Methods for Function profile in Package stats4

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Description

Profile likelihood for "mle" objects.

Usage

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## S4 method for signature 'mle'
profile(fitted, which = 1:p, maxsteps = 100, alpha = 0.01,
        zmax = sqrt(qchisq(1 - alpha, 1L)), del = zmax/5,
        trace = FALSE, ...)

Arguments

fitted

Object to be profiled

which

Optionally select subset of parameters to profile.

maxsteps

Maximum number of steps to bracket zmax.

alpha

Significance level corresponding to zmax, based on a Scheffe-style multiple testing interval. Ignored if zmax is specified.

zmax

Cutoff for the profiled value of the signed root-likelihood.

del

Initial stepsize on root-likelihood scale.

trace

Logical. Print intermediate results.

...

Currently unused.

Details

The profiling algorithm tries to find an approximately evenly spaced set of at least five parameter values (in each direction from the optimum) to cover the root-likelihood function. Some care is taken to try and get sensible results in cases of high parameter curvature. Notice that it may not always be possible to obtain the cutoff value, since the likelihood might level off.

Value

An object of class "profile.mle", see "profile.mle-class".

Methods

signature(fitted = "ANY")

Generic function: see profile.

signature(fitted = "mle")

Profile the likelihood in the vicinity of the optimum of an "mle" object.