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, ...)
Value
A matrix with two columns giving lower and upper confidence
limits.
For profile confidence intervals, this function assumes that the
profile trace is unimodal. If the profile trace is not unimodal then
the function will give spurious results.
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.
Examples
Run this codem1 <- fgev(portpirie)
confint(m1)
if (FALSE) pm1 <- profile(m1)
if (FALSE) plot(pm1)
if (FALSE) confint(pm1)
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