plot.profile.evd: Plot Profile Log-likelihoods

In evd: Functions for Extreme Value Distributions

Plot Profile Log-likelihoods

Description

Displays profile log-likelihoods from a model profiled with profile.evd.

Usage

## S3 method for class 'profile.evd'
plot(x, which = names(x), main = NULL,
    ask = nb.fig < length(which) && dev.interactive(), ci = 0.95,
    clty = 2, ...)

Arguments

x	An object of class "profile.evd".
which	A character vector giving the parameters for which the profile deviance is plotted, and for which profile confidence intervals are calculated. By default all profiled parameters in x are used.
main	Title of each plot; a character vector, the same length as which.
ask	Logical; if TRUE, the user is asked before each plot.
ci	A numeric vector. For each parameter in which profile confidence intervals are calculated, for each confidence coefficient in ci (but see Warning). The intervals are returned invisibly as a list of vectors/matrices. Each plot then (by default) includes horizonal lines that represent each interval.
clty	The line type of the horizontal lines that represent the profile confidence intervals. To omit the lines set clty to zero.
...	Other graphics parameters.

Value

Profile devainces are plotted for each parameter in which. For calculation of profile confidence intervals, use the confint.profile.evd function.

Warning

The profile confidence intervals may not have confidence coefficient ci, because the usual asymptotic properties of maximum likelihood estimators may not hold. For the GEV model, the usual asymptotic properties hold when the shape parameter is greater than -0.5 (Smith, 1985).

References

Smith, R. L. (1985) Maximum likelihood estimation in a class of non-regular cases. Biometrika, 72, 67–90.

See Also

confint.profile.evd, plot.profile2d.evd, profile.evd, profile2d.evd

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
## Not run: M1P <- profile(M1)
## Not run: par(mfrow = c(2,2))
## Not run: cint <- plot(M1P, ci = c(0.95, 0.99))
## Not run: cint

evd documentation built on Sept. 21, 2024, 9:06 a.m.