evd (version 1.2-3)

plot.profile2d.evd: Plot Joint Profile Devaince

Description

Displays an image plot of the joint profile deviance from a model profiled with profile2d.evd.

Usage

## S3 method for class 'profile2d.evd':
plot(x, main = NULL,
    ci = c(0.5, 0.8, 0.9, 0.95, 0.975, 0.99, 0.995),
    col = heat.colors(8), intpts = 75, ...)

Arguments

x

An object of class "profile2d.evd".

main

Title of plot; a character string.

ci

A numeric vector whose length is one less than the length of col. The colours of the image plot, excluding the background colour, represent confidence sets with confidence coefficients ci (but see Warning).

col

A list of colors such as that generated by rainbow, heat.colors, topo.colors, terrain.colors or similar functions.

intpts

If the package akima is available, interpolation is performed using intpts points for each parameter. The function is interpolated at intpts^2 points in total.

...

Other parameters to be passed to image.

Warning

The sets represented by different colours may not be confidence sets with (asymptotic) confidence coefficients 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 joint profile deviance function is minus twice the logarithm of the joint profile likelihood.

References

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

See Also

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

Examples

uvdata <- rgev(100, loc = 0.13, scale = 1.1, shape = 0.2)
M1 <- fgev(uvdata)
M1P <- profile(M1)
M1JP <- profile2d(M1, M1P, which = c("scale", "shape"))
plot(M1JP)