Nothing
oldopt <- options(warn=-1) # suppress warnings from log(0)
# loglik defined above
mle <- nlmax(loglik, p=c(0.5,m-1,m+1,s,s), x=faithful$eruptions)$estimate
f <- function(a) {
loglik0 <- function(theta, x) {
theta <- c(a,theta)
return(loglik(theta,x))
}
mle0 <- nlmax(loglik0,p=c(m-1,m+1,s,s), x=faithful$eruptions)$estimate
stat <- 2 * (loglik(mle,x=faithful$eruptions)
- loglik0(mle0,x=faithful$eruptions)); stat
pval <- 1 - pchisq(stat,df=1)
return(pval)
}
uniroot( function(a){f(a) - 0.05}, c(0,mle[1]))$root
uniroot( function(a){f(a) - 0.05}, c(1,mle[1]))$root
options(oldopt)
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