profile.evd | R Documentation |
Calculate profile traces for fitted models.
## S3 method for class 'evd'
profile(fitted, which = names(fitted$estimate), conf = 0.999,
mesh = fitted$std.err[which]/4, xmin = rep(-Inf, length(which)),
xmax = rep(Inf, length(which)), convergence = FALSE, method = "BFGS",
control = list(maxit = 500), ...)
fitted |
An object of class |
which |
A character vector giving the model parameters that are to be profiled. By default, all parameters are profiled. |
conf |
Controls the range over which the parameters are profiled.
The profile trace is constructed so that (assuming the usual
asymptotic properties hold) profile confidence intervals with
confidence coefficients |
mesh |
A numeric vector containing one value for each
parameter in |
xmin , xmax |
Numeric vectors containing one value for each
parameter in |
convergence |
Logical; print convergence code after each
optimization? (A warning is given for each non-zero convergence
code, irrespective of the value of |
method |
The optimization method. |
control |
Passed to |
... |
Ignored. |
An object of class "profile.evd"
, which is a list with an
element for each parameter being profiled. The elements are
matrices. The first column contains the values of the profiled
parameter. The second column contains profile deviances. The
remaining columns contain the constrained maximum likelihood
estimates for the remaining model parameters. For calculation of
profile confidence intervals, use the confint.profile.evd
function.
confint.profile.evd
, profile2d.evd
,
plot.profile.evd
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)
## Not run: cint
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