()
k1= 1/choose(n,3)
k11=1/choose((n-1),3)
for(r in 1:MC){
#Alternative distributions
x<-rt(n,3)
# x<- rnorm(n,0,1)
# x<-rgamma(n,2,1)
# x<-rlaplace(n,0,1)
# x<-rbeta(n, 2, 2)
# x<- runif(n,0,1)
xs= sort(x)
s1<-0
for(i in 1:(n-2)){
for(j in (i+1):(n-1)){
for(k in (j+1):(n )){
s1<-s1+1*(0.5*((xs[i]*xs[j]-1)/xs[j]) < xs[k])
}
}
}
delta1= k1*s1
s1<-0
for(i in 1:(n-2)){
for(j in (i+1):(n-1)){
for(k in (j+1):(n )){
s1<-s1+1*(0.5*((xs[i]*xs[k]-1)/ xs[k]) < xs[j])
}
}
}
delta2= k1*s1
s1<-0
for(i in 1:(n-2)){
for(j in (i+1):(n-1)){
for(k in (j+1):(n )){
s1<-s1+1*(0.5*((xs[j]*xs[k]-1)/ xs[k]) < xs[i])
}
}
}
delta3= k1*s1
t<- ((1/3)*(delta1+delta2+delta3))-0.5
##########
v<-rep()
tm<-rep()
for(m in 1:n){
x1<-x[-m]
xs1= sort(x1)
s11<-0
for(i in 1:(n-3)){
for(j in (i+1):(n-2)){
for(k in (j+1):(n-1)){
s11<-s11+1*(0.5*((xs1[i]*xs1[j]-1)/xs1[j]) < xs1[k])
}
}
}
delta11=k11*s11
s11<-0
for(i in 1:(n-3)){
for(j in (i+1):(n-2)){
for(k in (j+1):(n-1)){
s11<-s11+1*(0.5*((xs1[i]*xs1[k]-1)/xs1[k]) < xs1[j])
}
}
}
delta12=k11*s11
s11<-0
for(i in 1:(n-3)){
for(j in (i+1):(n-2)){
for(k in (j+1):(n-1)){
s11<-s11+1*(0.5*((xs1[j]*xs1[k]-1)/xs1[k]) < xs1[i])
}
}
}
delta13=k11*s11
tm[m]<- ((1/3)*(delta11+delta12+delta13))-0.5
v[m]= (n*t) - (n-1)*tm[m] ##### Pseduo Value ######
}
########### JEL and AJEL ******##
av1<- -max(1,log(n,exp(1))/2)*mean(v)
av<-c(v,av1)
Jkn[r]<- el.test(v,mu=0)$'-2LLR' # Log likelihood ratio value obtained for JEL
adJkn[r]<- el.test(av,mu=0)$'-2LLR' # Log likelihood ratio value obtained for Ad-JEL
}
type15[d] <-mean(1*(abs(Jkn[Jkn!='NaN'])>3.84))
typea15[d] <-mean(1*(abs(adJkn[adJkn!='NaN'])>3.84))
}
type15
typea15