# confint: Generic Function to Compute (Profile) Confidence Intervals In POT: Generalized Pareto Distribution and Peaks Over Threshold

## Description

Compute (profile) confidence intervals for the scale, shape GPD parameters and also for GPD quantiles.

## Usage

 ```1 2 3``` ```## S3 method for class 'uvpot' confint(object, parm, level = 0.95, ..., range, prob, prof = TRUE) ```

## Arguments

 `object` `R` object given by function `fitgpd`. `parm` Charater string specifies for which variable confidence intervals are computed. One of `"quant"`, `"scale"` or `"shape"`. `level` Numeric. The confidence level. `...` Optional parameters. See details. `range` Vector of dimension two. It gives the lower and upper bound on which the profile likelihood is performed. Only required when "prof = TRUE". `prob` The probability of non exceedance. `prof` Logical. If `TRUE` (the default), profile confidence intervals are computed. Otherwise, it is Fisher ones.

## Details

Additional options can be passed using "..." in the function call. Possibilites are related to the specific functions: `link{gpd.fiscale}`, `link{gpd.fishape}`, `link{gpd.firl}`, `link{gpd.pfscale}`, `link{gpd.pfshape}`, `link{gpd.pfrl}`.

## Value

Returns a vector of the lower and upper bound for the (profile) confidence interval. Moreover, a graphic of the profile likelihood function is displayed when `prof = TRUE`.

## Author(s)

Mathieu Ribatet

`link{gpd.fiscale}`, `link{gpd.fishape}`, `link{gpd.firl}`, `link{gpd.pfscale}`, `link{gpd.pfshape}` and `link{gpd.pfrl}`

## Examples

 ```1 2 3 4``` ```x <- rgpd(100, 0, 1, 0.25) mle <- fitgpd(x, 0) confint(mle, prob = 0.2) confint(mle, parm = "shape") ```

### Example output  ```If there is some troubles try to put vert.lines = FALSE or change
the range...
conf.inf  conf.sup
0.2062064 0.3685047
If there is some troubles try to put vert.lines = FALSE or change
the range...
conf.inf   conf.sup
-0.1097566         NA
Warning message:
In min(index.neg2) : no non-missing arguments to min; returning Inf
```

POT documentation built on May 2, 2019, 7:30 a.m.