profile-methods: Likelihood profiles

In bbmle: Tools for General Maximum Likelihood Estimation

Likelihood profiles

Description

Compute likelihood profiles for a fitted model

Usage

proffun(fitted, which = 1:p, maxsteps = 100,
                    alpha = 0.01, zmax = sqrt(qchisq(1 - alpha/2, p)),
                    del = zmax/5, trace = FALSE, skiperrs=TRUE,
                    std.err, 
                    tol.newmin = 0.001, debug=FALSE,
                    prof.lower, prof.upper,
                    skip.hessian = TRUE,
                    continuation = c("none","naive","linear"),
                    try_harder=FALSE, ...)
## S4 method for signature 'mle2'
profile(fitted, ...)

Arguments

fitted	A fitted maximum likelihood model of class “mle2”
which	a numeric or character vector describing which parameters to profile (default is to profile all parameters)
maxsteps	maximum number of steps to take looking for an upper value of the negative log-likelihood
alpha	maximum (two-sided) likelihood ratio test confidence level to find
zmax	maximum value of signed square root of deviance difference to find (default value corresponds to a 2-tailed chi-squared test at level alpha)
del	step size for profiling
trace	(logical) produce tracing output?
skiperrs	(logical) ignore errors produced during profiling?
std.err	Optional numeric vector of standard errors, for cases when the Hessian is badly behaved. Will be replicated if necessary, and NA values will be replaced by the corresponding values from the fit summary
tol.newmin	tolerance for diagnosing a new minimum below the minimum deviance estimated in initial fit is found
debug	(logical) debugging output?
prof.lower	optional vector of lower bounds for profiles
prof.upper	optional vector of upper bounds for profiles
continuation	use continuation method to set starting values? "none" sets starting values to best fit; "naive" sets starting values to those of previous profiling fit; "linear" (not yet implemented) would use linear extrapolation from the previous two profiling fits
skip.hessian	skip hessian (defunct?)
try_harder	(logical) ignore NA and flat spots in the profile, try to continue anyway?
...	additional arguments (not used)

Details

proffun is the guts of the profile method, exposed so that other packages can use it directly.

See the vignette (vignette("mle2",package="bbmle")) for more technical details of how profiling is done.

See Also

profile.mle-class

bbmle documentation built on May 29, 2024, 11:02 a.m.