evd (version 1.2-3)

plot.profile.evd: Plot Profile Devainces

Description

Displays profile deviances from a model profiled with profile.evd.

Usage

## S3 method for class 'profile.evd':
plot(x, which = names(x), main = NULL,
    ask = nb.fig < length(which) && dev.interactive(), ci = 0.95,
    clty = 2, ...)

Arguments

x

An object of class "profile.evd".

which

Parameters for which the profile deviance is plotted. By default all profiled parameters in x are used.

main

Title of each plot; a character vector, the same length as which.

ask

Logical; if TRUE, the user is asked before each plot.

ci

By default the plots include a horizonal line representing a profile confidence interval with confidence coefficient ci (but see Warning).

clty

The line type of the horizontal line that represents a profile confidence interval. Use zero to suppress.

...

Other graphics parameters.

Warning

The interval represented by the horizontal line may not be a confidence interval with (asymptotic) confidence coefficient ci, because the usual asymptotic properties of maximum likelihood estimators may not hold! The usual asymptotic properties hold when the shape parameter(s) is(are) greater than $-0.5$, and when the parameters are not on the edge of the parameter space (Smith, 1985). Fortunately, this is usually the case.

Details

The profile deviance function is minus twice the logarithm of the profile likelihood.

References

Smith, R. L. (1985) Maximum likelihood estimation in a class of non-regular cases. Biometrika, 72, 67--90.

See Also

plot.profile2d.evd, profile.evd, profile2d.evd

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
M1P <- profile(M1)
pcint(M1P)
plot(M1P)