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profileCI: Profiling a Log-Likelihood to Calculate Confidence Intervals
Provides tools for profiling a user-supplied log-likelihood function to calculate confidence intervals for model parameters. Speed of computation can be improved by adjusting the step sizes in the profiling and/or starting the profiling from limits based on the approximate large sample normal distribution for the maximum likelihood estimator of a parameter. The accuracy of the limits can be set by the user. A plot method visualises the log-likelihood and confidence interval. Only convex log-likelihoods are supported, that is, disjoint confidence intervals will not be found.
Getting started
Browse package contents
Package details |
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| Author | Paul J. Northrop [aut, cre, cph] |
| Maintainer | Paul J. Northrop <p.northrop@ucl.ac.uk> |
| License | GPL (>= 3) |
| Version | 1.0.0 |
| URL | https://paulnorthrop.github.io/profileCI/ https://github.com/paulnorthrop/profileCI |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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