mcap: Monte Carlo adjusted profile

Description Usage Arguments Value Author(s)

View source: R/mcap.R

Description

Given a collection of points maximizing the likelihood over a range of fixed values of a focal parameter, this function constructs a profile likelihood confidence interval accommodating both Monte Carlo error in the profile and statistical uncertainty present in the likelihood function.

Usage

1
mcap(lp, parameter, confidence = 0.95, lambda = 1, Ngrid = 1000)

Arguments

lp

a vector of profile likelihood evaluations.

parameter

the corresponding values of the focal parameter.

confidence

the required level of the confidence interval.

lambda

the loess parameter used to smooth the profile.

Ngrid

the number of points to evaluate the smoothed profile.

Value

mcap() returns a list including the smoothed profile, a quadratic approximation, and the constructed confidence interval.

Author(s)

Edward L. Ionides


spatPomp documentation built on Sept. 5, 2021, 5:35 p.m.