Description Usage Arguments Value Author(s) Examples
Slice likelihood and plot the slice. This is usefull for illustrating the likelihood surface around the MLE (maximum likelihood estimate) and provides graphics to substantiate (non-)convergence of a model fit. Also, the closeness of a quadratic approximation to the log-likelihood function can be inspected for relevant parameters. A slice is considerably less computationally demanding than a profile.
1 2 3 4 5 6 7 8 9 10 | slice(object, ...)
## S3 method for class 'clm'
slice(object, parm = seq_along(par), lambda = 3,
grid = 100, quad.approx = TRUE, ...)
## S3 method for class 'slice.clm'
plot(x, parm = seq_along(x),
type = c("quadratic", "linear"), plot.mle = TRUE,
ask = prod(par("mfcol")) < length(parm) && dev.interactive(), ...)
|
object |
for the |
x |
a |
parm |
for |
lambda |
the number of curvature units on each side of the MLE the slice should cover. |
grid |
the number of values at which to compute the log-likelihood for each parameter. |
quad.approx |
compute and include the quadratic approximation to the log-likelihood function? |
type |
|
plot.mle |
include a vertical line at the MLE (maximum likelihood estimate)
when |
ask |
logical; if |
... |
further arguments to |
The slice
method returns a list of data.frame
s with one
data.frame
for each parameter slice. Each data.frame
contains in the first column the values of the parameter and in the
second column the values of the (positive) log-likelihood
"logLik"
. A third column is present if quad.approx = TRUE
and contains the corresponding quadratic approximation to the
log-likelihood. The original model fit is included as the attribute
"original.fit"
.
The plot
method produces a plot of the likelihood slice for
each parameter.
Rune Haubo B Christensen
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ## fit model:
fm1 <- clm(rating ~ contact + temp, data = wine)
## slice the likelihood:
sl1 <- slice(fm1)
## three different ways to plot the slices:
par(mfrow = c(2,3))
plot(sl1)
plot(sl1, type = "quadratic", plot.mle = FALSE)
plot(sl1, type = "linear")
## Verify convergence to the optimum:
sl2 <- slice(fm1, lambda = 1e-5, quad.approx = FALSE)
plot(sl2)
|
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