confint.eprof: Confidence intervals for profile likelihood objects

View source: R/profile.R

confint.eprofR Documentation

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 April 20, 2023, 5:10 p.m.