Compute confidence intervals by (profile) summary likelihood

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Description

This takes an SLik object (as produced by MSL) and deduces confidence bounds for each parameter, using a (profile, if relevant) likelihood ratio method.

Usage

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## S3 method for class 'SLik'
confint(object, parm,
                       level=0.95, verbose=interactive(),
                       fixed=NULL,which=c(TRUE,TRUE),...)

Arguments

object

an SLik or SLikp object

parm

The parameter which confidence bounds are to be computed

level

The desired coverage of the interval

verbose

Whether to print some information or not

fixed

When this is NULL the computed interval is a profile confidence interval over all parameters excluding parm. fixed allows one to set fixed values to some of these parameters.

which

A pair of booleans, controlling whether to compute respectively the lower and the upper CI bounds.

...

further arguments passed to or from other methods (currently not used).

Value

A list with sublists for each parameter, each sublist containing of three vectors: the bounds of the one-dimensional confidence interval; the “full” (only parameters variable in the SLik object are considered) parameter point for the lower bound, and the full parameter point for the upper bound

Examples

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## see main documentation page for the package