mcap: Monte Carlo adjusted profile

In kingaa/pomp: Statistical Inference for Partially Observed Markov Processes

Monte Carlo adjusted profile

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

mcap(logLik, parameter, level = 0.95, span = 0.75, Ngrid = 1000)

Arguments

logLik	numeric; a vector of profile log likelihood evaluations.
parameter	numeric; the corresponding values of the focal parameter.
level	numeric; the confidence level required.
span	numeric; the loess smoothing parameter.
Ngrid	integer; the number of points to evaluate the smoothed profile.

Value

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

Author(s)

Edward L. Ionides

References

\Ionides

2017

kingaa/pomp documentation built on April 24, 2024, 11:25 a.m.