R-codes 1

require("emplik") # installting the required package "emplik"
library(emplik)

#running empirical likelihood ratio test for specific mean
d=rnorm(100)
el.test(d,0)
el.test(d,2)

# Comparison of parametric and empirical likelihood

el=function(data,test.mu,true.mu) # test.mu= set of different test values of mu, true.mu=true value of mu
{
  el=c() #creating empty vectors for el and parametric likelihood(lik)
  lik=c()
  m=length(test.mu)
  for(j in 1:m)
  {
    el[j]=el.test(data,test.mu[j])$'-2LLR'  #for each test value for mu, calculating the -2 logel lik ratio(LLR)
    lik[j]=-2*sum(log(dnorm(data,test.mu[j],1)/dnorm(data,true.mu,1))) # #for each test value for mu, calculating the -2 log lik ratio(LLR) (parametric)
  }
data.frame(el,lik)
}

d=rnorm(100) #creating data vector from standard normal distribution
mu=seq(-1,1,0.001) # creating test values for mu

res=el(d,mu,0) # running the function to calculate -2*logLLR using parametric and empirical lik

#Plotting parametric and empirical -2* log LLR 
plot(mu,res$el,type="l",col="red",main="Empirical Likelihood and Likelihood ratio Curves", xlab=expression(mu),ylab="-2* log(LR)")
lines(mu,res$lik,lty=2,col="blue")
legend(0.7,10,c("EL","PL"),lty=c(1,2),col=c("red","blue"))