plot.profile2d.evd: Plot Joint Profile Log-likelihoods

In evd: Functions for Extreme Value Distributions

Plot Joint Profile Log-likelihoods

Description

Displays an image plot of the joint profile log-likelihood from a model profiled with profile.evd and profile2d.evd.

Usage

## S3 method for class 'profile2d.evd'
plot(x, main = NULL,
    ci = c(0.5, 0.8, 0.9, 0.95, 0.975, 0.99, 0.995),
    col = heat.colors(8), intpts = 75, xaxs = "r", yaxs = "r", ...)

Arguments

x	An object of class "profile2d.evd".
main	Title of plot; a character string.
ci	A numeric vector whose length is one less than the length of col. The colours of the image plot, excluding the background colour, represent confidence sets with confidence coefficients ci (but see Warning).
col	A list of colors such as that generated by rainbow, heat.colors, topo.colors, terrain.colors or similar functions.
intpts	If the package interp is available, interpolation is performed using intpts points for each parameter. The function is interpolated at intpts^2 points in total.
xaxs, yaxs	Graphics parameters (see par). The default, "r", overrides the default set by image.
...	Other parameters to be passed to image.

Warning

The sets represented by different colours may not be confidence sets with confidence coefficients 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

plot.profile.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: M1JP <- profile2d(M1, M1P, which = c("scale", "shape"))
## Not run: plot(M1JP)

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