confint.eprof: Confidence intervals for profile likelihood objects

In mev: Modelling of Extreme Values

Confidence intervals for profile likelihood objects

Description

Computes confidence intervals for the parameter psi for profile likelihood objects. This function uses spline interpolation to derive level confidence intervals

Usage

## S3 method for class 'eprof'
confint(
  object,
  parm,
  level = 0.95,
  prob = c((1 - level)/2, 1 - (1 - level)/2),
  print = FALSE,
  method = c("cobs", "smooth.spline"),
  ...
)

Arguments

object	an object of class eprof, normally the output of gpd.pll or gev.pll.
parm	a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
level	confidence level, with default value of 0.95
prob	percentiles, with default giving symmetric 95% confidence intervals
print	should a summary be printed. Default to FALSE.
method	string for the method, either cobs (constrained robust B-spline from eponym package) or smooth.spline
...	additional arguments passed to functions. Providing a logical warn=FALSE turns off warning messages when the lower or upper confidence interval for psi are extrapolated beyond the provided calculations.

Value

returns a 2 by 3 matrix containing point estimates, lower and upper confidence intervals based on the likelihood root and modified version thereof

mev documentation built on Sept. 11, 2024, 8:14 p.m.