profliker: Profile Likelihood Function

In extRemes: Extreme Value Analysis

Profile Likelihood Function

Description

Find the profile likelihood for a range of values for an extreme value df (EVD).

Usage

profliker(object, type = c("return.level", "parameter"), xrange = NULL,
    return.period = 100, which.par = 1, nint = 20, plot = TRUE, gr = NULL,
    method = "BFGS", lower = -Inf, upper = Inf, control = list(), ...)

Arguments

object	A list object of class “fevd” as returned by fevd.
type	character string stating whether the parameter of interest is a regular parameter or a return level.
xrange	numeric vector of length two giving the range of values of the parameter over which to calculate the profile likelihood.
return.period	If a return level is of interest, this number gives its associated return period.
which.par	If a parameter is of interest, this number tells for which component of the parameter vector to do the profile likelihood.
nint	The profile likelihood is calculated for a sequence of nint values covering xrange.
plot	logical; should a plot of the likelihood be made? Note that this is controlled by the verbose argument in the ci method function for MLE fevd objects when “proflik” is chosen as the method for finding confidence intervals. It is usually a good idea to plot the profile likelihood to see if the confidence intervals are really found or not.
gr, method, lower, upper, control	optional arguments to optim.
...	optional arguments to plot.

Details

See the help file for ci.fevd.mle for more details on this approach.

Value

A numeric vector is returned invisibly.

Author(s)

Eric Gilleland

See Also

ci.fevd.mle, fevd

Examples

z <- revd(100, loc=20, scale=0.5, shape=-0.2)
fit <- fevd(z)
fit

profliker(fit, type="parameter", which.par=3)

profliker(fit, type="parameter",
    xrange=c(-0.35, -0.2), which.par=3)

extRemes documentation built on May 29, 2024, 5:27 a.m.