wald: Wald confidence interval
In ajrominger/socorro: Helper functions for R

Description Usage Arguments Details Value Author(s) See Also

View source: R/wald.R

Functions to calculate the Wald confidence interval of an MLE

1	wald(mle, hessian, alpha = 0.05, marginal = TRUE)

`mle`	maximum likelihood parameter estimate
`hessian`	estiamte of the Hessian at the MLE
`alpha`	critical value
`marginal`	logical, should marginal CI be calculated for each parameter or should an ellipse be calculated simultaneously for all parameters

Can calcuate either a Wald CI for a single parameter or multiple parameters. The mle and hessian arguments can be obtained from numerical optimization of the likelihood function using, e.g., optim or nlm

A matrix of either the upper and lower confidence limits (for marginal=TRUE) or a matrix with x,y coordinates fo the ellipse (for marginal=FALSE)

Andy Rominger <ajrominger@gmail.com>

optim, nlm

ajrominger/socorro documentation built on Jan. 3, 2020, 6:25 a.m.