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profile-methods: Methods for Function 'profile' in Package 'stats4'

profile-methods

R Documentation

Methods for Function `profile` in Package stats4

Description

Profile likelihood for "mle" objects.

Usage

## 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.