profile2d.evd: Method for Profiling EVD Objects

In evd: Functions for Extreme Value Distributions

Method for Profiling EVD Objects

Description

Calculate joint profile traces for fitted models.

Usage

## S3 method for class 'evd'
profile2d(fitted, prof, which, pts = 20, convergence =
    FALSE, method = "Nelder-Mead", control = list(maxit = 5000), ...)

Arguments

fitted	An object of class "evd".
prof	An object of class "profile.evd", created using profile.evd with argument fitted. The object must contain the (marginal) profile traces for the two parameters specified in which.
which	A character vector of length two containing the original model parameters that are to be jointly profiled.
pts	The number of distinct values used for each profiled parameter in which. There are pts^2 optimizations performed in total.
convergence	Logical; print convergence code after each optimization? (A warning is given for each non-zero convergence code, irrespective of the value of convergence.)
method	The optimization method.
control	Passed to optim. See optim for details.
...	Ignored.

Value

An object of class "profile2d.evd", which is a list with three elements. The first element, a matrix named trace, has the same structure as the elements of an object of class "profile.evd". The last two elements give the distinct values used for each profiled parameter in which.

See Also

profile.evd, plot.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.