plot.fr: Plot of tangent exponential model profile likelihood
In mev: Modelling of Extreme Values
plot.fr R Documentation
Plot of tangent exponential model profile likelihood
Description
This function is adapted from the plot.fr function from the hoa package bundle.
It differs from the latter mostly in the placement of legends.
Usage
## S3 method for class 'fr'
plot(x, ...)
Arguments
x
an object of class fr returned by gpd.tem or gev.tem.
...
further arguments to plot currently ignored. Providing a numeric vector which allows for custom selection of the plots. A logical all. See Details.
Details
Plots produced depend on the integers provided in which. 1 displays the Wald pivot, the likelihood root r, the modified likelihood root rstar and the likelihood modification q as functions of the parameter psi. 2 gives the renormalized profile log likelihood and adjusted form, with the maximum likelihood having ordinate value of zero. 3 provides the significance function, a transformation of 1. Lastly, 4 plots the correction factor as a function of the likelihood root; it is a diagnostic plot aimed for detecting failure of
the asymptotic approximation, often due to poor numerics in a neighborhood of r=0; the function should be smooth. The function spline.corr is designed to handle this by correcting numerically unstable estimates, replacing outliers and missing values with the fitted values from the fit.
Value
graphs depending on argument which
References
Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge.
mev documentation built on April 20, 2023, 5:10 p.m.
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| plot.fr | R Documentation |
Plot of tangent exponential model profile likelihood
Description
This function is adapted from the plot.fr function from the hoa package bundle.
It differs from the latter mostly in the placement of legends.
Usage
## S3 method for class 'fr'
plot(x, ...)
Arguments
x |
an object of class |
... |
further arguments to |
Details
Plots produced depend on the integers provided in which. 1 displays the Wald pivot, the likelihood root r, the modified likelihood root rstar and the likelihood modification q as functions of the parameter psi. 2 gives the renormalized profile log likelihood and adjusted form, with the maximum likelihood having ordinate value of zero. 3 provides the significance function, a transformation of 1. Lastly, 4 plots the correction factor as a function of the likelihood root; it is a diagnostic plot aimed for detecting failure of
the asymptotic approximation, often due to poor numerics in a neighborhood of r=0; the function should be smooth. The function spline.corr is designed to handle this by correcting numerically unstable estimates, replacing outliers and missing values with the fitted values from the fit.
Value
graphs depending on argument which
References
Brazzale, A. R., Davison, A. C. and Reid, N. (2007). Applied Asymptotics: Case Studies in Small-Sample Statistics. Cambridge University Press, Cambridge.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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