evd (version 2.3-2)

confint.evd: Calculate Confidence Intervals

Description

Calculate profile and Wald confidence intervals of parameters in fitted models.

Usage

# S3 method for evd
confint(object, parm, level = 0.95, …)
# S3 method for profile.evd
confint(object, parm, level = 0.95, …)

Arguments

object

Either a fitted model object (of class evd) for Wald confidence intervals, or a profile trace (of class profile.evd) for profile likelihood confidence intervals.

parm

A character vector of parameters; a confidence interval is calculated for each parameter. If missing, then intervals are returned for all parameters in the fitted model or profile trace.

level

A single number giving the confidence level.

…

Not used.

Value

A matrix with two columns giving lower and upper confidence limits.

See Also

profile.evd

Examples

# NOT RUN {
m1 <- fgev(portpirie)
confint(m1)
# }
# NOT RUN {
pm1 <- profile(m1)
# }
# NOT RUN {
plot(pm1)
# }
# NOT RUN {
confint(pm1)
# }