Displays an image plot of the joint profile log-likelihood
from a model profiled with profile.evd and
profile2d.evd.
Usage
# S3 method for 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, xaxs = "r", yaxs = "r", ...)
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 interp is available,
interpolation is performed using intpts points
for each parameter. The function is interpolated at
intpts^2 points in total.
xaxs,yaxs
Graphics parameters (see par).
The default, "r", overrides the default set by
image.
...
Other parameters to be passed to image.
Warning
The sets represented by different colours may not be
confidence sets with confidence coefficients ci, because
the usual asymptotic properties of maximum likelihood estimators
may not hold.
For the GEV model, the usual asymptotic properties hold when the
shape parameter is greater than \(-0.5\) (Smith, 1985).
References
Smith, R. L. (1985)
Maximum likelihood estimation in a class of non-regular cases.
Biometrika, 72, 67--90.